Cited in
(41)- Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Wavelet methods in statistics with R
- Cross-validated wavelet block thresholding for non-Gaussian errors
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
- DDHFm
- CVThresh
- SpherWave
- Empirical Bayes selection of wavelet thresholds
- Rmosek
- wavethresh
- Adlift
- nlt
- Waveslim
- EBayesThresh
- WaveD
- unbalhaar
- adlift
- deconvolveR
- ThreshLab
- REBayes
- icmm
- horseshoe
- locfdr
- rwt
- ashr
- mixsqp
- smashr
- ebnm
- binhf
- CVThresh
- POCRE
- scientific article; zbMATH DE number 7370610 (Why is no real title available?)
- scientific article; zbMATH DE number 7370637 (Why is no real title available?)
- DMRcaller
- GSD
- Selecting massive variables using an iterated conditional modes/medians algorithm
- Some optimality properties of FDR controlling rules under sparsity
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- Data-driven wavelet-Fisz methodology for nonparametric function estimation
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
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