Arbeitspapier
Minimalist G-modelling: A comment on Efron
Efron's elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixture models for several examples. The latter approach has the advantage that it is free of tuning parameters and consequently provides a relatively simple complementary method.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP13/19
- Classification
-
Wirtschaft
- Subject
-
Nonparametric maximum likelihood
mixture model
convex optimization
- Event
-
Geistige Schöpfung
- (who)
-
Koenker, Roger
Gu, Jiaying
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2019
- DOI
-
doi:10.1920/wp.cem.2019.1319
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Koenker, Roger
- Gu, Jiaying
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2019
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