Empirical Bayes predictive densities for high-dimensional normal models (Q634558)

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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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