Minimax ℓ q risk in ℓ p balls

DOI10.1214/11-IMSCOLL806zbMath1326.62156MaRDI QIDQ5499703

Cun-Hui Zhang

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

zbMATH Keywords

empirical Bayes; random effects; semiparametric estimation; regression; nonparametric estimation; compound decision rules

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62G05: Nonparametric estimation