On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
DOI10.1016/J.JMVA.2014.08.001zbMATH Open1360.62397OpenAlexW2043280555MaRDI QIDQ458639FDOQ458639
Authors: S. K. Ghoreishi, M. R. Meshkani 
Publication date: 8 October 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.08.001
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Cites Work
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- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Estimation with quadratic loss.
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- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Choice of hierarchical priors: Admissibility in estimation of normal means
- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
- SURE Estimates for a Heteroscedastic Hierarchical Model
Cited In (4)
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