James-Stein type estimators of variances
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Publication:413774
DOI10.1016/J.JMVA.2012.01.019zbMATH Open1236.62057OpenAlexW2010126779MaRDI QIDQ413774FDOQ413774
Yuedong Wang, Tiejun Tong, Homin Jang
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
Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)
Cites Work
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- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
- Linear Models and Empirical Bayes Methods for Assessing Differential Expression in Microarray Experiments
- Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data
- Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis
- Improved statistical tests for differential gene expression by shrinking variance components estimates
Cited In (6)
- James-Stein estimators for time series regression models
- A shrinkage approach to joint estimation of multiple covariance matrices
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix
- A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions
- Asymptotic mean squared error of constrained James-Stein estimators
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
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