A Regression Modeling Approach to Structured Shrinkage Estimation
From MaRDI portal
Publication:6110692
DOI10.1080/01621459.2021.1875838zbMath1515.62073OpenAlexW3123757806MaRDI QIDQ6110692
Sihai Dave Zhao, William Biscarri
Publication date: 6 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/dataset/A_regression_modeling_approach_to_structured_shrinkage_estimation/13607710
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonlinear total variation based noise removal algorithms
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Estimation of the mean of a multivariate normal distribution
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution
- Conjugate priors for exponential families
- Compound decision theory and empirical Bayes methods
- The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Shrinkage estimation
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- General maximum likelihood empirical Bayes estimation of normal means
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Bioinformatics and computational biology solutions using R and Bioconductor.
- Minimax and adaptive inference in nonparametric function estimation
- Asymptotic efficiency of simple decisions for the compound decision problem
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Ideal spatial adaptation by wavelet shrinkage
- Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Compound decision in the presence of proxies
- Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean
- Adaptive Sparse Estimation With Side Information
- Simultaneous estimation of normal means with side information
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- The Empirical Bayes Approach to Statistical Decision Problems
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- A Review of Image Denoising Algorithms, with a New One
- Steinized Empirical Bayes Estimation for Heteroscedastic Data
- Confidence Intervals for Nonparametric Empirical Bayes Analysis
This page was built for publication: A Regression Modeling Approach to Structured Shrinkage Estimation
