A Bayesian alternative to least squares and equal weighting coefficients in regression

DOI10.1007/BF02294693zbMath0438.62056MaRDI QIDQ1141999

James E. Laughlin

Publication date: 1979

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

ridge regressionBayesian exchangeability estimationMonte Carlo investigation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value

Cites Work

• PLU Robust Bayesian Decision Theory: Point Estimation

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