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.

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Year of publication:	2019
Authors:	Koenker, Roger ; Gu, Jiaying
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	Nonparametric maximum likelihood \| mixture model \| convex optimization

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Series:	cemmap working paper ; CWP13/19
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2019.1319 [DOI] 1663066736 [GVK] hdl:10419/211106 [Handle] RePEc:ifs:cemmap:13/19 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012146365