SURE estimates under dependence and heteroscedasticity (Q2404405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SURE estimates under dependence and heteroscedasticity |
scientific article |
Statements
SURE estimates under dependence and heteroscedasticity (English)
0 references
18 September 2017
0 references
heteroscedasticity
0 references
shrinkage estimator
0 references
SURE
0 references
Stein's unbiased risk estimation
0 references
