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

DOI10.1214/20-EJS1717zbMATH Open1442.62068WikidataQ107392654 ScholiaQ107392654MaRDI QIDQ2188477FDOQ2188477

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)

Cites Work

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• Tweedie’s Formula and Selection Bias
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• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• SURE Estimates for a Heteroscedastic Hierarchical Model
• Some thoughts on empirical Bayes estimation
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

Cited In (4)

• General maximum likelihood empirical Bayes estimation of normal means
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
• High-dimensional linear discriminant analysis using nonparametric methods
• Invidious comparisons: ranking and selection as compound decisions

Uses Software

• REBayes

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