Empirical bayes estimation of the mean in a multivariate normal distribution (Q3768195): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 12:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical bayes estimation of the mean in a multivariate normal distribution |
scientific article |
Statements
Empirical bayes estimation of the mean in a multivariate normal distribution (English)
0 references
1986
0 references
multivariate normal
0 references
prior distributions
0 references
hyperparameters
0 references
James-Stein- like estimators
0 references
quadratic loss
0 references
mean vector
0 references
positive definite
0 references
empirical Bayes
0 references
proportionality assumption
0 references
prior mean
0 references
intraclass structure
0 references
posterior risks
0 references
