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

DOI10.1007/BF00773413zbMATH Open0824.62006MaRDI QIDQ1895437FDOQ1895437

Authors: Shunpu Zhang, Laisheng Wei 

Publication date: 12 November 1995

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

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zbMATH Keywords

kernel estimationmultiple linear regressionpartial derivativesconvergence ratesempirical Bayes estimation

Mathematics Subject Classification ID

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

Cites Work

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• 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
• Empirical Bayes with rates and best rates of convergence in \(u(x)C(\Theta)exp(-x/{\Theta})\)-family: estimation case
• Empirical Bayes estimation in a multiple linear regression model
• 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
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• The asymptotically optimal empirical Bayes estimation in multiple linear regression model
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Cited In (14)

• The superiority of empirical Bayes estimator of parameters in linear model
• Title not available (Why is that?)
• Title not available (Why is that?)
• On empirical Bayes estimation of variance components in random effects model
• Superiority of empirical Bayes estimation of error variance in linear model
• Title not available (Why is that?)
• Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
• Empirical Bayes estimation in a multiple linear regression model
• The superiorities of empirical Bayes estimation of variance components in random effects model
• The asymptotically optimal empirical Bayes estimation in multiple linear regression model
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
• Rates of risk convergence of empirical linear Bayes estimators
• On empirical Bayes estimation of multivariate regression coefficient
• Convergence of regression-adjusted approximate Bayesian computation

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