The Use of Prior Information for Prediction

DOI10.2307/2530058zbMath0492.62059OpenAlexW2328904356MaRDI QIDQ3954681

David M. Allen, David C. Jordan

Publication date: 1982

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2530058

zbMATH Keywords

predictionridge regressioncombining data information and prior information

Mathematics Subject Classification ID

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

Related Items (1)

On improved estimation under additional information

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