deconvolveR: A G-Modeling Program for Deconvolution and Empirical Bayes Estimation
Empirical Bayes inference assumes an unknown prior density g(θ) has yielded (unobservables) Θ1, Θ2, ..., ΘN, and each Θi produces an independent observation Xi from pi (Xi | Θi). The marginal density fi (Xi) is a convolution of the prior g and pi. The Bayes deconvolution problem is one of recovering...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2020-09-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3334 |