Sequential empirical Bayes method for filtering dynamic spatiotemporal processes

statistical inference via empirical bayes approach for stationary and dynamic contingency tables

چکیده ندارد.

A New Method for Analyzing Sequential Processes: Dynamic Multilevel Analysis

Empirical Bayes Estimators with Uncertainty Measures for NEF-QVF Populations

The paper proposes empirical Bayes (EB) estimators for simultaneous estimation of means in the natural exponential family (NEF) with quadratic variance functions (QVF) models. Morris (1982, 1983a) characterized the NEF-QVF distributions which include among others the binomial, Poisson and normal distributions. In addition to the EB estimators, we provide approximations to the MSE’s of t...

Limit Behaviour of Sequential Empirical Measure Processes

enables to reconstruct the whole sequence X1, ...,Xn (rather than the sample up to a permutation) makes of Pn a very flexible tool to represent complex and highly non-symmetric statistics. One can, for instance think of two-sample sequential rank statistics, V -statistics or fractional ARIMA processes as treated in Barbe and Broniatowski [1997] , [1998a] and [1998b]. In these references, sequen...

Empirical bayes method for incorporating data from multiple genome scans.

Individual genome scans tend to have low power and can produce markedly biased estimates of QTL effects. Further, the confidence interval for their location is often prohibitively large for subsequent fine mapping and positional cloning. Given that a large number of genome scans have been conducted, not to mention the large number of variables and subsets tested, it is difficult to confidently ...