On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means

DOI10.1214/20-EJS1717MaRDI QIDQ2188477zbMATH OpenWikidataFDO

Authors Wenhua Jiang

Publication date 11 June 2020

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

Full work available at URL https://projecteuclid.org/euclid.ejs/1591668144

zbMATH Keywords

heteroscedasticityempirical Bayesadaptive minimaxitygeneralized maximum likelihood estimator (MLE)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 3068128 (Why is no real title available?)
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• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• General maximum likelihood empirical Bayes estimation of normal means
• Generalized maximum likelihood estimation of normal mixture densities
• Group-linear empirical Bayes estimates for a heteroscedastic normal mean
• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Mixture models: theory, geometry and applications
• Parametric Empirical Bayes Inference: Theory and Applications
• SURE Estimates for a Heteroscedastic Hierarchical Model
• Some thoughts on empirical Bayes estimation
• Tweedie’s Formula and Selection Bias
• Two modeling strategies for empirical Bayes estimation
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

• High-dimensional linear discriminant analysis using nonparametric methods
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
• On regularized general empirical Bayes estimation of normal means
• Invidious comparisons: ranking and selection as compound decisions
• Group-linear empirical Bayes estimates for a heteroscedastic normal mean
• General maximum likelihood empirical Bayes estimation of normal means
• A nonparametric empirical Bayes approach to adaptive minimax estimation
• Steinized empirical Bayes estimation for heteroscedastic data

Describes a project that uses

Uses Software

• REBayes

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