  Empirical Bayes methods offer valuable tools for a large class of compound
decision problems. In this tutorial we describe some basic principles of the
empirical Bayes paradigm stressing their frequentist interpretation. Emphasis
is placed on recent developments of nonparametric maximum likelihood methods
for estimating mixture models. A more extensive introductory treatment will
eventually be available in \citet{kg24}. The methods are illustrated with an
extended application to models of heterogeneous income dynamics based on PSID
data.
