Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators

DOI10.1016/J.SPL.2014.06.005zbMath1400.62116OpenAlexW2090053755MaRDI QIDQ395951

Junyong Park

Publication date: 8 August 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.005

zbMATH Keywords

empirical Bayesshrinkagesparsityconditional maximum likelihood estimatemean vectorStein's risk unbiased estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation ⋮ False Discovery Rate Based on Extreme Values in High Dimension

Uses Software

• EbayesThresh
• EBayesThresh

Cites Work

• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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