Confidence intervals
Here we describe two methods for forming confidence intervals for empirical Bayes estimands.
F-Localization based intervals
FLocalizationInterval
AMARI intervals
AMARI
Interface
confint
Ignatiadis, Nikolaos, and Stefan Wager. 2022. “Confidence Intervals for Nonparametric Empirical Bayes Analysis (with Discussion and a Rejoinder by the Authors).” Journal of the American Statistical Association 117 (539): 1149–66. https://doi.org/10.1080/01621459.2021.2008403.