Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules - Koenker, Roger; Mizera, Ivan (Journal of the American Statistical Association, 2014)
Keywords: Algorithms; Baseball; Bayes estimators; Bayes rule; Bayesian analysis; Bernoulli Hypothesis; Convex analysis; Density estimation; Empirical Bayes; Estimating techniques; Estimation methods; Estimators; Interior points; Iterative solutions; Kiefer-Wolfowitz maximum likelihood estimator; Maximum likelihood estimation; Mixture models; Mixtures; Normal distribution; Objective functions; Optimization; prediction; Scientific method; Statistics; system optimization; Theory and Methods