Pages that link to "Item:Q4904724"
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The following pages link to SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724):
Displayed 36 items.
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639) (← links)
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation (Q1662032) (← links)
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions (Q1662317) (← links)
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
- Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation (Q2051545) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Empirical estimates for heteroscedastic hierarchical dynamic normal models (Q2132005) (← links)
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data (Q2161181) (← links)
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means (Q2188477) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series (Q2325380) (← links)
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Empirical Bayes estimates for a two-way cross-classified model (Q2413606) (← links)
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (Q2419159) (← links)
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression (Q3304846) (← links)
- Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (Q4962437) (← links)
- SURE estimates for high dimensional classification (Q4970345) (← links)
- A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family (Q4998968) (← links)
- Admissibility of Solution Estimators for Stochastic Optimization (Q4999345) (← links)
- Adaptive singular value shrinkage estimate for low rank tensor denoising (Q5041692) (← links)
- Data transforming augmentation for heteroscedastic models (Q5066014) (← links)
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
- Adaptive Sparse Estimation With Side Information (Q5146052) (← links)
- Simultaneous estimation of normal means with side information (Q5155201) (← links)
- (Q5159467) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing (Q5885127) (← links)
- A Regression Modeling Approach to Structured Shrinkage Estimation (Q6110692) (← links)
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences (Q6117926) (← links)
- An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices (Q6153989) (← links)
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data (Q6165286) (← links)
- Improved Small Domain Estimation via Compromise Regression Weights (Q6185575) (← links)
- SURE-tuned bridge regression (Q6190648) (← links)