REBayes

Empirical Bayes Estimation and Inference

CRAN Package

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1–26, doi:10.18637/jss.v082.i08.


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