Empirical Bayes predictive densities for high-dimensional normal models (Q634558): Difference between revisions
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scientific article
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English | Empirical Bayes predictive densities for high-dimensional normal models |
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Empirical Bayes predictive densities for high-dimensional normal models (English)
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16 August 2011
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Kullback-Leibler loss
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empirical Bayes
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minimaxity
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oracle inequality
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shrinkage estimation
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