The convergence rates of empirical Bayes estimation in a multiple linear regression model

DOI10.1007/BF00773413zbMath0824.62006MaRDI QIDQ1895437

Shunpu Zhang, Lai-Sheng Wei

Publication date: 12 November 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence rateskernel estimationmultiple linear regressionpartial derivativesempirical Bayes estimation

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

On empirical Bayes estimation of variance components in random effects model ⋮ Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution ⋮ On empirical Bayes estimation of multivariate regression coefficient ⋮ Superiority of empirical Bayes estimation of error variance in linear model ⋮ The superiority of empirical Bayes estimator of parameters in linear model ⋮ The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical Bayes test of regression coefficient in a multiple linear regression model
• Asymptotically optimal empirical Bayes estimation for parameter of one- dimensional discrete exponential families
• Empirical Bayes estimation in a multiple linear regression model
• Empirical Bayes with rates and best rates of convergence in \(u(x)C(\Theta)exp(-x/{\Theta})\)-family: estimation case
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• The asymptotically optimal empirical Bayes estimation in multiple linear regression model