Shrinkage estimates for multi-level heteroscedastic hierarchical normal linear models
Empirical Bayes approach is an attractive method for estimating hyperparameters in hierarchical models. But, under the assumption of normality for a multi-level heteroscedastic hierarchical model, which involves several explanatory variables, the analyst may often wonder whether the shrinkage estima...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2015-06-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/23231.pdf |