Statistical Science

Comment: Empirical Bayes Interval Estimation

Wenhua Jiang

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Abstract

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.

Article information

Source
Statist. Sci., Volume 34, Number 2 (2019), 219-223.

Dates
First available in Project Euclid: 19 July 2019

Permanent link to this document
https://projecteuclid.org/euclid.ss/1563501636

Digital Object Identifier
doi:10.1214/19-STS708

Mathematical Reviews number (MathSciNet)
MR3983323

Zentralblatt MATH identifier
07110691

Keywords
Empirical Bayes interval estimation oracle rule generalized MLE

Citation

Jiang, Wenhua. Comment: Empirical Bayes Interval Estimation. Statist. Sci. 34 (2019), no. 2, 219--223. doi:10.1214/19-STS708. https://projecteuclid.org/euclid.ss/1563501636


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