Minimax Hierarchical Empirical Bayes Estimation in Multivariate Regression
نویسندگان
چکیده
منابع مشابه
On empirical Bayes estimation of multivariate regression coefficient
We investigate the empirical Bayes estimation problem of multivariate regression coefficients under squared error loss function. In particular, we consider the regression model Y = Xβ+ ε, where Y is an m-vector of observations, X is a known m× k matrix, β is an unknown k-vector, and ε is anm-vector of unobservable random variables. The problem is squared error loss estimation of β based on some...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2002
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1985