Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

The problem of estimating the mean of a normal vector with known but unequal variances introduces substantial difficulties that impair the adequacy of traditional empirical Bayes estimators. By taking a different approach that treats the known variances as part of the random observations, we restore...

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Vydané v:	Journal of the American Statistical Association Ročník 113; číslo 522; s. 698 - 710
Hlavní autori:	Weinstein, Asaf, Ma, Zhuang, Brown, Lawrence D., Zhang, Cun-Hui
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Alexandria Taylor & Francis 03.04.2018 Taylor & Francis Group,LLC Taylor & Francis Ltd
Predmet:	Adequacy Ambition Asymptotic optimality Baseball Compound decision data collection Empirical analysis Empirical Bayes equations Estimates Estimators Groups Heteroscedasticity heteroskedasticity Minimax technique prediction Quantitative analysis Regression analysis risk Shrinkage estimator Statistical methods Statistics Symmetry Theory and Methods
ISSN:	0162-1459, 1537-274X, 1537-274X
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