On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
Author(s) -
Wenhua Jiang
Publication year - 2020
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/20-ejs1717
Subject(s) - mathematics , minimax , bayes' theorem , heteroscedasticity , statistics , bayes estimator , estimator , mathematical optimization , bayesian probability
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom