Minimum message length shrinkage estimation

DOI10.1016/j.spl.2008.12.021zbMath1160.62329OpenAlexW2030231640MaRDI QIDQ1017808

Daniel F. Schmidt, Enes Makalic

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.021

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Cites Work

• Modeling by shortest data description
• A note on optimal unimodular lattices
• Choice of hierarchical priors: Admissibility in estimation of normal means
• Coding decision trees
• Data Analysis Using Stein's Estimator and its Generalizations
• Model Selection and the Principle of Minimum Description Length
• The Complexity of Strict Minimum Message Length Inference
• Fisher information and stochastic complexity
• The Empirical Bayes Approach to Statistical Decision Problems
• An Information Measure for Classification
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