Skip to content

ebci_matlab 1.0.0

Latest
Compare
Choose a tag to compare
@mikkelpm mikkelpm released this 10 Sep 19:31
· 1 commit to master since this release
72f25d9

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.