On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
DOI10.1214/20-EJS1717zbMATH Open1442.62068WikidataQ107392654 ScholiaQ107392654MaRDI QIDQ2188477FDOQ2188477
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
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Cites Work
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- Two modeling strategies for empirical Bayes estimation
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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
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- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
Cited In (6)
- General maximum likelihood empirical Bayes estimation of normal means
- A nonparametric empirical Bayes approach to adaptive minimax estimation
- On regularized general 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
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