Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240): Difference between revisions
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scientific article
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English | Minimax hierarchical empirical Bayes estimation in multivariate regression |
scientific article |
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Minimax hierarchical empirical Bayes estimation in multivariate regression (English)
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19 September 2002
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James-Stein estimate
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mean squared error
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prior information
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subspace shrinkage
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