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We tackle the problem of the estimation of a vector of means from a single vector-valued observation $y$.
James, W. & Stein, C. (1961), Estimation with quadratic loss, in
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Benjamini, Y. & Yekutieli, Y. (2005), ‘False discovery rate controlling confidence intervals for selected parameters’, Journal of the American Statistical Association
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Sun, L. & Bull, S. (2005), ‘Reduction of selection bias in genomewide studies by resampling.’, Genetic Epidemiology
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Abramovich, F., Benjamini, Y., Donoho, D. & Johnstone, I. (2006), ‘Adapting to unknown sparsity by controlling the false discovery rate’, Annals of Statistics
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Zollner, S. & Pritchard, J. (2007), ‘Overcoming the winner’s curse: Estimating penetrance parameters from case-control data.’, American Journal of Human Genetics
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Zhong, H. & Prentice, R. (2008), ‘Bias-reduced estimators and confidence intervals for odds ratios in genome-wide association rules’, Biostatistics
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Jiang, W. & Zhang, C. (2009), ‘General maximum likelihood empirical bayes estimation of normal means’, The Annals of Statistics
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Efron, B. (2010), Large-Scale Inference
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Muralidharan, O. (2010), ‘An empirical bayes mixture method for effect size and false discovery rate estimation’, The Annals of Applied Statistics
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arXiv paper 1311.3709v1
Simon, N. & Simon, R. (2013), ‘On estimating many means, selection bias, and the bootstrap’, Preprint · 2013
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Preprint
Wager, S. (2013), ‘A geometric approach to density estimation with additive noise’, Statistica Sinica · 2013
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Weinstein, A., Fithian, W. & Benjamini, Y. (2013), ‘Selection adjusted confidence intervals with more power to determine the sign’, Journal of the American Statistical Association
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arXiv paper 1311.6238v4
Lee, J., Sun, D., Sun, Y. & Taylor, J. (2014), ‘Exact post-selection inference with the lasso’, Preprint · 2014
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arXiv paper 1402.5596v2
Lee, J. & Taylor, J. (2014), ‘Exact post model selection inference for marginal screening’, Preprint · 2014
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arXiv paper 1401.3889v2
Taylor, J., Lockhart, R., Tibshirani, R. & Tibshirani, R. (2014), ‘Post-selection adaptive inference for least angle regression and the lasso’, Preprint · 2014
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Efron, B. (2011), ‘Tweedie’s formula and selection bias’, Journal of the American Statistical Association
2011
Cited alongside, same era.
arXiv paper 1312.7840v1
Jiang, W. & Zhang, C.-H. (2013), ‘Adaptive threshold estimation by fdr’, Preprint · 2013
Cited alongside, same era.
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