SURE estimates under dependence and heteroscedasticity (Q2404405)
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scientific article; zbMATH DE number 6775866
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| English | SURE estimates under dependence and heteroscedasticity |
scientific article; zbMATH DE number 6775866 |
Statements
SURE estimates under dependence and heteroscedasticity (English)
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18 September 2017
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heteroscedasticity
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shrinkage estimator
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SURE
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Stein's unbiased risk estimation
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0.91705155
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0.8772257
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0.87152827
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0.86537117
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