An optimal shrinkage factor in prediction of ordered random effects

DOI10.5705/SS.202014.0034zbMath1356.62010OpenAlexW2519522537MaRDI QIDQ2828624

Anindya Roy, Yaakov Malinovsky, Nilabja Guha, Gauri Sankar Datta

Publication date: 26 October 2016

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b5aa603167e7daf7d11a1a83b627d1be164a4ed9

zbMATH Keywords

order statisticsshrinkagelinear predictorempirical Bayes predictor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Order statistics; empirical distribution functions (62G30) Empirical decision procedures; empirical Bayes procedures (62C12)

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