Double shrinkage empirical Bayesian estimation for unknown and unequal variances

DOI10.4310/SII.2010.V3.N4.A11MaRDI QIDQ440280zbMATH OpenFDO

Authors Zhigen Zhao

Publication date 18 August 2012

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

Mathematics Subject Classification ID

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

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Cited in

(5)

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

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