“…Many authors have recognized the perils of the winner's curse and myriad interesting and fruitful estimators have been proposed to account for it. Approaches that have been developed include those relying on empirical Bayes, Tweedie's formula and density estimation (Johnstone & Silverman, ; Jiang & Zhang, ; Muralidharan, ; Efron, ; Xu, Craiu, & Sun, ; Ferguson et al, ; Wager, 2013); those relying on classical bias correction and resampling (Sun & Bull, ; Zollner & Pritchard, ; Ghosh, Zou, & Wright, ; Zhong & Prentice, ; Simon & Simon, ; Bigdeli et al, ); and thresholding (Donoho & Johnstone, ; Abramovich et al, ).…”