Comment: Empirical Bayes Interval Estimation

被引：1
|
作者：
Jiang, Wenhua [1 ,2 ]
机构：
[1] Fudan Univ, Sch Math Sci, 220 Handan Rd, Shanghai 200433, Peoples R China
[2] Shanghai Ctr Math Sci, 220 Handan Rd, Shanghai 200433, Peoples R China
来源：
STATISTICAL SCIENCE | 2019年 / 34卷 / 02期
关键词：
Empirical Bayes; interval estimation; oracle rule; generalized MLE;
D O I：
10.1214/19-STS708
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This is a contribution to the discussion of the enlightening paper by Professor Efron. We focus on empirical Bayes interval estimation. We discuss the oracle interval estimation rules, the empirical Bayes estimation of the oracle rule and the computation. Some numerical results are reported.
引用
收藏
页码：219 / 223
页数：5
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