ebTobit: Empirical Bayesian Tobit Matrix Estimation
Estimation tools for multidimensional Gaussian means using
empirical Bayesian g-modeling. Methods are able to handle fully observed data as
well as left-, right-, and interval-censored observations (Tobit
likelihood); descriptions of these methods can be found in Barbehenn and
Zhao (2023) <arXiv:2306.07239>. Additional, lower-level functionality based
on Kiefer and Wolfowitz (1956) <doi:10.1214/aoms/1177728066> and Jiang and
Zhang (2009) <doi:10.1214/08-AOS638> is provided that can be used to
accelerate many empirical Bayes and nonparametric maximum likelihood
problems.
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