Empirical bayes estimation of the mean in a multivariate normal distribution (Q3768195): Difference between revisions
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English | Empirical bayes estimation of the mean in a multivariate normal distribution |
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Empirical bayes estimation of the mean in a multivariate normal distribution (English)
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1986
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multivariate normal
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prior distributions
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hyperparameters
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James-Stein- like estimators
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quadratic loss
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mean vector
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positive definite
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empirical Bayes
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proportionality assumption
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prior mean
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intraclass structure
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posterior risks
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