Working Paper

Minimalist G-modelling: A comment on Efron


Roger Koenker, Jiaying Gu

Published Date

3 April 2019


Working Paper (CWP13/19)

Efron’s elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixture models for several examples. The latter approach has the advantage that it is free of tuning parameters and consequently provides a relatively simple complementary method.