Estimation of the mean of a multivariate normal distribution

Point estimation (62F10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20)

Cited In (only showing first 100 items - show all)

Least angle regression. (With discussion)
Sequential shrinkage estimation in the general linear model
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
Sparse estimation via nonconcave penalized likelihood in factor analysis model
A Regression Modeling Approach to Structured Shrinkage Estimation
Penalising model component complexity: a principled, practical approach to constructing priors
Kernel methods in system identification, machine learning and function estimation: a survey
Model averaging, asymptotic risk, and regressor groups
On the degrees of freedom in shape-restricted regression.
Shrinkage and modification techniques in estimation of variance and the related problems: A review
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
Conditional and unconditional methods for selecting variables in linear mixed models
Risk hull method and regularization by projections of ill-posed inverse problems
The Stein effect for Fréchet means
On the degrees of freedom of mixed matrix regression
SURE Estimates for a Heteroscedastic Hierarchical Model
Optimal investment with noise trading risk
SURE-type functionals as criteria for parametric PSF estimation
Local behavior of sparse analysis regularization: applications to risk estimation
Comparing and selecting spatial predictors using local criteria
An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
Iterative constrained minimization for vectorial TV image deblurring
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
The geometry of least squares in the 21st century
On the degrees of freedom in shrinkage estimation
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Estimators for the Drift of Subfractional Brownian Motion
Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
Data enriched linear regression
SLOPE is adaptive to unknown sparsity and asymptotically minimax
Confidence sets for split points in decision trees
Adaptive shrinkage of singular values
Tuning parameter selection in sparse regression modeling
Efficient shrinkage in parametric models
Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
Minimax risk of matrix denoising by singular value thresholding
On the ``degrees of freedom of the lasso
Stein block thresholding for image denoising
Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
Stein estimation of the intensity of a spatial homogeneous Poisson point process
Consistency of risk estimation with thresholding of wavelet coefficients
General empirical Bayes wavelet methods and exactly adaptive minimax estimation
Selection criteria for scatterplot smoothers
AIC for the Lasso in generalized linear models
Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach
Stein estimation of Poisson process intensities
A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
A data-driven block thresholding approach to wavelet estimation
On Bayes and unbiased estimators of loss
Stein's method in high dimensional classification and applications
Superefficient drift estimation on the Wiener space
Linear shrinkage estimation of large covariance matrices using factor models
On a dimension reduction regression with covariate adjustment
Stein estimation for the drift of Gaussian processes using the Malliavin calculus
Efficient regularized isotonic regression with application to gene-gene interaction search
Classifier design given an uncertainty class of feature distributions via regularized maximum likelihood and the incorporation of biological pathway knowledge in steady-state phenotype classification
Nonparametric inference for the cosmic microwave background
Variable selection in a class of single-index models
Nearly unbiased variable selection under minimax concave penalty
A lasso for hierarchical interactions
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
Improved minimax predictive densities under Kullback-Leibler loss
Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
Data-driven thresholding in denoising with spectral graph wavelet transform
Risk bounds in isotonic regression
In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
On the pitman estimator op ordered normal means
Influence functions for dimension reduction methods: an example influence study of principal Hessian direction analysis
On estimation with balanced loss functions
The solution path of the generalized lasso
Degrees of freedom in lasso problems
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
Iterative application of dimension reduction methods
Matrix completion with nonconvex regularization: spectral operators and scalable algorithms
Simultaneous estimation of parameters in exponential families
On improved shrinkage estimators for concave loss
PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
A distribution-based Lasso for a general single-index model
Minimax estimation with thresholding and its application to wavelet analysis
Modulation of estimators and confidence sets.
On the construction of Bayes minimax estimators
Local extremes, runs, strings and multiresolution. (With discussion)
Confidence sets for nonparametric wavelet regression
Siegel's formula via Stein's identities
Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
Adaptive wavelet estimation: A block thresholding and oracle inequality approach
Shrinkage estimation towards a closed convex set with a smooth boundary
Penalized quantile regression for dynamic panel data
Improved confidence sets for the mean of a multivariate normal distribution
Improved model selection method for a regression function with dependent noise
A study on tuning parameter selection for the high-dimensional lasso
On predictive density estimation for location families under integrated squared error loss
Minimax and adaptive inference in nonparametric function estimation
The projected GSURE for automatic parameter tuning in iterative shrinkage methods
Nonparametric Regression with Sample Design Following a Random Process
Fast linearized alternating direction minimization algorithm with adaptive parameter selection for multiplicative noise removal
Spatial adaptive Bayesian wavelet threshold exploiting scale and space consistency
Estimated confidence procedures for multivariate normal means
Estimators with nondecreasing risk: Application of a chi-squared identity

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