On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639): Difference between revisions

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Latest revision as of 03:42, 9 July 2024

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On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
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    On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (English)
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    8 October 2014
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    asymptotic optimality
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    heteroscedasticity
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    shrinkage estimators
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    Stein's unbiased risk estimate (SURE)
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