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Releases: mikkelpm/ebci_matlab

ebci_matlab 1.0.0

10 Sep 19:31
@mikkelpm mikkelpm
v1.0.0
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ebci_matlab 1.0.0 Latest
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New features

  • The function cva computes the critical value derived in Armstrong, Kolesár, and Plagborg-Møller (2020) for constructing robust empirical Bayes confidence intervals.
  • The function ebci computes empirical Bayes shrinkage estimators and associated parametric or robust empirical Bayes confidence intervals.
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