Confidence Intervals for Nonparametric Empirical Bayes Analysis
From MaRDI portal
Publication:5881118
DOI10.1080/01621459.2021.2008403zbMath1506.62223arXiv1902.02774OpenAlexW3216924105MaRDI QIDQ5881118
Nikolaos Ignatiadis, Stefan Wager
Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.02774
Nonparametric tolerance and confidence regions (62G15) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (3)
Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” ⋮ A Regression Modeling Approach to Structured Shrinkage Estimation ⋮ Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two modeling strategies for empirical Bayes estimation
- Minimax bounds for estimation of normal mixtures
- Adaptive estimation of linear functionals in the convolution model and applications
- On deconvolution of distribution functions
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Asymptotic efficiency of estimators of functionals of mixed distributions
- Minimax estimation of linear functionals in the convolution model
- One-sided inference about functionals of a density
- On adaptive estimation
- Geometrizing rates of convergence. III
- A note on the usefulness of superkernels in density estimation
- An interval estimate for making statistical inferences about true scores
- Maximum likelihood estimation of a compound Poisson process
- Bootstrap methods: another look at the jackknife
- Statistical estimation and optimal recovery
- A note on nonparametric estimation of linear functionals.
- Finite sample nonparametric inference and large sample efficiency.
- Bias-variance tradeoffs in functional estimation problems
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Augmented minimax linear estimation
- Adaptive sign error control
- Bayes, oracle Bayes and empirical Bayes
- General maximum likelihood empirical Bayes estimation of normal means
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Minimax theory of estimation of linear functionals of the deconvolution density with or without sparsity
- Adaptive nonparametric confidence sets
- Estimating true-score distrubutions in psychological testing (an empirical Bayes estimation problem)
- A course in credibility theory and its applications
- Empirical Bayes deconvolution estimates
- Julia: A Fresh Approach to Numerical Computing
- Tweedie’s Formula and Selection Bias
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Empirical Bayes Confidence Intervals Based on Bootstrap Samples
- An empirical Bayes estimation problem
- A Smooth Nonparametric Estimate of a Mixing Distribution Using Mixtures of Gaussians
- Deconvolution of a Distribution Function
- Empirical Bayes Analysis of a Microarray Experiment
- Application of non-parametric empirical Bayes to treatment of non-response
- Confidence intervals of the premiums of optimal bonus malus systems
- Optimal Inference in a Class of Regression Models
- Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
- Generalized Optimal Matching Methods for Causal Inference
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- Universal inference
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- The Poisson Compound Decision Problem Revisited
- Programming with linear fractional functionals
- Asymptotically Most Powerful Rank-Order Tests
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- Confidence Intervals for Partially Identified Parameters
- Construction of Sequences Estimating the Mixing Distribution
- JuMP: A Modeling Language for Mathematical Optimization
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Observational studies.
This page was built for publication: Confidence Intervals for Nonparametric Empirical Bayes Analysis