{"entities":{"Q2188477":{"pageid":2199220,"ns":120,"title":"Item:Q2188477","lastrevid":53752748,"modified":"2026-01-25T16:11:38Z","type":"item","id":"Q2188477","labels":{"en":{"language":"en","value":"On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7211001"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$FBBA6B98-82FD-4828-9D5C-6B562C52CA21","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"54a8220f45a5d5e84f8eba494031216eb23261cd","datavalue":{"value":{"text":"On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2188477$BA36367A-7670-4277-81BD-E4DFE2895F7E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b7c947ec85d3f82feec7f403705f83dbd80b2199","datavalue":{"value":"1442.62068","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$6C923E9E-00CB-46AB-BF65-B822858AE9B4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fb7a647cd57d61173f38ca4c12f0973a4ea1095b","datavalue":{"value":"10.1214/20-EJS1717","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$839DE06D-6925-4155-8D9E-BBFDF2F2637F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"35ffa66cb247cfc6d966e8a0c5071306cae14911","datavalue":{"value":{"entity-type":"item","numeric-id":391863,"id":"Q391863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$97615CF8-CE5A-4179-818A-0EAD9C3C16D4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"43e9cd18dceeab2d37cda9141a65d56842a828f6","datavalue":{"value":{"entity-type":"item","numeric-id":62992,"id":"Q62992"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$2B72E319-F3B5-4B02-A4D3-6C20DBACDBEB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"beba174142ca9753344a24996bea0174e7aec500","datavalue":{"value":{"time":"+2020-06-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2188477$008042A8-4B8D-4C49-8E4E-25638015DCD1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f4cf42752ef61b4bec08715c72e4e2947b68186b","datavalue":{"value":"https://projecteuclid.org/euclid.ejs/1591668144","type":"string"},"datatype":"url"},"type":"statement","id":"Q2188477$E81FE4BB-62A0-47BF-853A-95A856B3EA51","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"306023b93154c32453e2a6598835448c04bd7b3e","datavalue":{"value":"The author considers empirical Bayes for heteroscedastic data: \\[ X_{i} | \\left(\\theta_{i},\\sigma_{i}^{2} \\right) \\stackrel{\\mathrm{ind}}{\\sim} N\\left(\\theta_{i},\\sigma_{i}^{2} \\right), \\quad i=1,\\dots,n, \\] where \\(\\sigma_{i}^{2}\\) are known. He uses a general maximum likelihood empirical Bayes (GMLEB) method for the estimation of \\(\\mathbf{\\theta} =\\left(\\theta_{1},\\dots,\\theta_{n} \\right) \\) under the average squared loss function.  From the author's abstract: The idea is to plug the generalized maximum likelihood estimator in the oracle Bayes rule. From the point of view of restricted empirical Bayes, the general empirical Bayes aims at a benchmark risk smaller than the linear empirical Bayes methods when the unknown means are i.i.d. variables. We prove an oracle inequality which states that under mild conditions, the regret of the GMLEB is of smaller order than \\((\\log n)^{5}/n\\). The proof is based on a large deviation inequality for the generalized maximum likelihood estimator. The oracle inequality leads to the property that the GMLEB is adaptive minimax in \\(L_{p}\\) balls when the order of the norm of the ball is larger than \\(\\left( (\\log n)^{5/2}/\\sqrt{n}\\right)^{1/(p^2)}\\). We demonstrate the superb risk performance of the GMLEB through simulation experiments.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2188477$160EB5E2-AFC8-467D-869E-706C65608964","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"37bde2b14ce488bdfcfa6dda9b366929b6790b2b","datavalue":{"value":{"entity-type":"item","numeric-id":587786,"id":"Q587786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$3F808467-8841-4F27-BDA3-D702B93C669B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$E797DB29-7B0E-41AF-B387-F8B0F9836D8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ea3475d4c22dc51a420786874bb708769d5bfd82","datavalue":{"value":"62G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$ABE6F011-F201-47A7-9BAA-635688C8AF38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ab961be59103ec702d30ea406f8517aa5f06be6","datavalue":{"value":"62C12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$8674CBB8-CD74-41A0-BF3C-7298425AE2CD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c9ff6e8b9a61e3e36ef7f6014751344658d485c0","datavalue":{"value":"7211001","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$43AA8574-235C-4F6F-9E4A-292296AEA5E2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0cb53342939116bd8f028d2b34c230a535a43797","datavalue":{"value":"empirical Bayes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2188477$9E26C60F-67FB-4DDC-A0E0-393857C02657","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c02d64aeecd2d6cc227313ca2f0c617743b8b07b","datavalue":{"value":"heteroscedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2188477$B83CA75D-CED2-4F9B-B037-B4A48A1B2061","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"075a9102ce9c9e4e3d891fc97b32587aee50c5e8","datavalue":{"value":"generalized maximum likelihood estimator (MLE)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2188477$41A51F37-0E54-4AA2-A474-72E6D397528A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8573cc99d344859a753329bee5bbeb3dc43c7422","datavalue":{"value":"adaptive minimaxity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2188477$4AD1FEA7-0682-4573-9A3C-7DB1DE3BE8CB","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"5f1d633b6b3aa185d0aac3a4fd7b251cc71d2c6c","datavalue":{"value":{"entity-type":"item","numeric-id":32780,"id":"Q32780"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$7D3D8A85-2FD0-46C7-ACDF-9108DE3C24B4","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$5D07C773-D098-4491-8860-4CFDCCAC725A","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"6a7ab969e81e3708d70426bb437f0a138eacac68","datavalue":{"value":"Q107392654","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2188477$1BC6F19B-1546-4528-A8CD-D336B1E4A1C4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb4fd6b16f4497b41444cfd971a9391f4699901c","datavalue":{"value":{"entity-type":"item","numeric-id":5658942,"id":"Q5658942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$F0E717D5-94A7-47E1-B8C5-3D330EEA4059","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d351741a9dcd0892d0f14eb4dcc22686cce097b","datavalue":{"value":{"entity-type":"item","numeric-id":2482971,"id":"Q2482971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$97E131FF-59B9-40CF-AE1C-FE346415D51D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6825bf2ef98d40fce35cc2b1c1884f9fd521b406","datavalue":{"value":{"entity-type":"item","numeric-id":1333570,"id":"Q1333570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$A8173EC6-C54B-4CD0-8D09-3C8D8F303107","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aad1da99c1b9920aa23d7d806101856f8609cfe2","datavalue":{"value":{"entity-type":"item","numeric-id":3225821,"id":"Q3225821"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$8B58D2E8-7893-4D57-924A-70D2F5DB18E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc30f7e94168eca21f9dedfeb08994986ef6203a","datavalue":{"value":{"entity-type":"item","numeric-id":257697,"id":"Q257697"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$50C095D1-2D16-4B91-95FC-2F0E94CE8B7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bab73e169a9e033f08ac660fd10c3cdf68e7369f","datavalue":{"value":{"entity-type":"item","numeric-id":2388976,"id":"Q2388976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$28154A83-DDDB-44AB-9970-A7F85EDECEC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32a7150ceeb69653ec01c9750e3c14c99ecf8e0f","datavalue":{"value":{"entity-type":"item","numeric-id":3234948,"id":"Q3234948"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$177AC153-4E29-42BB-AD6D-B2C4E7D46796","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f086210824825d87527b84e55a6621517ce640f1","datavalue":{"value":{"entity-type":"item","numeric-id":4975408,"id":"Q4975408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$0675C572-F4E9-4F9F-B444-F06EA3170F0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a4ba62560acc1e091012bf98cb511bc66f2cb7c","datavalue":{"value":{"entity-type":"item","numeric-id":3634327,"id":"Q3634327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$57B157C9-58FB-43D0-9338-DD0B68B5C7D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d82d984c5ca8f250ee8364245314ef8125e60e6","datavalue":{"value":{"entity-type":"item","numeric-id":4743564,"id":"Q4743564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$2FBB4E9D-4636-4913-A6CB-7E4C5C78073D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4be7cfae18334ff968ba5c1e90db818c6f868f2","datavalue":{"value":{"entity-type":"item","numeric-id":5807247,"id":"Q5807247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$8E384D0E-84D0-401D-8183-B950A7021D00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"253cfeceff40748b63ac12f18640193211220d72","datavalue":{"value":{"entity-type":"item","numeric-id":3239675,"id":"Q3239675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$A1FB98EC-7726-4BDE-901D-F2DFFCF571A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f888b6ace182e218cac880dc229ace2260a42e57","datavalue":{"value":{"entity-type":"item","numeric-id":1056158,"id":"Q1056158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$A3836DCF-CF66-47ED-AD66-56687FF1F95E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c004ee6802dfae7f6f852cac525cd410a3faded","datavalue":{"value":{"entity-type":"item","numeric-id":1915050,"id":"Q1915050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$3311E1C6-87A8-4E68-B173-A72A8DF45F55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe39a8cc2ac58e2c09024a6749e19384967aa689","datavalue":{"value":{"entity-type":"item","numeric-id":4962437,"id":"Q4962437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$4D39FEB1-C0DA-4AEE-AFEC-4DEDDA420727","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7bc5bd5fe484464fa2505f29c4eab0913fcbd03","datavalue":{"value":{"entity-type":"item","numeric-id":4904724,"id":"Q4904724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$533C8EB5-5653-415D-BDC9-F84C81DFA951","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d61358eee030a38805d1f1448df1b0493d2a2fdd","datavalue":{"value":{"entity-type":"item","numeric-id":1781152,"id":"Q1781152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$12187396-DC54-49E0-82A9-11DD592B53D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c22af11be4d0a9766016e22499c71dd3ef44cf0b","datavalue":{"value":{"entity-type":"item","numeric-id":5325830,"id":"Q5325830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2188477$ABFBA67F-97C7-4D06-B215-37517F3B90BA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5fbaa50ca3a72ca0d42c78a05fe5e168b5eabbad","datavalue":{"value":{"entity-type":"item","numeric-id":2388976,"id":"Q2388976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"99ac65aea3fbb66968514e2d66aee905d19df069","datavalue":{"value":{"amount":"+0.9004580974578857","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2188477$5B1CE846-491F-4DC8-9A72-28AD512250E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"07f346114a244860ebb38a9b03df23d5642406de","datavalue":{"value":{"entity-type":"item","numeric-id":1931851,"id":"Q1931851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4255aeb7bfdd434740aa0a75f3e6ebeb1fb1c4ba","datavalue":{"value":{"amount":"+0.8060871362686157","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2188477$8EA663BF-76CD-44E7-A961-33DA11E34A7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"920f6fcfaa198fca6d3e525c7ad9aaf5233d9eee","datavalue":{"value":{"entity-type":"item","numeric-id":4962437,"id":"Q4962437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7a353b7a7e489ccda212bd116f2542aa6cf7e5f2","datavalue":{"value":{"amount":"+0.796318769454956","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2188477$82C437E3-9C03-4BF8-863B-094635E5CCD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5ffe276fb0e6dd24c31a0cb80ffb7baf8b3b0f3","datavalue":{"value":{"entity-type":"item","numeric-id":5739477,"id":"Q5739477"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a25a297574cbf3e9f0c5bb95da4306b9d5bd00a","datavalue":{"value":{"amount":"+0.7903507351875305","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2188477$EBA99391-A985-4B30-AE2F-FA87518D16BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b90be18a431ab9f6c7c189cdd2d31e905dd5f0b5","datavalue":{"value":{"entity-type":"item","numeric-id":391864,"id":"Q391864"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a84ac40c25c0b73dc2b114cf49afbad4998b8517","datavalue":{"value":{"amount":"+0.7871623039245605","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2188477$769B7F94-922D-4C83-991B-B5B82DA6AE88","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2188477","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2188477"}}}}}