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zbMath0573.62059MaRDI QIDQ3690894

Samuel D. Oman

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

EM algorithm multicollinearity multivariate normal empirical Bayes estimates Ridge estimators Stein- like estimators stochastic multiple regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance

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