Empirical Bayes and selective inference

DOI10.1007/S41745-022-00286-0MaRDI QIDQ6149604zbMATH OpenOpenAlexFDO

Authors Daniel García Rasines, G. Alastair Young

Publication date 5 March 2024

Published in Journal of the Indian Institute of Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s41745-022-00286-0

zbMATH Keywords

shrinkageempirical Bayesselective inferenceJames-Stein estimatornormal means problemrandomisation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3441460 (Why is no real title available?)
• Adjusted Bayesian inference for selected parameters
• Computer age statistical inference. Algorithms, evidence, and data science
• Data Analysis Using Stein's Estimator and its Generalizations
• Essentials of Statistical Inference
• Estimation and accuracy after model selection
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Frequentist accuracy of Bayesian estimates
• Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
• On the length of post-model-selection confidence intervals conditional on polyhedral constraints
• Optimal post-selection inference for sparse signals: a nonparametric empirical Bayes approach
• Principles of Statistical Inference
• Selective inference with a randomized response
• Size, power and false discovery rates
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Tweedie’s Formula and Selection Bias

This page was built for publication: Empirical Bayes and selective inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6149604)