Open Access
May 2019 Comment: Empirical Bayes Interval Estimation
Wenhua Jiang
Statist. Sci. 34(2): 219-223 (May 2019). DOI: 10.1214/19-STS708


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.


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Wenhua Jiang. "Comment: Empirical Bayes Interval Estimation." Statist. Sci. 34 (2) 219 - 223, May 2019.


Published: May 2019
First available in Project Euclid: 19 July 2019

zbMATH: 07110691
MathSciNet: MR3983323
Digital Object Identifier: 10.1214/19-STS708

Keywords: Empirical Bayes , generalized MLE , Interval estimation , oracle rule

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.34 • No. 2 • May 2019
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