Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis
From MaRDI portal
Publication:5307687
DOI10.1198/016214506000001266zbMath1284.62449OpenAlexW2066229402MaRDI QIDQ5307687
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000001266
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items
A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions, Inconsistency transmission and variance reduction in two-stage quantile regression, Nonparametric estimation of genewise variance for microarray data, James-Stein type estimators of variances, Regularized t$$ t $$ distribution: definition, properties, and applications, Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data, Estimating the proportion of true null hypotheses using the pattern of observedp-values, Robust semiparametric optimal testing procedure for multiple normal means, Applying shrinkage variance estimators to the TOST test in high dimensional settings, Empirical Bayes Confidence Intervals Shrinking Both Means and Variances, Joint adaptive mean-variance regularization and variance stabilization of high dimensional data, A shrinkage approach to joint estimation of multiple covariance matrices, Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification, Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data
Uses Software
