Empirical Bayes predictive densities for high-dimensional normal models
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Publication:634558
DOI10.1016/J.JMVA.2011.05.008zbMath1219.62011OpenAlexW1970777966MaRDI QIDQ634558
Publication date: 16 August 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.008
Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (6)
On minimax optimality of sparse Bayes predictive density estimates ⋮ From minimax shrinkage estimation to minimax shrinkage prediction ⋮ Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences ⋮ Empirical Bayes inference for the parameter of power distribution based on ranked set sampling ⋮ Minimax predictive density for sparse count data ⋮ Exact minimax estimation of the predictive density in sparse Gaussian models
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Cites Work
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