SURE Estimates for a Heteroscedastic Hierarchical Model

No abstract is available for this paper.

• Publication year

  2012

• Venue

  Journal of the American Statistical Association

• Publication date

  2012-09-20

• Fields of study

  Mathematics, Medicine

• Identifiers
  DOI 10.1080/01621459.2012.728154PMID 25301976PMCID PMC4188406
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar, PubMed

• No claims are published for this paper.

• No concepts are published for this paper.

• Empirical Bayes estimation

  2021cited by this paper
• An Autoregressive Approach to House Price Modeling

  2011cited by this paper
• Ensemble Minimax Estimation for Multivariate Normal Means

  2011cited by this paper
• Empirical Bayes in-season prediction of baseball batting averages

  2010cited by this paper
• An empirical Bayes mixture method for effect size and false discovery rate estimation

  2010influential reference
• NONPARAMETRIC EMPIRICAL BAYES AND COMPOUND DECISION APPROACHES TO ESTIMATION OF A HIGH-DIMENSIONAL VECTOR OF NORMAL MEANS

  2009cited by this paper
• General maximum likelihood empirical Bayes estimation of normal means

  2009cited by this paper
• In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies

  2008cited by this paper
• The Modelling of Extreme Events

  2005cited by this paper
• A new class of generalized Bayes minimax ridge regression estimators

  2004cited by this paper
• A New Class of Generalized Bayes Minimax Ridge Regression Estimators (区間推定とその関連する問題 短期共同研究報告集)

  2004cited by this paper
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

  2004cited by this paper
• Oracle inequalities for inverse problems

  2002cited by this paper
• Some Comments on Cp

  2000cited by this paper
• On Measuring and Correcting the Effects of Data Mining and Model Selection

  1998cited by this paper
• Modelling Extremal Events

  1997cited by this paper
• Choice of hierarchical priors: admissibility in estimation of normal means

  1996cited by this paper
• Adapting to Unknown Smoothness via Wavelet Shrinkage

  1995cited by this paper
• Ordered Linear Smoothers

  1994cited by this paper
• Estimation with Quadratic Loss

  1992cited by this paper
• On Inadmissibility of Some Unbiased Estimates of Loss

  1988cited by this paper
• Statistical decision theory and related topics IV

  1988cited by this paper
• Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set

  1987cited by this paper
• How Biased is the Apparent Error Rate of a Prediction Rule

  1986cited by this paper
• Asymptotic optimality of CL and generalized cross-validation in ridge regression with application to spline smoothing

  1986influential reference
• From Stein's Unbiased Risk Estimates to the Method of Generalized Cross Validation

  1985cited by this paper
• Parametric Empirical Bayes Inference: Theory and Applications

  1983cited by this paper
• Natural Exponential Families with Quadratic Variance Functions

  1982cited by this paper
• Estimation of the Mean of a Multivariate Normal Distribution

  1981cited by this paper
• Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

  1976influential reference
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)

  1975cited by this paper
• Data Analysis Using Stein's Estimator and its Generalizations

  1975cited by this paper
• Some Comments onCp

  1973cited by this paper
• INFORMATION THEORY AS AN EXTENSION OF THE MAXIMUM LIKELIHOOD

  1973cited by this paper
• Stein's Estimation Rule and Its Competitors- An Empirical Bayes Approach

  1973cited by this paper
• Information Theory and an Extension of the Maximum Likelihood Principle

  1973cited by this paper
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

  1971cited by this paper
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

  1971influential reference
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

  1970cited by this paper
• Confidence Sets for the Mean of a Multivariate Normal Distribution

  1962cited by this paper

• Adaptive Experimental Design Using Shrinkage Estimators

  2026cites this paper
• Optimal Estimation of Two-Way Effects Under Limited Mobility

  2025cites this paper
• Methods for Combining Observational and Experimental Causal Estimates: A Review

  2025cites this paper
• Nonparametric empirical bayes prediction in mixed models

  2025cites this paper
• Targeted Parameter Estimation for Robust Empirical Bayes Ranking

  2025cites this paper
• Shrinkage methods for treatment choice

  2025cites this paper
• SureMap: Simultaneous Mean Estimation for Single-Task and Multi-Task Disaggregated Evaluation

  2024cites this paper
• Empirical Bayes Methods in Labor Economics

  2024cites this paper
• Gaussian Heteroskedastic Empirical Bayes without Independence

  2023cites this paper
• Structured Dynamic Pricing: Optimal Regret in a Global Shrinkage Model

  2023cites this paper
• Large-Scale Multiple Testing of Composite Null Hypotheses Under Heteroskedasticity

  2023influential citation
• Shared Waveform Design for Integrated Detection and Jamming Signal Based on Smart Noise Jamming of Convolution Modulation

  2023cites this paper
• A Mean Field Approach to Empirical Bayes Estimation in High-dimensional Linear Regression

  2023cites this paper
• Empirical Bayes Double Shrinkage for Combining Biased and Unbiased Causal Estimates

  2023influential citation
• Empirical Bayes Estimation with Side Information: A Nonparametric Integrative Tweedie Approach

  2023cites this paper
• Nonparametric Empirical Bayes Prediction in Mixed Models

  2023cites this paper
• Ranking and Selection in Large-Scale Inference of Heteroscedastic Units

  2023influential citation
• Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models

  2023influential citation
• SURE-tuned bridge regression

  2022cites this paper
• A nonparametric regression approach to asymptotically optimal estimation of normal means

  2022cites this paper
• A nonparametric regression alternative to empirical Bayes approaches to simultaneous estimation

  2022cites this paper
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data

  2022cites this paper
• Improved Shrinkage Prediction under a Spiked Covariance Structure

  2021cites this paper
• TRANSFER LEARNING FOR EMPIRICAL BAYES ESTIMATION: A NONPARAMETRIC INTEGRATIVE TWEEDIE APPROACH

  2021cites this paper
• High‐dimensional classification based on nonparametric maximum likelihood estimation under unknown and inhomogeneous variances

  2021cites this paper
• Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood

  2021cites this paper
• Nonparametric Empirical Bayes Estimation and Testing for Sparse and Heteroscedastic Signals

  2021cites this paper
• Optimal Shrinkage Estimation of Predictive Densities Under α-Divergences

  2021influential citation
• A Regression Modeling Approach to Structured Shrinkage Estimation

  2021influential citation
• Efficient empirical Bayes estimates for risk parameters of Pareto distributions

  2020influential citation
• Statistical Decision Rules in Econometrics*

  2020cites this paper
• Zeroing In on the Expected Returns of Anomalies

  2020cites this paper
• Automated Data-Driven Selection of the Hyperparameters for Total-Variation-Based Texture Segmentation

  2020cites this paper
• Robust Empirical Bayes Confidence Intervals

  2020cites this paper
• Empirical estimates for heteroscedastic hierarchical dynamic normal models

  2020cites this paper
• Small-Data, Large-Scale Linear Optimization with Uncertain Objectives

  2020cites this paper
• On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means

  2020influential citation
• Asymptotic analysis of statistical decision rules in econometrics

  2020cites this paper
• Mean Shrinkage Estimation for High-Dimensional Diagonal Natural Exponential Families.

  2020cites this paper
• Shrinkage Estimation of the Frechet Mean in Lie groups

  2020cites this paper
• SURE estimates for high dimensional classification

  2020influential citation
• The Stein effect for Fréchet means

  2020influential citation
• Combining observational and experimental datasets using shrinkage estimators

  2020cites this paper
• Improved Small Domain Estimation via Compromise Regression Weights

  2020cites this paper
• An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices

  2020cites this paper
• Improved Small Area Estimation via Compromise Regression Weights

  2020cites this paper
• “Self-Wiener” Filtering: Data-Driven Deconvolution of Deterministic Signals

  2020influential citation
• Nonparametric Empirical Bayes Estimation on Heterogeneous Data

  2020influential citation
• Working Papers in Economics : 1946 INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS

  2019cites this paper
• How to Use Economic Theory to Improve Estimators: Shrinking Toward Theoretical Restrictions

  2019cites this paper
• Admissibility of Solution Estimators for Stochastic Optimization

  2019cites this paper
• Covariate‐assisted ranking and screening for large‐scale two‐sample inference

  2019cites this paper
• Computer model calibration with confidence and consistency

  2019cites this paper
• Choosing among Regularized Estimators in Empirical Economics: The Risk of Machine Learning

  2019cites this paper
• Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices with Applications to Neuroimaging

  2019cites this paper
• Simultaneous estimation of normal means with side information

  2019cites this paper
• Covariate-Powered Empirical Bayes Estimation

  2019influential citation
• Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences

  2019cites this paper
• New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference

  2019cites this paper
• On Post-selection Inference in A/B Testing

  2019cites this paper
• A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family

  2019cites this paper
• Data transforming augmentation for heteroscedastic models

  2019cites this paper
• Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data

  2019cites this paper
• Statisticians Practicing Data Science

  2019cites this paper
• Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing

  2019cites this paper
• Statistical Theory Powering Data Science

  2019cites this paper
• On Post-Selection Inference in A/B Tests

  2019cites this paper
• Adaptive Sparse Estimation With Side Information

  2018influential citation
• Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation

  2018cites this paper
• Empirical Bayes estimates for a two-way cross-classified model

  2018cites this paper
• Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions

  2018influential citation
• Matrix estimation using shrinkage of singular values with applications to signal denoising

  2018cites this paper
• SHRINKAGE ESTIMATES IN A TWO-LEVEL HETEROSCEDASTIC HIERARCHICAL NORMAL MODELS WITH LINEAR TREND MEAN

  2018cites this paper
• Small-Data, Large-Scale Linear Optimization

  2018influential citation
• Inference on a distribution from noisy draws

  2018cites this paper
• Neural Adaptive Image Denoiser

  2018cites this paper
• A class of Bivariate SURE estimators in heteroscedastic hierarchical normal models

  2018cites this paper
• Bayesian learning of structured dynamical systems

  2018cites this paper
• Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior

  2018influential citation
• Empirical Bayes, SURE and Sparse Normal Mean Models

  2017cites this paper
• Mendelian Randomization when Many Instruments are Invalid: Hierarchical Empirical Bayes Estimation

  2017cites this paper
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising

  2017cites this paper
• Estimation of Smooth Impulse Response Functions MAJOR REVISION IN PROGRESS – PLEASE DO NOT CITE

  2017cites this paper
• SURE estimates under dependence and heteroscedasticity

  2017cites this paper
• The risk of machine learning

  2017influential citation
• A Grand Journey of Statistical Hierarchical Modelling

  2017influential citation
• Risk estimators for choosing regularization parameters in ill-posed problems: Properties and limitations

  2017cites this paper
• OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE.

  2016cites this paper
• Approximate nonparametric maximum likelihood inference for mixture models via convex optimization

  2016influential citation
• On SURE-Type Double Shrinkage Estimation

  2016influential citation
• Nonparametric maximum likelihood inference for mixture models via convex optimization

  2016cites this paper
• Steinized empirical bayes estimation for heteroscedastic data

  2016cites this paper
• Nonparametric empirical Bayes improvement of common shrinkage estimators

  2016cites this paper
• Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?

  2016influential citation
• Essays in Macroeconometrics

  2016cites this paper
• False discovery rates: a new deal

  2016cites this paper
• Multibrand geographic experiments

  2016influential citation
• Empirical Bayes Estimates for a 2-Way Cross-Classified Additive Model

  2016influential citation
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

  2015influential citation
• New methods for meta-analysis under a fixed effects framework, with frequentist and Bayesian estimation.

  2015cites this paper