Variance estimation in a model with gaussian submodels

Journal of the American Statistical Association

Volumn 100, Issue 469, 2005, Pages 296-309

  Dukić, Vanja M ^a   Peña, Edsel A ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Adaptive estimator; Bayes estimator; Inference after model selection; Model averaging; Model selection; Pretest estimator; Two step estimator

Indexed keywords

EID: 14944379854     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000000818     Document Type: Article

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