SURE Estimates for a Heteroscedastic Hierarchical Model

DOI10.1080/01621459.2012.728154zbMath1284.62450WikidataQ41892862 ScholiaQ41892862MaRDI QIDQ4904724

S. C. Kou, Xianchao Xie, Lawrence D. Brown

Publication date: 31 January 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4188406

zbMATH Keywords

heteroscedasticity; shrinkage estimator; asymptotic optimality; Stein's unbiased risk estimate; SURE

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62J15: Paired and multiple comparisons; multiple testing

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