A shrinkage predictive distribution for multivariate Normal observables (Q2775618)
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English | A shrinkage predictive distribution for multivariate Normal observables |
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A shrinkage predictive distribution for multivariate Normal observables (English)
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23 May 2002
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invariance
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James-Stein estimator
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Stein's prior
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vague prior
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Kullback-Leibler divergence
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