A generalization and Bayesian interpretation of ridge-type estimators with good prior means

DOI10.1007/BF02924684zbMath0709.62057MaRDI QIDQ3492675

K.-H. Loesgen

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

ridge-type estimatorsBayes-estimatorsgood prior meansmean square error matrix comparisons

Mathematics Subject Classification ID

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

Related Items (4)

Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term ⋮ Bayesian ridge regression for survival data based on a vine copula-based prior ⋮ A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing ⋮ Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Some remarks on a ridge-type-estimator and good prior means
• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• Mean square error matrix comparisons of estimators in linear regression
• A ridge-type estimator and good prior means
• A theorem on the difference of the generalized inverses of two nonnegative matrices

This page was built for publication: A generalization and Bayesian interpretation of ridge-type estimators with good prior means