Pages that link to "Item:Q2388977"
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The following pages link to Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means (Q2388977):
Displaying 7 items.
- Nonparametric empirical Bayes estimation based on generalized Laguerre series (Q6096163) (← links)
- A Regression Modeling Approach to Structured Shrinkage Estimation (Q6110692) (← links)
- Robust empirical Bayes confidence intervals (Q6536493) (← links)
- High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective (Q6616593) (← links)
- A locally adaptive shrinkage approach to false selection rate control in high-dimensional classification (Q6621322) (← links)
- No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax (Q6649136) (← links)