Nonparametric empirical bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

Annals of Statistics

Volumn 37, Issue 4, 2009, Pages 1685-1704

  Brown, Lawrence D ^a   Greenshtein, Eitan ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

Compound decision; Empirical bayes

Indexed keywords

EID: 68649112839     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS630     Document Type: Article

References (17)

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