Shrinkage estimation in the two-way multivariate normal model

Annals of Statistics

Volumn 24, Issue 2, 1996, Pages 825-840

  Sun, Li ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Empirical bayes estimates; Hierarchical priors; James Stein estimator; Mean squared error; Modal estimator; Noncentral chi square distribution; Shrinkage of estimates

Indexed keywords

EID: 0030502733     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032894468     Document Type: Article

References (21)

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