On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639)

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scientific article; zbMATH DE number 6352251
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    On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
    scientific article; zbMATH DE number 6352251

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      On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (English)
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      8 October 2014
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      asymptotic optimality
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      heteroscedasticity
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      shrinkage estimators
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      Stein's unbiased risk estimate (SURE)
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