Machine learning and the James-Stein estimator

DOI10.1007/S42081-023-00209-YMaRDI QIDQ6578494zbMATH OpenFDO

Authors Bradley Efron

Publication date 25 July 2024

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S42081-023-00209-Y

zbMATH Keywords

Benjamini-Hochberg algorithmempirical BayesshrinkageTweedie's formula

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Empirical Bayes deconvolution estimates
• Estimation with quadratic loss.
• Exponential Families in Theory and Practice
• scientific article; zbMATH DE number 3124366 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Tweedie’s Formula and Selection Bias

Cited in

(5)

• Generalized estimation and information
• Minimaxity under the half-Cauchy prior
• Statistical inference with non-normalized models: score matching and noise contrastive estimation
• Pretest estimator for individual normal means with meta-analytic data
• Wavelet-based nonparametric estimation of self-similar fractals

This page was built for publication: Machine learning and the James-Stein estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6578494)