Empirical Bayes: Some Tools, Rules, and Duals (Econometric Society Monographs, Series Number 69). This item is unavailable.Empirical Bayes: Some Tools, Rules, and Duals (Econometric Society Monographs, Series Number 69)

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.