Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
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Publication:2388977
DOI10.1214/08-AOS630zbMath1166.62005arXiv0908.1712OpenAlexW3098774744MaRDI QIDQ2388977
Eitan Greenshtein, Lawrence D. Brown
Publication date: 22 July 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1712
Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Compound decision problems in statistical decision theory (62C25)
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Uses Software
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