Empirical Bayes estimation in a multiple linear regression model
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Publication:1072314
DOI10.1007/BF02481081zbMath0587.62136OpenAlexW2056019635MaRDI QIDQ1072314
Publication date: 1985
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02481081
normal distributionasymptotically optimalmultiple linear regressionempirical Bayes estimationoptimal estimatoroverall mean squared error
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)
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