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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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