On SURE-Type Double Shrinkage Estimation
The article is concerned with empirical Bayes shrinkage estimators for the heteroscedastic hierarchical normal model using Stein's unbiased estimate of risk (SURE). Recently, Xie, Kou, and Brown proposed a class of estimators for this type of problems and established their asymptotic optimality...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/85599 http://hdl.handle.net/10220/43759 |