Linear empirical Bayes estimation of quantiles

Parametric and nonparametric empirical Bayes estimation of quantiles is described, performance of estimators is examined by simulation, and a method is given for estimating risks from a realized data set.

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Year of publication:	1989
Authors:	Maritz, J. S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 1, p. 59-65
Publisher:	Elsevier
Keywords:	linear Bayes and EB quantiles non-identical components bootstrap estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074726