株式会社極東書店トップ ＞ 商品一覧 ＞ Empirical Bayes Methods.
商品詳細
Empirical Bayes Methods.
・ISBN 978-0-8153-5037-8 paper GB£ 37.99
￥12,035.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Maritz, J. S., |
|---|---|
| シリーズ | (Routledge Library Editions: Econometrics) |
| 出版社 | (Routledge, US) |
| 出版年月 | 2019 |
| ページ数 | 298 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A01-59343＞ |
解説
Originally published in 1970; with a second edition in 1989. Empirical Bayes methods use some of the apparatus of the pure Bayes approach, but an actual prior distribution is assumed to generate the data sequence. It can be estimated thus producing empirical Bayes estimates or decision rules.
In this second edition, details are provided of the derivation and the performance of empirical Bayes rules for a variety of special models. Attention is given to the problem of assessing the goodness of an empirical Bayes estimator for a given set of prior data. Chapters also focus on alternatives to the empirical Bayes approach and actual applications of empirical Bayes methods.