Bunea, C., Charitos, T., Cooke, R.M., Becker, G. Two-stage Bayesian models—application to ZEDB project

摘要

I appreciate the "elegant and simple" attributes given by Bunea et al. [1] concerning the Parametric Robust Empirical Bayes (PREB) estimation method [2] , which is based on an advanced prior moment matching method. However, I feel that some other conclusions and comparisons with two-stage methods were somewhat incorrect, unjustified or dogmatic, and based on the early 1986 version of the PREB method.