17 citations · 95 across the 19 of their papers we have counts for
5 papers · 1 filter
On F-Modelling based Empirical Bayes Estimation of Variances
Yeil Kwon, Zhigen Zhao
We consider the problem of empirical Bayes estimation of multiple variances when provided with sample variances. Assuming an arbitrary prior on the variances, we derive different v…
Global testing under the sparse alternatives for single index models
Qian Lin, Zhigen Zhao, Jun S. Liu
For the single index model with Gaussian design, %satisfying that rank where is unknown and is a sparse -dimensional unit vect…
Sparse Sliced Inverse Regression Via Lasso
Qian Lin, Zhigen Zhao, Jun S. Liu
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and on…
On consistency and sparsity for sliced inverse regression in high dimensions
Qian Lin, Zhigen Zhao, Jun S. Liu
We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. U…
Decision Approach and Empirical Bayes FCR-Controlling Interval for Mixed Prior Model
Zhigen Zhao
In this paper, I apply the decision theory and empirical Bayesian approach to construct confidence intervals for selected populations when true parameters follow a mixture prior di…