Shrinkage estimation in multilevel normal models

DOI10.1214/11-STS363zbMath1330.62290arXiv1203.5610MaRDI QIDQ2634658

Martin Lysy, Carl N. Morris

Publication date: 18 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5610

zbMATH Keywords

empirical Bayeshierarchical modelunequal variancesmodel-II evaluationsStein's harmonic prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Bayesian inference (62F15)

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