James-Stein type estimators of variances

DOI10.1016/j.jmva.2012.01.019zbMath1236.62057OpenAlexW2010126779MaRDI QIDQ413774

Yuedong Wang, Homin Jang, Tie Jun Tong

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.019

zbMATH Keywords

shrinkage estimationinadmissibilityshrinkage parametersquared loss functionStein loss function

Mathematics Subject Classification ID

Related Items (2)

A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions ⋮ A shrinkage approach to joint estimation of multiple covariance matrices

Uses Software

• SAM
• corpor

Cites Work

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• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Linear Models and Empirical Bayes Methods for Assessing Differential Expression in Microarray Experiments
• Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis
• Improved statistical tests for differential gene expression by shrinking variance components estimates
• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data

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