/MinimaxCalibratedEBayes.jl

Inference for empirical Bayes estimands in Julia

Primary LanguageJuliaMIT LicenseMIT

Archived: See the Empirikos.jl package instead.

MinimaxCalibratedEBayes.jl

A Julia package for conducting inference on empirical Bayes estimands and linear functionals in the Deconvolution model.

The package implements the method described in the following preprint:

Ignatiadis, Nikolaos, and Stefan Wager. "Bias-Aware Confidence Intervals for Empirical Bayes Analysis." arXiv:1902.02774 (2019)

Documentation is available here: Documentation

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