Steinized empirical Bayes estimation for heteroscedastic data

DOI10.5705/SS.202014.0069MaRDI QIDQ5739477zbMATH OpenOpenAlexFDO

Authors Zhiqiang Tan

Publication date 15 July 2016

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/bc2ec0123358211897c9a1d7f90342508ce4e223

zbMATH Keywords

Bayes estimationempirical BayesFay-Herriot modelminimax estimationsmall-area estimationStein's unbiased risk estimatesubspace shrinkageunequal variance

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(11)

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• Compound decision in the presence of proxies
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• Stein Unbiased GrAdient estimator of the Risk (SUGAR) for Multiple Parameter Selection
• A Regression Modeling Approach to Structured Shrinkage Estimation
• Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
• Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood
• Stein estimator from a polar coordinate perspective

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