scientific article; zbMATH DE number 3068128
From MaRDI portal
Publication:5807247
zbMath0044.14803MaRDI QIDQ5807247
No author found.
Publication date: 1951
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (67)
On combining Stein estimation problems: An adaptive rule under classical criteria ⋮ On a Problem of Robbins ⋮ Integrative genetic risk prediction using non‐parametric empirical Bayes classification ⋮ Empirical Bayes stock market portfolios ⋮ A nonparametric empirical Bayes approach to large-scale multivariate regression ⋮ Nonparametric empirical Bayes estimator in simultaneous estimation of Poisson means with application to mass spectrometry data ⋮ Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location ⋮ Publication Policies for Replicable Research and the Community-Wide False Discovery Rate ⋮ Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ A constrained risk inequality with applications to nonparametric functional estimation ⋮ General maximum likelihood empirical Bayes estimation of normal means ⋮ Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means ⋮ Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data ⋮ Detection of two-way outliers in multivariate data and application to cheating detection in educational tests ⋮ Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments ⋮ Empitical bayes estimations for some distribution families ⋮ A nonparametric empirical Bayes approach to adaptive minimax estimation ⋮ On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means ⋮ An objective use of Bayesian models ⋮ A nonparametric mixture approach to density and null proportion estimation in large‐scale multiple comparison problems ⋮ Encounters with Martingales in Statistics and Stochastic Optimization ⋮ Global robust Bayesian analysis in large models ⋮ A Regression Modeling Approach to Structured Shrinkage Estimation ⋮ Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing ⋮ On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising ⋮ Minimax deviation strategies for machine learning and recognition with short learning samples ⋮ A conversation with James Hannan ⋮ Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge ⋮ A guided random walk through some high dimensional problems ⋮ Admissible solutions of k-extended finite state set and sequence compound decision problems ⋮ Robust Bayesian prediction and estimation under a squared log error loss function ⋮ An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data ⋮ Approximate repeated-measures shrinkage ⋮ Herbert Robbins and sequential analysis ⋮ Robbins, empirical Bayes and microarrays ⋮ Compound decision theory and empirical Bayes methods ⋮ Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments ⋮ A simple motivation for James-Stein estimators ⋮ Simultaneous estimation of normal means with side information ⋮ Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension ⋮ Robustness in Bayesian nonparametrics ⋮ In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies ⋮ General empirical Bayes wavelet methods and exactly adaptive minimax estimation ⋮ On the risk performance of extended sequence compound rules for classification between N(–1, 1) and N(1, 1)† ⋮ Approximate models and robust decisions ⋮ Sequence-compound estimation in scale-exponential families and speed of convergence ⋮ Bounds on the empirical Bayes and compound risks of truncated versions of Robbins's estimator of a binomial parameter ⋮ On the Risk Performance of Bays Empirical Bayes Procedures for Classification Between N(-1,l) and N(1,1) ⋮ Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean ⋮ Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\) ⋮ The compound decision problem in the opponent case ⋮ Admissibility Considerations in the Finite State Compound and Empirical Bayes Decision Problems ⋮ Undesirable optimality results in multiple testing? ⋮ An extension of play against the random past strategy. Choosing the right experts on IBM forecasts ⋮ On the empirical Bayes procedure. I ⋮ An easier way to calibrate. ⋮ On empirical Bayes with sequential component ⋮ Exploiting problem structure in optimization under uncertainty via online convex optimization ⋮ Discrete compound decision problem ⋮ Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series ⋮ Bayes, oracle Bayes and empirical Bayes ⋮ Comment: Empirical Bayes interval estimation ⋮ Representation of subjective preferences under ambiguity ⋮ Matrices -- compensating the loss of anschauung ⋮ Identification and Prediction ⋮ Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies ⋮ Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space
This page was built for publication: