Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

DOI10.1214/08-AOS630zbMath1166.62005arXiv0908.1712OpenAlexW3098774744MaRDI QIDQ2388977

Eitan Greenshtein, Lawrence D. Brown

Publication date: 22 July 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1712

zbMATH Keywords

empirical Bayessimulationscompound decision

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Compound decision problems in statistical decision theory (62C25)

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Uses Software

• EBayesThresh

Cites Work

• Robbins, empirical Bayes and microarrays
• Compound decision theory and empirical Bayes methods
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Weak convergence and empirical processes. With applications to statistics
• General maximum likelihood empirical Bayes estimation of normal means
• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• Asymptotic efficiency of simple decisions for the compound decision problem
• Ideal spatial adaptation by wavelet shrinkage
• The Empirical Bayes Approach to Statistical Decision Problems
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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