A nonparametric empirical Bayes approach to large-scale multivariate regression

DOI10.1016/j.csda.2020.107130OpenAlexW3102490460MaRDI QIDQ830438

Yihe Wang, Sihai Dave Zhao

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107130

zbMATH Keywords

empirical Bayesnonparametricmultivariate regressioncompound decision

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet
• camel

Cites Work

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• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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