Steinized Empirical Bayes Estimation for Heteroscedastic Data

DOI10.5705/SS.202014.0069zbMath1356.62011OpenAlexW2461429657MaRDI QIDQ5739477

Zhiqiang Tan

Publication date: 15 July 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bc2ec0123358211897c9a1d7f90342508ce4e223

zbMATH Keywords

empirical BayesBayes estimationminimax estimationsmall-area estimationFay-Herriot modelStein's unbiased risk estimatesubspace shrinkageunequal variance

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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