Parametric Empirical Bayes Inference: Theory and Applications
综述了多参数收缩估计量的研究现状，重点从经验贝叶斯视角出发，特别是参数先验分布的情况，并介绍了误差估计和置信区间的最新成果，附有数据示例。
Abstract This article reviews the state of multiparameter shrinkage estimators with emphasis on the empirical Bayes viewpoint, particularly in the case of parametric prior distributions. Some successful applications of major importance are considered. Recent results concerning estimates of error and confidence intervals are described and illustrated with data.