Shrunken Median Location Effect Estimates: An Application to Immuno-Oncology
Tyson H. Holmes,
Daniel Wayne Eller,
Joshua Barnett and
Holden T. Maecker
Journal of Probability and Statistics, 2025, vol. 2025, 1-6
Abstract:
A robust and efficient estimator of differences in location between two groups across a panel of analytes is introduced. Robustness is provided through the use of medians, and efficiency is provided through mean square error optimal linear shrinkage. Variance of the new estimator is explored in depth, with minimal assumption and approximation, including for the purpose of deciding how large a panel of analytes needs to be to obtain efficiency gains. Bias is also briefly explored.
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:1856034
DOI: 10.1155/jpas/1856034
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