Estimation of selected parameters

DOI10.1016/J.CSDA.2016.11.001MaRDI QIDQ1658433zbMATH OpenOpenAlexFDO

Authors Jia-Chiun Pan, Yufen Huang, J. T. Gene Hwang

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2016.11.001

zbMATH Keywords

selection biasempirical Bayes approachEfron-Tweedie estimatorestimation of selected parametersLindley-James-Stein estimationmultiple-shrinkage Stein type estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 579141 (Why is no real title available?)
• A geometric approach to density estimation with additive noise
• A measure of post variable selection error in multiple linear regression, and its estimation
• A new look at the statistical model identification
• An empirical Bayes mixture method for effect size and false discovery rate estimation
• Combining Minimax Shrinkage Estimators
• Double shrinkage empirical Bayesian estimation for unknown and unequal variances
• Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data
• Empirical Bayes false coverage rate controlling confidence intervals
• Estimating the dimension of a model
• Estimation and accuracy after model selection
• Minimax multiple shrinkage estimation
• On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
• Tweedie’s Formula and Selection Bias
• Valid post-selection inference

Cited in

(6)

• Equivariant estimation following selection from two normal populations having common unknown variance
• Parameter selection in modified histogram estimates
• Estimation of regression coefficient of a selected population
• Estimation of the parameters of a selected multivariate population
• Parametric inference of the process capability index for exponentiated exponential distribution
• Measuring the unidentified parameter of the extended Roy model of selectivity

Describes a project that uses

Uses Software

• Affycomp III
• nlpden
• gcrma
• mixfdr

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