Empirical Bayes predictive densities for high-dimensional normal models
DOI10.1016/J.JMVA.2011.05.008zbMATH Open1219.62011OpenAlexW1970777966MaRDI QIDQ634558FDOQ634558
Authors: Xinyi Xu, Dunke Zhou 
Publication date: 16 August 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.008
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Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20)
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Cited In (9)
- Empirical Bayes inference for the parameter of power distribution based on ranked set sampling
- Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss
- Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
- Exact minimax estimation of the predictive density in sparse Gaussian models
- From minimax shrinkage estimation to minimax shrinkage prediction
- Minimax predictive density for sparse count data
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- Nearly minimax empirical Bayesian prediction of independent Poisson observables
- On minimax optimality of sparse Bayes predictive density estimates
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