Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877)
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scientific article; zbMATH DE number 2167807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax multivariate empirical Bayes estimators under multicollinearity |
scientific article; zbMATH DE number 2167807 |
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Minimax multivariate empirical Bayes estimators under multicollinearity (English)
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12 May 2005
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Empirical Bayes estimator
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Ridge regression estimator
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Multicollinearity
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Multivariate linear regression model
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Multivariate normal distribution
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