SURE estimates for a heteroscedastic hierarchical model

Journal of the American Statistical Association

Volumn 107, Issue 500, 2012, Pages 1465-1479

  Xie, Xianchao ^a   Kou, S C ^b   Brown, Lawrence D ^c  

^a HARVARD UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Asymptotic optimality; Heteroscedasticity; Shrinkage estimator; Stein's unbiased risk estimate (SURE)

Indexed keywords

EID: 84871962279     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2012.728154     Document Type: Article

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