deconvolveR: A G-Modeling Program for Deconvolution and Empirical Bayes Estimation
Empirical Bayes inference assumes an unknown prior density g(θ) has yielded (unobservables) Θ1, Θ2, ..., ΘN, and each Θi produces an independent observation Xi from pi (Xi | Θi). The marginal density fi (Xi) is a convolution of the prior g and pi. The Bayes deconvolution problem is one of recovering...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Foundation for Open Access Statistics
2020-09-01
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| coleção: | Journal of Statistical Software |
| Assuntos: | |
| Acesso em linha: | https://www.jstatsoft.org/index.php/jss/article/view/3334 |
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