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RESEARCH · CL_111238 · Jun 25 · 12:47

New XMSE-Aware Mixed Estimator Blends ML and Empirical Bayes

Researchers have developed a novel XMSE-aware mixed estimator that interpolates between maximum likelihood (ML) and Empirical Bayes (EB) shrinkage. This approach aims to improve upon existing EB estimators, which can un…