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Parametric Empirical Bayes Inference: Theory and Applications
Abstract This article reviews the state of multiparameter shrinkage estimators with emphasis on the empirical Bayes viewpoint, particularly in the case of parametric prior distributions. SomeExpand
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Stein's Estimation Rule and Its Competitors- An Empirical Bayes Approach
Abstract Stein's estimator for k normal means is known to dominate the MLE if k ≥ 3. In this article we ask if Stein's estimator is any good in its own right. Our answer is yes: the positive partExpand
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A Comparison of Alternative Models for the Demand for Medical Care
We have tested alternative models of the demand for medical care using experimental data. The estimated response of demand to insurance plan is sensitive to the model used. We therefore use aExpand
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Data Analysis Using Stein's Estimator and its Generalizations
Abstract In 1961, James and Stein exhibited an estimator of the mean of a multivariate normal distribution having uniformly lower mean squared error than the sample mean. This estimator is reviewedExpand
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Multivariate Empirical Bayes and Estimation of Covariance Matrices
Abstract : The problem of estimating a covariance matrix in the standard multivariate normal situation is considered. The loss function is one obtained naturally from the problem of estimatingExpand
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Hierarchical Poisson Regression Modeling
Abstract The Poisson model and analyses here feature nonexchangeable gamma distributions (although exchangeable following a scale transformation) for individual parameters, with standard deviationsExpand
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Stein's Paradox in Statistics
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