Tweedie’s Formula and Selection Bias
From MaRDI portal
Publication:3225821
DOI10.1198/jasa.2011.tm11181zbMath1234.62007OpenAlexW2015810892WikidataQ42548682 ScholiaQ42548682MaRDI QIDQ3225821
Publication date: 22 March 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3325056
Related Items
Irrational Exuberance: Correcting Bias in Probability Estimates, Confidence Intervals for Nonparametric Empirical Bayes Analysis, Empirical Bayes estimators in hierarchical models with mixture priors, Estimating structural equation models using James-Stein type shrinkage estimators, Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing, On a Problem of Robbins, Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem, A deconvolution path for mixtures, The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function, Estimation of selected parameters, The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method, Efficient empirical Bayes estimates for risk parameters of Pareto distributions, TESTING FOR HOMOGENEITY IN MIXTURE MODELS, A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family, Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data, Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie, On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means, Confidence intervals for the means of the selected populations, Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data, Image Denoising: The Deep Learning Revolution and Beyond—A Survey Paper, The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function, Using reference models in variable selection, The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function, Empirical Bayes on a shoestring and other applications, Cauchy noise removal via convergent plug-and-play framework with outliers detection, Larry Brown's work on admissibility, On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising, Empirical Bayes and selective inference, Inference on the best policies with many covariates, An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices, On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent, SLOPE-adaptive variable selection via convex optimization, SURE-tuned bridge regression, An Empirical Bayes Method for Chi-Squared Data, Prediction, Estimation, and Attribution, Adaptive Sparse Estimation With Side Information, A 250-year argument: Belief, behavior, and the bootstrap, SURE estimates for high dimensional classification, Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules, Rank Conditional Coverage and Confidence Intervals in High-Dimensional Problems, Estimation in linear regression with Laplace measurement error using Tweedie-type formula, Bayes, oracle Bayes and empirical Bayes, Comment: Variational autoencoders as empirical Bayes, Rejoinder: ``Bayes, oracle Bayes, and empirical Bayes, A Unifying Tutorial on Approximate Message Passing, Prediction, Estimation, and Attribution, Statistical inference in EV linear model, Two modeling strategies for empirical Bayes estimation
