Bayes estimators for linear models with less than full rank

DOI10.1080/03610928208828217zbMath0588.62045OpenAlexW2148668234MaRDI QIDQ3716043

Poduri S. R. S. Rao, Marvin H. J. Gruber

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828217

zbMATH Keywords

estimabilitylinear modelaverage mean squared errorsrelative meritsalternative formsgeneralized contraction estimatorsgeneralized ridgenon full rank design matrix

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

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Cites Work

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• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• On ridge estimation in rank deficient models
• Linear Statistical Inference and its Applications