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20152026
most citedA Scalable Empirical Bayes Approach to Variable Selection

1 citations · 1 across the 10 of their papers we have counts for

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math.ST2025

Double Local-to-Unity: Inference under Nearly Nonstationary Volatility

Abir Sarkar, Martin T. Wells

This article develops a moderate-deviation limit theory for autoregressive models with jointly persistent mean and volatility dynamics. The autoregressive coefficient is allowed to…

math.ST2025

Constructing Bayes Minimax Estimators through Integral Transformations

Dominique Fourdrinier, William E. Strawderman, Martin T. Wells

The problem of Bayes minimax estimation for the mean of a multivariate normal distribution under quadratic loss has attracted significant attention recently. These estimators have…