On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
نویسندگان
چکیده
منابع مشابه
SURE Estimates for a Heteroscedastic Hierarchical Model.
Hierarchical models are extensively studied and widely used in statistics and many other scientific areas. They provide an effective tool for combining information from similar resources and achieving partial pooling of inference. Since the seminal work by James and Stein (1961) and Stein (1962), shrinkage estimation has become one major focus for hierarchical models. For the homoscedastic norm...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.08.001