Pages that link to "Item:Q4962437"
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The following pages link to Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (Q4962437):
Displaying 20 items.
- Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
- Satisficing credibility for heterogeneous risks (Q2076853) (← links)
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data (Q2161181) (← links)
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means (Q2188477) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
- A paradoxical argument about domination (Q2297102) (← links)
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series (Q2325380) (← links)
- Comment: Empirical Bayes, compound decisions and exchangeability (Q2325631) (← links)
- (Q4717482) (← links)
- Adaptive Sparse Estimation With Side Information (Q5146052) (← links)
- Simultaneous estimation of normal means with side information (Q5155201) (← links)
- (Q5159467) (← links)
- An Empirical Bayes Method for Chi-Squared Data (Q5881088) (← links)
- Confidence Intervals for Nonparametric Empirical Bayes Analysis (Q5881118) (← links)
- Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing (Q5885127) (← links)
- A Regression Modeling Approach to Structured Shrinkage Estimation (Q6110692) (← links)
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences (Q6117926) (← links)
- Approximate Bayesian estimator for the parameter vector in linear models with multivariate <i>t</i> distribution errors (Q6541099) (← links)
- Inference on a distribution from noisy draws (Q6542438) (← links)
