Compound decision theory and empirical Bayes methods

From MaRDI portal
Publication:1429309

DOI10.1214/aos/1051027872zbMath1039.62005OpenAlexW1982676970MaRDI QIDQ1429309

Cun-Hui Zhang

Publication date: 18 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1051027872



Related Items

Nonparametric regression on random fields with random design using wavelet method, On a Problem of Robbins, Integrative genetic risk prediction using non‐parametric empirical Bayes classification, A nonparametric empirical Bayes approach to large-scale multivariate regression, Optimal testing for additivity in multiple nonparametric regression, General maximum likelihood empirical Bayes estimation of normal means, Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means, Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data, Detection of two-way outliers in multivariate data and application to cheating detection in educational tests, The Poisson Compound Decision Problem Revisited, Unnamed Item, A nonparametric empirical Bayes approach to adaptive minimax estimation, Compound Sequential Change-point Detection in Parallel Data Streams, A Compound Decision Approach to Covariance Matrix Estimation, A Regression Modeling Approach to Structured Shrinkage Estimation, Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences, A conversation with James Hannan, A guided random walk through some high dimensional problems, iFusion: Individualized Fusion Learning, Simultaneous estimation of normal means with side information, A Note on Block-Thresholded Wavelet Estimators with Correlated Noise, Stochastic approximation: from statistical origin to big-data, multidisciplinary applications, Meta-Analysis With Fixed, Unknown, Study-Specific Parameters, Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series, Bayes, oracle Bayes and empirical Bayes, Unnamed Item, Computation for latent variable model estimation: a unified stochastic proximal framework


Uses Software


Cites Work