A shrinkage predictive distribution for multivariate normal observables (Q2775618)
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scientific article; zbMATH DE number 1713865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A shrinkage predictive distribution for multivariate normal observables |
scientific article; zbMATH DE number 1713865 |
Statements
23 May 2002
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invariance
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James-Stein estimator
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Stein's prior
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vague prior
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Kullback-Leibler divergence
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A shrinkage predictive distribution for multivariate normal observables (English)
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