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Bayes Empirical Bayes
J. J. Deely and D. V. Lindley
Journal of the American Statistical Association
Vol. 76, No. 376 (Dec., 1981), pp. 833-841
Stable URL: http://www.jstor.org/stable/2287578
Page Count: 9
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A Bayesian approach is given for various kinds of empirical Bayes problems. In particular it is shown that empirical Bayes procedures are really non-Bayesian, asymptotically optimal, classical procedures for mixtures. In some situations these procedures are Bayes with respect to some prior and in other situations, there is no prior for which they are Bayes. Several examples of these concepts are given as well as a general theory showing the difference between an empirical Bayes model and a Bayes empirical Bayes model.
Journal of the American Statistical Association © 1981 American Statistical Association