Shrinkage estimation in the two-way multivariate normal model (Q1816576)
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scientific article; zbMATH DE number 950555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation in the two-way multivariate normal model |
scientific article; zbMATH DE number 950555 |
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Shrinkage estimation in the two-way multivariate normal model (English)
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27 November 1996
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noncentral chi-square distribution
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shrinkage of estimates
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two-way multivariate normal model
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mean values
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empirical Bayes estimators
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mean-squared errors
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lower bound
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risk asymptotics
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James-Stein-type estimator
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modal estimator
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hierarchical prior
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