Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression

DOI10.1080/01621459.2013.779843OpenAlexW2100101305WikidataQ56906034 ScholiaQ56906034MaRDI QIDQ2861812

Sayan Mukherjee, P. Richard Hahn, Carlos Marinho Carvalho

Publication date: 11 November 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.779843

zbMATH Keywords

predictionvariable selectionshrinkage estimators\(g\) prior

Mathematics Subject Classification ID

Statistics (62-XX)

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