Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case

DOI10.2307/2284711zbMath0231.62013OpenAlexW4232299673MaRDI QIDQ5639150

Publication date: 1972

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2284711

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Combining estimators to improve structural model estimation and inference under quadratic loss, What are the Most Important Statistical Ideas of the Past 50 Years?, Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal, Bayesian nonparametric location-scale-shape mixtures, Component risk in multiparameter estimation, Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression, Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision, An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models, An Interview with Bradley Efron, Protection against outliers in empirical bayes estimation, The development of Bayesian statistics, A conversation with James Hannan, Adaptive and robust multi-task learning, Empirical Bayes predictive densities for high-dimensional normal models, Empirical Bayes scaling of Gaussian priors in the white noise model, Exact and efficient inference for partial Bayes problems, Compound decision theory and empirical Bayes methods, A property of Stein's estimator for the mean of a multivariate normal distribution, Unnamed Item, The philosophical significance of Stein's paradox, Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge), Compromise designs in heteroscedastic linear models, Small area estimation with spatial similarity, An empirical Bayes procedure for the selection of Gaussian graphical models, Bayes and empirical Bayes methods for reduced rank regression models in matched case‐control studies, Biased versus unbiased estimation, Multivariate limited translation empirical Bayes estimators, Mean squared error of James-Stein estimators for measurement error models, Random cascades on wavelet trees and their use in analyzing and modeling natural images, New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks, On the Value of Imprecise Prior Information, A new class of minimax generalized Bayes estimators of a normal variance, Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators, Improved estimation under collinearity and squared error loss, Statistical significance of the Netflix challenge, Estimating true score in the compound binomial error model, Empirical Bayes methods in classical and Bayesian inference, Multivariate estimation of Poisson parameters, Multivariate limited translation hierarchical Bayes estimators, A formal bayes multiple shrinkage estimator, The extended Stein procedure for simultaneous model selection and parameter estimation, Improved prediction in the presence of multicollinearity, Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution, Bayes, oracle Bayes and empirical Bayes, Some criteria for the estimation of evoked potentials, The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators., Estimation of clustered parameters, Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors, Trimmed estimates in simultaneous estimation of parameters in exponential families, Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement error, Shrinkage estimates based on orthogonal decomposition of the sample space, Bayesian input in Stein estimation and a new minimax empirical Bayes estimator, Shrinkage and modification techniques in estimation of variance and the related problems: A review, Empirical Bayes estimation in a multiple linear regression model