Parametric Empirical Bayes Inference: Theory and Applications |
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| 文献名称 | Parametric Empirical Bayes Inference: Theory and Applications | ||||||
| 文献作者 | Carl N. Morris | ||||||
| 作者所在单位 | Professor, Department of Mathematics, University of Texas | ||||||
| 文献分类 | 已发表文献 | ||||||
| 学科一级分类 | 统计 | ||||||
| 学科二级分类 | 统计学 | ||||||
| 文献摘要 |
This article reviews the state of multiparameter shrinkage estimators with emphasis on the empirical Bayes viewpoint, particularly in the case of parametric prior distributions. Some successful applications of major importance are considered. Recent results concerning estimates of error and confidence intervals are described and illustrated with data. |
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| 参考文献 |
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(1975), "Biased Versus Unbiased Estimation," in Advances in Mathematics, Vol. 16, No. 3, New York: Academy Press, 259-277. EFRON, B., and MORRIS, C. (1973), "Stein's Estimation Rule and Its Competitors- An Empirical Bayes Approach," Journal of the American Statistical Association, 68, 117-130. (1975), "Data Analysis Using Stein's Estimator and Its Generalizations," Journal of the American Statistical Association, 70, 311-319. FAY, R.E. III, and HERRIOT, R.A. (1979), "Estimates of Income for Small Places: An Application of James-Stein Procedures to Census Data," Journal of the American Statistical Association, 74, 269-277. FORCINA, A. (1982), "Gini's Contributions to the Theory of Inference," International Statistical Review, 50, 65- 70. GEISSER, S. (1975), "The Predictive Sample Reuse Method with Applications, " Journal of the American Statistical Association, 70, 320328. GINI, C. (1911), "Considerazioni Sulla Probabilita a Posteriori e Ap- Berger: Comment on Parametric Empirical Bayes Inference 55 plicazioni al Rapporto dei Sessi Nelle Nascite Umane," Metron, 15, 133-172. GOOD, I.J. (1965), The Estimation of Probabilities: An Essay on Modern Bayesian Methods, Cambridge: Massachusetts Institute of Technology Press. HARVILLE, D. (1980), "Predictions for National Football League Games via Linear-Model Methodology," Journal of the American Statistical Association, 75, 516-524. HOADLEY, B. (1981), "Quality Management Plan (QMP)," Bell System Technical Journal, 60, 215-273. JACKSON, D.A., DONOVAN, T.M., ZIMMER, W.J., and DEELEY, J.J. (1970), "r2-Minimax Estimators in the Exponential Family," Biometrika, 57, 439-443. JAMES, W., and STEIN, C. (1961), "Estimation with Quadratic Loss," Proceedings of the Fourth Berkeley Sumposium on Mathematical Statistics and Probability (Vol. 1), University of California Press, Berkeley, 361-379. LINDLEY, D.V., and SMITH, A.F.M. (1972), "Bayes Estimates for the Linear Model," Journal of the Royal Statistical Society, Ser. B, 34, 1-41. MORRIS, C. (1977), "Interval Estimation for Empirical Bayes Generalizations of Stein's Estimator," Proceedings of the Twenty-Second Conference on the Design of Experiments in Army Research Development and Testing, ARO Report 77-2. (1981), "Parametric Empirical Bayes Confidence Intervals," to appear in the Proceedings of the Conference on Scientific Inference, Data Analysis and Robustness, University of Wisconsin. (1982), "Natural Exponential Families With Quadratic Variance Functions," The Annals of Statistics, 10, 65-80. (1983), "Natural Exponential Families With Quadratic Variance Functions: Statistical Theory," The Annals of Statistics, 11. MORRIS, C., and VAN SLYKE, L. (1978), "Empirical Bayes Methods for Pricing Insurance Classes," Proceedings of the Business and Economics Statistics Section, American Statistical Association, 579-582. ROBBINS, H. (1951), "Asymptotically Subminimax Solutions of Compound Statistical Decision Problems," Proceedings of the Second Berkeley Symposium on Mathematics, Statistics and Probability, University of California Press, 131-148. (1955), "An Empirical Bayes Approach to Statistics," Proceedings of the ThirdBerkeley Symposium on Mathematics, Statistics and Probability, Vol. 1, 157-164. (1964), "The Empirical Bayes Approach to Statistical Decision Problems," The Annals of Mathematical Statistics, 35, 1-20. (1980), "An Empirical Bayes Estimation Problem," Proceedings of the National Academy of Sciences USA, 77, 12, 6988-6989. RUBIN, D. (1981), "Using Empirical Bayes Techniques in the Law School Validity Studies," Journal of the American Statistical Association, 75, 801-827, with discussion. STONE, M. (1973), "Discussion of the Paper by Professor Efron and Dr. Morris," Journal of the Royal Statistical Society, Ser. B, 35, 408409. (1974), "Cross-validatory Choice and Assessment of Statistical Predictions" (with discussion), Journal of the Royal Statistical Society, Ser. B, 36, 111-147. VAN DER MERWE, A.J., GROENEWALD, P.C.N., NEL, D.G., and VAN DER MERWE, C.A. (1981), "Confidence Intervals for a Multivariate Normal Mean in the Case of Empirical Bayes Estimation Using Pearson Curves and Normal Approximations," Tech. Rept. No. 70, Department of Mathematics and Statistics, University of The Orange Free State, Bloemfontein, South Africa, November. WHITNEY, A.W. (1918), "The Theory of Experience Rating," Proceedings of the Casualty Actuarial Society, Vol. IV, 274-292. |
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| 关键字 | Empirical Bayes; Parametric empirical Bayes; Empirical Bayes confidence intervals; Stein's estimato | ||||||
| 发表所在刊物（或来源） | Journal of the American Statistical Association, Vol. 78, No. 381 (Mar., 1983), pp. 47-55 | ||||||
| 发表时间 | Mar., 1983 | ||||||
| 适用研究领域 | |||||||
| 评论 | |||||||
| 上传时间 | 2011-1-20 11:36 | ||||||
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 Futastic |
Futastic发表于:2017-5-29 01:59 好家伙，我基本不懂！ |
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 chenlsh |
chenlsh发表于:2014-5-3 20:50 Good! |
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