Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies

DOI10.1214/22-EJS2082MaRDI QIDQ2106786zbMATH OpenFDO

Authors Eitan Greenshtein, Yaacov Ritov

Publication date 19 December 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.09296, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Generalized-maximum-likelihood-estimation-of-the-mean-of-parameters-of/10.1214/22-EJS2082.full

zbMATH Keywords

samplingnonparametric empirical Bayesmixing distributionGMLE

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

• No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax
• Generalized maximum likelihood estimation of the mean of parameters of mixtures, with applications to sampling

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