Empirical estimates for heteroscedastic hierarchical dynamic normal models (Q2132005)
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scientific article; zbMATH DE number 7514907
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| English | Empirical estimates for heteroscedastic hierarchical dynamic normal models |
scientific article; zbMATH DE number 7514907 |
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Empirical estimates for heteroscedastic hierarchical dynamic normal models (English)
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27 April 2022
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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 estimator (SURE)
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dynamic models
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0.7854860424995422
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0.7546312808990479
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0.7531665563583374
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0.7489327788352966
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