Maritz J.S., Lwin T. Empirical Bayes Methods with Applications

2nd Edition. — Boca Raton, ISA, CRC Press, Taylor & Francis Group, 2017. — 297 p. — (Monographs on Statistics and Applied Probability 35). — ISBN10: 1315892561.The second edition of Empirical Bayes Methods details are provided of the derivation and the performance of empirical Bayes rules for a variety of special models. Attention is given to the problem of assessing the goodness of an empirical Bayes estimator for a given set of prior data. A chapter is devoted to a discussion of alternatives to the empirical Bayes approach and there is also a chapter giving details of several actual applications of empirical Bayes method.Introduction to Bayes and empirical Bayes methods
Estimation of the prior distribution
Empirical Bayes point estimation
Empirical Bayes point estimation: vector parameters
Testing of hypotheses
Bayes and empirical Bayes interval estimation
Alternatives to empirical Bayes
Applications of EB methods