A generalized Tweedie identity and moment-generating-function representation enable nonparametric recovery of full posteriors for heteroscedastic normal means with unknown variances without specifying a prior.
Econometrica , volume=
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A new James-Stein estimator integrates coarsened external data to improve fine subgroup CATE estimation in RCTs and shows uniform dominance over internal-data-only OLS under mild conditions.
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Nonparametric f-Modeling for Empirical Bayes Inference with Unequal and Unknown Variances
A generalized Tweedie identity and moment-generating-function representation enable nonparametric recovery of full posteriors for heteroscedastic normal means with unknown variances without specifying a prior.
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Data Integration for Estimating Subgroup-Specific Conditional Average Treatment Effects (CATEs) Using Coarsened External Information in Randomized Trials
A new James-Stein estimator integrates coarsened external data to improve fine subgroup CATE estimation in RCTs and shows uniform dominance over internal-data-only OLS under mild conditions.