Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240)
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scientific article; zbMATH DE number 1750331
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| default for all languages | No label defined |
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| English | Minimax hierarchical empirical Bayes estimation in multivariate regression |
scientific article; zbMATH DE number 1750331 |
Statements
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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0.93585515
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0.91696984
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0.9148971
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0.9081536
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0.9049311
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