Minimax hierarchial empirical bayes estimation in multivariate regression

Journal of Multivariate Analysis

Volumn 80, Issue 2, 2002, Pages 285-301

  Oman, Samuel D ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

James Stein estimate; Mean squared error; Prior information; Subspace shrinkage

Indexed keywords

EID: 0036119349     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1985     Document Type: Article

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