A Regression Modeling Approach to Structured Shrinkage Estimation
结构化收缩估计的回归建模方法
Problems involving the simultaneous estimation of multiple parameters arise in many areas of theoretical and applied statistics. A canonical example is the estimation of a vector of normal means. Frequently, structural information about relationships between the parameters of interest is available. For example, in a gene expression denoising problem, genes with similar functions may have similar expression levels. Despite its importance, structural information has not been…