Construction of Simple Empirical Bayes Estimators
J. S. Maritz, Thaung Lwin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975
Summary An empirical Bayes estimator which can be constructed without explicit estimation of the prior distribution is called a simple empirical Bayes estimator. Construction of such estimators for a single unknown parameter of a general continuous distribution is considered. Examples are given and their performance is examined.