Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators

Statistics and Probability Letters

Volumn 93, Issue , 2014, Pages 1-6

  Park, Junyong ^a  

^a UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

Conditional maximum likelihood estimate; Empirical Bayes; Mean vector; Shrinkage; Sparsity; Stein's risk unbiased estimate

Indexed keywords

EID: 84903465428     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2014.06.005     Document Type: Article

References (5)

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