Estimations in the normal regression empirical bayes model

DOI10.1080/03610929308831115zbMath0786.62013OpenAlexW2028690880MaRDI QIDQ4275756

Wang-Shu Lu

Publication date: 26 April 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831115

zbMATH Keywords

riskminimax estimatorsnormal regressionStein-type estimatorsempirical Bayes estimatortwo-way classificationhierarchical Bayes estimatorsshrinkage behavior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Empirical Bayes analysis for a hierarchical Poisson generalized linear model

Cites Work

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