Bayesian versus frequentist shrinkage in multivariate normal problems (Q3580457)
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scientific article; zbMATH DE number 5769779
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| English | Bayesian versus frequentist shrinkage in multivariate normal problems |
scientific article; zbMATH DE number 5769779 |
Statements
12 August 2010
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squared error loss
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multivariate normal
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Bayes rule
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James-Stein rule
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operational prior
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Bayes risk
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non-central \(\chi^2\)
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0.8358383178710938
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0.8340203166007996
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0.8296511173248291
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0.826537549495697
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0.826537549495697
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