.png){kind=icon}
返回
On SURE-Type Double Shrinkage Estimation
.png){kind=icon}
OA
AI
DOI：10.1080/01621459.2015.1110032.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
The article is concerned with empirical Bayes shrinkage estimators for the heteroscedastic hierarchical normal model using Stein's unbiased estimate of risk (SURE). Recently, Xie, Kou, and Brown proposed. a class of estimators for this type of problems and established their asymptotic optimality properties under the assumption of known but unequal variances. In this article, we consider this problem with unequal and unknown variances, which may be more appropriate in real situations. By placing priors. for both means and variances, we propose novel SURE-type double shrinkage estimators that shrink both means and variances. Optimal properties for these estimators are derived under certain regularity conditions. Extensive simulation studies are conducted to compare the newly developed methods with other shrinkage techniques. Finally, the methods are applied to the well-known baseball dataset and a gene expression dataset. Supplementary materials for this article are available online.
Keyword:
Double shrinkage estimators
Empirical Bayes
Hierarchical model
Stein's unbiased risk estimate (SURE)
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
J
IF:
3
论文数:
5.2K
被引数:
4.8W
机构
引用论文
分享收藏
分享收藏NONPARAMETRIC EMPIRICAL BAYES AND COMPOUND DECISION APPROACHES TO ESTIMATION OF A HIGH-DIMENSIONAL VECTOR OF NORMAL MEANS估计正态均值高维向量的非参数经验贝叶斯和复合决策方法.png)
ANNALS OF STATISTICSOAAI
ANNALS OF STATISTICSIF3.7
OAAI分享收藏Inhibitory Spleen-Derived Anti-ADAMTS13 Antibodies Are Characterized by a Limited Number of Variable Heavy Chain CDR3 Signatures in Patients with Relapsing Acquired Thrombotic Thromobocytopenic Purpura抑制性脾脏来源的抗ADAMTS13抗体在复发性获得性血栓性血小板减少性紫癜患者中表现出有限的重链可变区CDR3特征。Blood
BloodIF0
PREAI
分享收藏
查看更多内容