Estimating the mean of high valued observations in high dimensions
DOI10.1080/15598608.2008.10411884zbMATH Open1211.62015OpenAlexW2118980119MaRDI QIDQ715780FDOQ715780
Authors: Alicia A. Johnson, F. Jay Breidt, Jean D. Opsomer 
Publication date: 18 April 2011
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2008.10411884
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Cites Work
- A Generalization of Sampling Without Replacement From a Finite Universe
- Local polynomial regresssion estimators in survey sampling.
- Design-adaptive Nonparametric Regression
- On estimating distribution functions and quantiles from survey data using auxiliary information
- Estimating distribution functions from survey data
- Properties of estimators of the finite population distribution function
- Estimators of the finite population distribution function using nonparametric regression
- Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
- Estimation of distribution functions and medians under sampling with unequal probabilities
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
Cited In (6)
- Comment: Empirical Bayes, compound decisions and exchangeability
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Estimation of the number of spikes, possibly equal, in the high-dimensional case
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Estimating and testing conditional sums of means in high dimensional multivariate binary data
- HIGH DIMENSIONAL ESTIMATION VIA SUM-OF-SQUARES PROOFS
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