This is meant as a refresher course for my students, but those new to the topic could also follow the course by investing more time and effort.
1. Read Chapter 3 from SFET on Bayesian Estimation.
2. Read Part IV of SFET on Empirical/Hierarchial Bayes in practice.
3. Read Carrington-Zaman, and Muradoglu-Orhan-Zaman for two different applications of the Empircal Bayes techniques