Density prediction and the Stein phenomenon (Q2206751)
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English | Density prediction and the Stein phenomenon |
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Density prediction and the Stein phenomenon (English)
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26 October 2020
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divergence loss
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dominance property
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empirical Bayes
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Hellinger-Bhattacharyya divergence
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Kullback-Leibler divergence
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minimaxity
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normal distribution
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Poisson distribution
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risk function
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shrinkage estimator
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simultaneous estimation
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superharmonic
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