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

DOI10.1007/BF00773413MaRDI QIDQ1895437zbMATH OpenFDO

Authors Shunpu Zhang, Laisheng Wei

Publication date 12 November 1995

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

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)

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• Asymptotically optimal empirical Bayes estimation for parameter of one- dimensional discrete exponential families
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation in a multiple linear regression model
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Empirical Bayes test of regression coefficient 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
• The asymptotically optimal empirical Bayes estimation in multiple linear regression model

Cited in

(14)

• Convergence of regression-adjusted approximate Bayesian computation
• The superiority of empirical Bayes estimator of parameters in linear model
• On empirical Bayes estimation of variance components in random effects model
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• Superiority of empirical Bayes estimation of error variance in linear model
• scientific article; zbMATH DE number 1542880 (Why is no real title available?)
• Empirical Bayes estimation in a multiple linear regression model
• Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
• The asymptotically optimal empirical Bayes estimation in multiple linear regression model
• The superiorities of empirical Bayes estimation of variance components in random effects 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

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