Empirical Estimation for Sparse Double-Heteroscedastic Hierarchical Normal Models
The available heteroscedastic hierarchical models perform well for a wide range of real-world data, but for the data sets which exhibit heteroscedasticity mainly due to the lack of constant means rather than unequal variances, the existing models tend to overestimate the variance of the second level...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Atlantis Press
2020-06-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125941064/view |