Minimax multiple shrinkage estimation
From MaRDI portal
Recommendations
Cited in
(53)- On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
- Sharp oracle inequalities for aggregation of affine estimators
- A comparison of stein-like procedures for estimating linear regression models with multicollinear data
- Model averaging, asymptotic risk, and regressor groups
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
- Exponential screening and optimal rates of sparse estimation
- A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators
- General maximum likelihood empirical Bayes estimation of normal means
- Integral inequality for minimaxity in the Stein problem
- Exponential weights in multivariate regression and a low-rankness favoring prior
- Estimators for Gaussian models having a block-wise structure
- A constructive manifestation of the Kleene-Kreisel continuous functionals
- Group adaptive stein estimation of normal means
- Spike and slab variable selection: frequentist and Bayesian strategies
- Compound decision theory and empirical Bayes methods
- Prior information in regression: to choose or not to choose?
- Bayesian shrinkage estimation of the relative abundance of mRNA transcripts using SAGE
- Minimax estimators in the normal MANOVA model
- On minimax shrinkage regression estimators
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
- Minimax estimation in multi-task regression under low-rank structures
- Shrinkage estimation in multilevel normal models
- Minimax estimation of common coefficients of several regression models under quadratic loss
- Estimation of clustered parameters
- Minimum message length shrinkage estimation
- A formal bayes multiple shrinkage estimator
- Multiple shrinkage estimators in multiple linear regression
- Shrinkage estimates based on orthogonal decomposition of the sample space
- Estimation of selected parameters
- From minimax shrinkage estimation to minimax shrinkage prediction
- Constrained hierarchical Bayesian model for latent subgroups in basket trials with two classifiers
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
- Model averaging: a shrinkage perspective
- Simultaneous estimation of means of classified normal observations
- Dynamic variable selection with spike-and-slab process priors
- Improved minimax predictive densities under Kullback-Leibler loss
- Empirical Bayes predictive densities for high-dimensional normal models
- A minimum average risk approach to shrinkage estimators of the normal mean
- Estimation of the variance and its applications
- scientific article; zbMATH DE number 3942787 (Why is no real title available?)
- Estimation of the MSE matrix of the stein estimator
- Combining Minimax Shrinkage Estimators
- A class of multiple shrinkage estimators
- Multiple-shrinkage estimators of means in exponential families
- PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
- Minimax estimation with thresholding and its application to wavelet analysis
- On the construction of Bayes minimax estimators
- CLEAR: covariant least-square refitting with applications to image restoration
- Bayesian Semiparametric Multiple Shrinkage
- scientific article; zbMATH DE number 7387534 (Why is no real title available?)
- On combining Stein estimation problems: An adaptive rule under classical criteria
- Shrunken p‐Values for Assessing Differential Expression with Applications to Genomic Data Analysis
This page was built for publication: Minimax multiple shrinkage estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1082010)