Shrinkage confidence procedures
From MaRDI portal
Publication:2634654
DOI10.1214/10-STS319zbMath1330.62283arXiv1203.4935MaRDI QIDQ2634654
J. T. Gene Hwang, George Casella
Publication date: 18 February 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4935
Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)
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Joint inference based on Stein-type averaging estimators in the linear regression model, Simultaneous confidence bands for contrasts between several nonlinear regression curves, Prediction and calibration for multiple correlated variables
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