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A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing - MaRDI portal

A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing (Q4638806)

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scientific article; zbMATH DE number 6865563
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A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
scientific article; zbMATH DE number 6865563

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    A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing (English)
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    30 April 2018
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    Bayes estimator
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    compound covariate estimator
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    linear model
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    mean square error
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    shrinkage estimator
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    statistical decision theory
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