The following pages link to (Q5807247):
Displaying 50 items.
- A nonparametric empirical Bayes approach to adaptive minimax estimation (Q391864) (← links)
- Robustness in Bayesian nonparametrics (Q511644) (← links)
- Robust Bayesian prediction and estimation under a squared log error loss function (Q643249) (← links)
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension (Q679574) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing (Q897846) (← links)
- A conversation with James Hannan (Q903320) (← links)
- On combining Stein estimation problems: An adaptive rule under classical criteria (Q1080580) (← links)
- Empirical Bayes stock market portfolios (Q1083349) (← links)
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location (Q1086937) (← links)
- An objective use of Bayesian models (Q1140373) (← links)
- Admissible solutions of k-extended finite state set and sequence compound decision problems (Q1155936) (← links)
- A simple motivation for James-Stein estimators (Q1181127) (← links)
- Sequence-compound estimation in scale-exponential families and speed of convergence (Q1250661) (← links)
- Bounds on the empirical Bayes and compound risks of truncated versions of Robbins's estimator of a binomial parameter (Q1253068) (← links)
- Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space (Q1323144) (← links)
- A constrained risk inequality with applications to nonparametric functional estimation (Q1354455) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- Robbins, empirical Bayes and microarrays (Q1429308) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Approximate models and robust decisions (Q1790356) (← links)
- Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\) (Q1807065) (← links)
- An easier way to calibrate. (Q1818288) (← links)
- On empirical Bayes with sequential component (Q1823573) (← links)
- Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases (Q1892112) (← links)
- Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments (Q1922403) (← links)
- Matrices -- compensating the loss of anschauung (Q2101899) (← links)
- Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies (Q2106786) (← links)
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data (Q2161181) (← links)
- Detection of two-way outliers in multivariate data and application to cheating detection in educational tests (Q2170425) (← links)
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means (Q2188477) (← links)
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
- Exploiting problem structure in optimization under uncertainty via online convex optimization (Q2316616) (← links)
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series (Q2325380) (← links)
- Bayes, oracle Bayes and empirical Bayes (Q2325626) (← links)
- Comment: Empirical Bayes interval estimation (Q2325630) (← links)
- General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means (Q2388977) (← links)
- A guided random walk through some high dimensional problems (Q2431011) (← links)
- An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data (Q2441858) (← links)
- Approximate repeated-measures shrinkage (Q2445823) (← links)
- Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments (Q2455694) (← links)
- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies (Q2482971) (← links)
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean (Q2523673) (← links)
- The compound decision problem in the opponent case (Q2525899) (← links)
- On the empirical Bayes procedure. I (Q2532756) (← links)
- Discrete compound decision problem (Q2559221) (← links)
- Representation of subjective preferences under ambiguity (Q2581770) (← links)
- Minimax deviation strategies for machine learning and recognition with short learning samples (Q2686645) (← links)
