Comment: Minimalist g-Modeling

Koenker, R; Gu, JY

Koenker, R (reprint author), UCL, Dept Econ, Econ, London WC1H 0AX, England.

STATISTICAL SCIENCE, 2019; 34 (2): 209

Abstract

Efron's elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the Kiefer-Wolfowitz nonparametric maximum......

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