Adaptive multivariate ridge regression
From MaRDI portal
Publication:1135595
DOI10.1214/aos/1176344891zbMath0425.62053OpenAlexW2088761944MaRDI QIDQ1135595
James V. Zidek, Philip J. Brown
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344891
adaptive multivariate ridge regressionEfron-Morris multivariate version of James-Stein estimatorempirical Bayes proceduresHoerl-Kennard ridge regression rule
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Multivariate regression analysis and canonical variates, A nonparametric empirical Bayes approach to large-scale multivariate regression, Generalized co-sparse factor regression, Modified Ridge Parameters for Seemingly Unrelated Regression Model, GENERALIZED RIDGE ESTIMATE OF PARAMETERS IN VARIANCE COMPONENT MODEL, On multivariate linear regression shrinkage and reduced-rank procedures, On The Least Absolute Deviations Method for Ridge Estimation of Sure Models, Selection of model selection criteria for multivariate ridge regression, Capturing between-tasks covariance and similarities using multivariate linear mixed models, Bayesian Sparse Partial Least Squares, A real-time solution for an inverse Cauchy problem in cardiology, Bayes Model Averaging with Selection of Regressors, Minimax multivariate empirical Bayes estimators under multicollinearity, Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\), Asymptotic Aspects of Ordinary Ridge Regression, Input selection and shrinkage in multiresponse linear regression, PLS for Big Data: a unified parallel algorithm for regularised group PLS, A Bayesian non-parametric estimate for multivariate regression, Minimax hierarchical empirical Bayes estimation in multivariate regression
