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Bayes, Oracle Bayes and Empirical Bayes

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1 Published in 2019 at "Statistical Science"

DOI: 10.1214/18-sts674

Abstract: This article concerns the Bayes and frequentist aspects of empirical Bayes inference. Some of the ideas explored go back to Robbins in the 1950s, while others are current. Several examples are discussed, real and artificial,… read more here.

Keywords: empirical bayes; methodology; bayes oracle; oracle bayes ... See more keywords