ebTobit: Empirical Bayesian Tobit Matrix Estimation
Alton S. Barbehenn, Sihai Dave Zhao · 2023
Estimation tools for multidimensional Gaussian means using empirical Bayesian g-modeling. Methods are able to handle fully observed data as well as left-, right-, and interval-censored observations (Tobit likelihood); descriptions of these methods can be found in Barbehenn and Zhao (2023) . Additional, lower-level functionality based on Kiefer and Wolfowitz (1956) and Jiang and Zhang (2009) is provided that can be used to accelerate many empirical Bayes and nonparametric maximum likelihood problems.