Estimating the mean of high valued observations in high dimensions

DOI10.1080/15598608.2008.10411884zbMath1211.62015OpenAlexW2118980119MaRDI QIDQ715780

F. Jay Breidt, Jean D. Opsomer, Alicia A. Johnson

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2008.10411884

zbMATH Keywords

empirical BayesFDRsparse vector

Mathematics Subject Classification ID

Related Items (3)

Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation ⋮ Estimating and testing conditional sums of means in high dimensional multivariate binary data ⋮ Comment: Empirical Bayes, compound decisions and exchangeability

Cites Work

• Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
• Estimators of the finite population distribution function using nonparametric regression
• Local polynomial regresssion estimators in survey sampling.
• On estimating distribution functions and quantiles from survey data using auxiliary information
• Estimation of distribution functions and medians under sampling with unequal probabilities
• Properties of estimators of the finite population distribution function
• Design-adaptive Nonparametric Regression
• Bias Robust Estimation in Finite Populations Using Nonparametric Calibration
• Estimating distribution functions from survey data
• A Generalization of Sampling Without Replacement From a Finite Universe

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