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scientific article; zbMATH DE number 7415123

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7415123

Statements

scholarly article

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Trambak Banerjee

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Gourab Mukherjee

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publication date

27 October 2021

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full work available at URL

https://jmlr.csail.mit.edu/papers/v22/21-0006.html

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zbMATH Keywords

shrinkage predictors

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asymptotic optimality

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spiked covariance

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non-exchangeable priors

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aggregated predictors

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asymmetric loss

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generalized absolute loss

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linex loss

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MaRDI profile type

MaRDI publication profile

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Eigenvalues of large sample covariance matrices of spiked population models

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The Big Data Newsvendor: Practical Insights from Machine Learning

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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On the principal components of sample covariance matrices

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Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

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Empirical Bayes estimates for a two-way cross-classified model

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Sparse PCA: optimal rates and adaptive estimation

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High-dimensional classification via nonparametric empirical Bayes and maximum likelihood inference

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Computer Age Statistical Inference

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High dimensional covariance matrix estimation using a factor model

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Large Covariance Estimation by Thresholding Principal Orthogonal Complements

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Robust covariance estimation for approximate factor models

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PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION

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Improved minimax predictive densities under Kullback-Leibler loss

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Asymptotic efficiency of simple decisions for the compound decision problem

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Statistical challenges of high-dimensional data

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Computation of the maximum likelihood estimator in low-rank factor analysis

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Regression Quantiles

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Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules

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Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different

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Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models

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Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory

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Sparse principal component analysis and iterative thresholding

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Asymptotics of the principal components estimator of large factor models with weakly influential factors

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Bi-cross-validation for factor analysis

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ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL

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On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis

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Properties of optimal forecasts under asymmetric loss and nonlinearity

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Random matrix theory in statistics: a review

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Large-Scale Multiple Testing under Dependence

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Improved minimax estimation of a multivariate normal mean under heteroscedasticity

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Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

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SURE Estimates for a Heteroscedastic Hierarchical Model

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Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance

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Information criteria for prediction when distributions of data and target variables are different

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Bayesian Estimation and Prediction Using Asymmetric Loss Functions

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Compound decision theory and empirical Bayes methods

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5159467

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