17 citations · 95 across the 19 of their papers we have counts for
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math.ST2018★ 2 cited
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…
math.ST2018
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…