A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family
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Publication:4998968
zbMath1497.62066arXiv1910.08997MaRDI QIDQ4998968
Wengunag Sun, Gourab Mukherjee, Trambak Banerjee, Qiang Liu
Publication date: 9 July 2021
Full work available at URL: https://arxiv.org/abs/1910.08997
empirical Bayesshrinkage estimationasymptotic optimalitypower series distributionsStein's discrepancy
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Computational aspects of data analysis and big data (68T09)
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