A shrinkage predictive distribution for multivariate Normal observables (Q2775618)

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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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