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Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean - MaRDI portal

Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (Q4962437)

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scientific article; zbMATH DE number 6971451
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English
Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
scientific article; zbMATH DE number 6971451

    Statements

    title
    Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (English)
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    author
    Asaf Weinstein
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    Zhuang Ma
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    Cun-Hui Zhang
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    Lawrence D. Brown
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    publication date
    2 November 2018
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    zbMATH Keywords
    asymptotic optimality
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    compound decision
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    empirical Bayes
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    heteroscedasticity
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    shrinkage estimator
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62C12
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    62F10
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    62H12
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    62J07
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    62J10
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    zbMATH DE Number
    6971451
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    OpenAlex ID
    W779680562
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    arXiv ID
    1503.08503
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