The asymptotically optimal empirical Bayes estimation in multiple linear regression model
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Publication:1343422
DOI10.1007/BF02663774zbMath0808.62006MaRDI QIDQ1343422
Publication date: 16 March 1995
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
kernel estimation; derivatives; asymptotic optimality; empirical Bayes estimation; multiple linear regression model; moment conditions on prior distributions
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62C12: Empirical decision procedures; empirical Bayes procedures
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The convergence rates of empirical Bayes estimation in a multiple linear regression model, On empirical Bayes estimation of multivariate regression coefficient
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