Choosing shrinkage estimators for regression problems

DOI10.1080/03610927608827397zbMath0344.62057OpenAlexW1991355442MaRDI QIDQ4113270

John E. Rolph

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/03610927608827397

Mathematics Subject Classification ID

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

Related Items

Minimum mean-square error quadrature, Empirical Bayes estimates for a two-way cross-classified model, Bayes and empirical Bayes shrinkage estimation of regression coefficients, Empirical bayes estimation of the mean in a multivariate normal distribution, A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies, Equality of two blues and ridge-type estimates, Shrinkage estimation in nonparametric Bayesian survival analysis: a simulation study, A bayesiak comparison of some estimators used in linear regression with multicollinear data

Cites Work

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• Matrix Inversion, Its Interest and Application in Analysis of Data
• Ridge regression:some simulations
• A predictive approach to the random effect model
• Improved Estimators for Coefficients in Linear Regression
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean