SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724)
From MaRDI portal
scientific article; zbMATH DE number 6133095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SURE Estimates for a Heteroscedastic Hierarchical Model |
scientific article; zbMATH DE number 6133095 |
Statements
SURE Estimates for a Heteroscedastic Hierarchical Model (English)
0 references
31 January 2013
0 references
asymptotic optimality
0 references
heteroscedasticity
0 references
shrinkage estimator
0 references
Stein's unbiased risk estimate
0 references
SURE
0 references
0 references
0 references
