Empirical Bayes Methods with Applications

Empirical Bayes Methods, Second Edition

The second edition of Empirical Bayes Methods details 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.

A chapter is devoted to a discussion of alternatives to the empirical Bayes approach, and there is also a chapter giving details of several actual applications of empirical Bayes methods.