Estimating the mean of high valued observations in high dimensions

DOI10.1080/15598608.2008.10411884MaRDI QIDQ715780zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

empirical BayesFDRsparse vector

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Recommendations

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Cites work

• A Generalization of Sampling Without Replacement From a Finite Universe
• Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
• Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
• Design-adaptive Nonparametric Regression
• Estimating distribution functions from survey data
• Estimation of distribution functions and medians under sampling with unequal probabilities
• Estimators of the finite population distribution function using nonparametric regression
• Local polynomial regresssion estimators in survey sampling.
• On estimating distribution functions and quantiles from survey data using auxiliary information
• Properties of estimators of the finite population distribution function

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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