Double shrinkage empirical Bayesian estimation for unknown and unequal variances

DOI10.4310/SII.2010.V3.N4.A11zbMATH Open1245.62005MaRDI QIDQ440280FDOQ440280

Authors: Zhigen Zhao 

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

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Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

Cited In (4)

• Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data
• Analysis of longitudinal adherence data: hitting the target with consistency
• Estimation of selected parameters
• Local false discovery rate based methods for multiple testing of one-way classified hypotheses

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