Bayes Empirical Bayes

作者：John Deely, D. V. Lindley · 发表于：Journal of the American Statistical Association · 年份：1981 · DOI：10.1080/01621459.1981.10477731 · 被引用次数：234 · 研究领域：Bayesian Methods and Mixture Models、Statistical Distribution Estimation and Applications、Functional Equations Stability Results

A Bayesian approach is given for various kinds of empirical Bayes problems. In particular it is shown that empirical Bayes procedures are really non-Bayesian, asymptotically optimal, classical procedures for mixtures. In some situations these procedures are Bayes with respect to some prior and in other situations, there is no prior for which they are Bayes. Several examples of these concepts are given as well as a general theory showing the difference between an empirical Bayes model and a Bayes empirical Bayes model.