Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis

@inproceedings{Tong2006OptimalSE,
  title={Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis},
  author={Tiejun Tong and Yuedong Wang},
  year={2006}
}
Microarray technology allows a scientist to study genomewide patterns of gene expression. Thousands of individual genes are measured with a relatively small number of replications, which poses challenges to traditional statistical methods. In particular, the gene-specific estimators of variances are not reliable and gene-by-gene tests have low powers. In this article we propose a family of shrinkage estimators for variances raised to a fixed power. We derive optimal shrinkage parameters under… CONTINUE READING

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