Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240)

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Minimax hierarchical empirical Bayes estimation in multivariate regression
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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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