Shrinkage Estimation in Multilevel Normal Models
نویسندگان
چکیده
منابع مشابه
Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Models
Hierarchical models are powerful statistical tools widely used in scientific and engineering applications. The homoscedastic (equal variance) case has been extensively studied, and it is well known that shrinkage estimates, the James-Stein estimate in particular, offer nice theoretical (e.g., risk) properties. The heteroscedastic (the unequal variance) case, on the other hand, has received less...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2012
ISSN: 0883-4237
DOI: 10.1214/11-sts363