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.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP13/19
- Klassifikation
-
Wirtschaft
- Thema
-
Nonparametric maximum likelihood
mixture model
convex optimization
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Koenker, Roger
Gu, Jiaying
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2019
- DOI
-
doi:10.1920/wp.cem.2019.1319
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Koenker, Roger
- Gu, Jiaying
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2019
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