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Empirical Bayes estimation in a multiple linear regression model - MaRDI portal

Empirical Bayes estimation in a multiple linear regression model (Q1072314)

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scientific article; zbMATH DE number 3942821
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Empirical Bayes estimation in a multiple linear regression model
scientific article; zbMATH DE number 3942821

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    Empirical Bayes estimation in a multiple linear regression model (English)
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    1985
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    empirical Bayes estimation
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    multiple linear regression
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    normal distribution
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    optimal estimator
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    overall mean squared error
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    asymptotically optimal
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