The Kullback-Leibler risk of the Stein estimator and the conditional MLE (Q1336540)
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scientific article; zbMATH DE number 681359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kullback-Leibler risk of the Stein estimator and the conditional MLE |
scientific article; zbMATH DE number 681359 |
Statements
The Kullback-Leibler risk of the Stein estimator and the conditional MLE (English)
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19 January 1995
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exponential dispersion model
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conditional maximum likelihood
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decomposition of the Kullback-Leibler risk
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maximum likelihood estimator
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Stein estimator
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expected log-likelihood ratio
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empirical Bayes
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