Bayesian shrinkage estimates for regression coefficients in m populations

DOI10.1080/03610928408828814zbMath0568.62033OpenAlexW1966697766MaRDI QIDQ3684998

T. W. F. Stroud

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828814

zbMATH Keywords

diffuse priorshierarchical Bayesian inferencenormal priorsshrinkage of estimatesmatrix series expansionsseparate regression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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Bayes and empirical Bayes shrinkage estimation of regression coefficients ⋮ Bayesian break-point forecasting in parallel time series, with application to university admissions

Cites Work

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• Bayesian Estimation of Means for the Random Effect Model
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Empirical Bayes on vector observations: An extension of Stein's method
• ESTIMATING MULTIPLE REGRESSIONS IN m GROUPS: A CROSS‐VALIDATION STUDY