The Annals of Applied Statistics, Vol. 8, No. 2 (June 2014), pp. 852-885 (34 pages) Poverty maps are used to aid important political decisions such as allocation of development funds by governments ...
A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...
The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...
The empirical Bayes estimation is based on Bayes statistics. It integrates a correlation method with statistical estimations to integrate prior knowledge or beliefs about the parameters of the dataset ...
We propose a new approach for estimating operational risk models under the loss distribution approach from historically observed losses. Our method is based on extreme value theory and, being Bayesian ...