Empirical Bayes predictive densities for high-dimensional normal models
type: Item
instance of: scholarly article
title: Empirical Bayes predictive densities for high-dimensional normal models
zbMATH Open document ID: 1219.62011
author: Xinyi Xu
author: Dunke Zhou
published in: Journal of Multivariate Analysis
publication date: 2011-08-16T00:00:00Z
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5939236
zbMATH Keywords: Kullback-Leibler loss
zbMATH Keywords: empirical Bayes
zbMATH Keywords: minimaxity
zbMATH Keywords: oracle inequality
zbMATH Keywords: shrinkage estimation
describes a project that uses: BayesDA
MaRDI profile type: Publication
full work available at URL: j.jmva.2011.05.008
OpenAlex ID: W1970777966
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DOI: 10.1016/J.JMVA.2011.05.008
description: scientific article; zbMATH DE number 5939236