SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724)
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scientific article; zbMATH DE number 6133095
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| English | SURE Estimates for a Heteroscedastic Hierarchical Model |
scientific article; zbMATH DE number 6133095 |
Statements
SURE Estimates for a Heteroscedastic Hierarchical Model (English)
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31 January 2013
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asymptotic optimality
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heteroscedasticity
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shrinkage estimator
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Stein's unbiased risk estimate
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SURE
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0.9481039
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0.91705155
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0.9056015
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0.90453565
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0.88715553
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0.88713765
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0.8789913
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