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Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated

Tang, Gnecco, and Geller (1989, Biometrika 76, 577-583) proposed an approximate likelihood ratio (ALR) test of the null hypothesis that a normal mean vector equals a null vector against the ...
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Nonparametric Empirical Bayes and Compound Decision Approaches to Estimation of a High-Dimensional Vector of Normal Means

We consider the classical problem of estimating a vector $\mu = (\mu_{1},..., \mu_{n})$ based on independent observations $Y_{i} \sim N(\mu_{i}, 1), i = 1,..., n ...