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Nonparametric empirical Bayes prediction. (English) Zbl 1506.62219

Comment to the article [N. Ignatiadis and S. Wager, ibid. 117, No. 539, 1149–1166 (2022; Zbl 1506.62223)].

MSC:

62C12 Empirical decision procedures; empirical Bayes procedures
62G15 Nonparametric tolerance and confidence regions

Citations:

Zbl 1506.62223
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References:

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[12] Prasad, N. G. N.; Rao, J. N. K., “The Estimation of the Mean Squared Error of Small-Area Estimators,”, Journal of the American Statistical Association, 85, 163-171 (1990) · Zbl 0719.62064 · doi:10.1080/01621459.1990.10475320
[13] Robbins, H., “An Empirical Bayes Approach to Statistics,”, Proceedings of the Third Symposium on Mathematical Statistics and Probability, Vol. 1: Contributions to the Theory of Statistics, 157-163 (1956), Berkeley, CA: University of California, Berkeley, CA · Zbl 0074.35302
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[15] Zellner, A., “Bayesian Estimation and Prediction using Asymmetric Loss Functions, Journal of the American Statistical Association, 81, 446-451 (1986) · Zbl 0603.62037 · doi:10.1080/01621459.1986.10478289
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