Empirical Bayes by Roger Koenker

Empirical Bayes by Roger Koenker

Empirical Bayes methods as envisioned by Herbert Robbins are becoming an essential element of the statistical toolkit. In Empirical Bayes: Tools, Rules, and Duals, Roger Koenker and Jiaying Gu offer a unified view of these methods. They stress recent computational developments for nonparametric estimation of mixture models, not only for the traditional Gaussian and Poisson settings, but for a wide range of other applications. Providing numerous illustrations where empirical Bayes methods are attractive, the authors give a detailed discussion of computational methods, enabling readers to apply the methods in new settings.

Roger Koenker is an Honorary Professor of Economics at University College London. He was a member of the technical staff of Bell Labs and Professor of Economics and Statistics at the University of Illinois. He is a fellow of the Econometric Society, the ASA and the IMS. Jiaying Gu is an Associate Professor of Economics at the University of Toronto.

SKU	Unavailable
ISBN 13	9781009275361
ISBN 10	1009275364
Title	Empirical Bayes
Author	Roger Koenker
Series	Econometric Society Monographs
Condition	Unavailable
Binding Type	Hardback
Publisher	Cambridge University Press
Year published	2026-03-31
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.