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On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model - MaRDI portal

On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639)

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scientific article; zbMATH DE number 6352251
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On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
scientific article; zbMATH DE number 6352251

    Statements

    On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (English)
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    8 October 2014
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    asymptotic optimality
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    heteroscedasticity
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    shrinkage estimators
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    Stein's unbiased risk estimate (SURE)
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