Minimax multiple shrinkage estimation
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Publication:1082010
DOI10.1214/AOS/1176349849zbMATH Open0602.62041OpenAlexW1977441755MaRDI QIDQ1082010FDOQ1082010
Authors: Edward I. George 
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349849
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prior informationStein estimatorestimating a multivariate normal mean under squared-error-lossminimax multiple shrinkage Stein estimatorsmultiple shrinkage estimatorssufficient conditions for minimaxity
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- 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
- Estimators for Gaussian models having a block-wise structure
- Exponential weights in multivariate regression and a low-rankness favoring prior
- Group adaptive stein estimation of normal means
- A constructive manifestation of the Kleene-Kreisel continuous functionals
- Spike and slab variable selection: frequentist and Bayesian strategies
- Prior information in regression: to choose or not to choose?
- Compound decision theory and empirical Bayes methods
- Bayesian shrinkage estimation of the relative abundance of mRNA transcripts using SAGE
- Minimax estimators in the normal MANOVA model
- On minimax shrinkage regression estimators
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
- Minimax estimation in multi-task regression under low-rank structures
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
- Shrinkage estimation in multilevel normal models
- Minimax estimation of common coefficients of several regression models under quadratic loss
- Estimation of clustered parameters
- A formal bayes multiple shrinkage estimator
- Minimum message length shrinkage estimation
- Multiple shrinkage estimators in multiple linear regression
- Shrinkage estimates based on orthogonal decomposition of the sample space
- From minimax shrinkage estimation to minimax shrinkage prediction
- Constrained hierarchical Bayesian model for latent subgroups in basket trials with two classifiers
- Estimation of selected parameters
- 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
- Title not available (Why is that?)
- Estimation of the MSE matrix of the stein estimator
- Combining Minimax Shrinkage Estimators
- Multiple-shrinkage estimators of means in exponential families
- A class of multiple shrinkage estimators
- 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
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- Bayesian Semiparametric Multiple Shrinkage
- Shrunken p‐Values for Assessing Differential Expression with Applications to Genomic Data Analysis
- On combining Stein estimation problems: An adaptive rule under classical criteria
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