A continuous empirical Bayes smoothing technique Academic Article

abstract

• SUMMARY: Maritz (1966) and Lemon & Krutchkoff (1969) each describe discrete empirical Bayes smoothing techniques. These techniques essentially attempt to approximate the prior distribution function. Here a continuous smoothing technique which is based on a smooth and continuous approximation to the prior density function is presented. Results from a Monte Carlo study of the Poisson distribution are reported which show that the continuous smoothing technique has desirable small-sample properties. Some comparisons with discrete smoothing techniques are also made. 1972 Oxford University Press.

authors

• Bennett, George

published proceedings

• Biometrika

author list (cited authors)

• BENNETT, G. K., & MARTZ, H. F.

citation count

• 17

complete list of authors

• BENNETT, G KEMBLE||MARTZ, HF

publication date

• January 1972

publisher

• Oxford University Press (OUP)  Publisher

published in

• Biometrika  Journal

keywords

• 38 Economics
• 3802 Econometrics
• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.1093/biomet/59.2.361

start page

• 361

end page

• 368

volume

• 59

issue

• 2