Empirical Minimax Linear Estimates
We give the explicit solution for the minimax linear estimate. For scale dependent models an empirical minimax linear estimates is de¯ned and we prove that these estimates are Stein's estimates.
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| Format: | Others |
| Language: | English |
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Universität Potsdam
2008
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| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49483 http://opus.kobv.de/ubp/volltexte/2011/4948/ |