A Gaussian compound decision bakeoff

DOI10.1002/STA4.38MaRDI QIDQ6537772zbMATH OpenFDO

Authors Roger Koenker

Publication date 14 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.38

zbMATH Keywords

high dimensional dataregularizationstatistical computing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• General maximum likelihood empirical Bayes estimation of normal means
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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