663 citations
- McGill UniversityCA24 papers
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9 papers · 1 filter
Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
Lawrence D. Brown, Eitan Greenshtein
We consider the classical problem of estimating a vector $\boldsμ=(μ_1,...,μ_n)$ based on independent observations , . Suppose , are i…
The formal definition of reference priors
James O. Berger, José M. Bernardo, Dongchu Sun
Reference analysis produces objective Bayesian inference, in the sense that inferential statements depend only on the assumed model and the available data, and the prior distributi…
The False Discovery Rate for Statistical Pattern Recognition
Clayton Scott, Gowtham Bellala, Rebecca Willett
The false discovery rate (FDR) and false nondiscovery rate (FNDR) have received considerable attention in the literature on multiple testing. These performance measures are also ap…
On the Behrens--Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests
Alexandre Belloni, Gustavo Didier
In this paper we provide a provably convergent algorithm for the multivariate Gaussian Maximum Likelihood version of the Behrens--Fisher Problem. Our work builds upon a formulation…
Objective Bayesian analysis under sequential experimentation
Dongchu Sun, James O. Berger
Objective priors for sequential experiments are considered. Common priors, such as the Jeffreys prior and the reference prior, will typically depend on the stopping rule used for t…
Semiparametric efficiency in GMM models with auxiliary data
Xiaohong Chen, Han Hong, Alessandro Tarozzi
We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary d…