An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints

DOI10.1080/02331889708802603zbMath0915.62002OpenAlexW2062058522MaRDI QIDQ4375879

Kurt Hoffmann

Publication date: 30 June 1999

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802603

zbMATH Keywords

linear regressionStein-type estimatorsempirical

Mathematics Subject Classification ID

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

Related Items (1)

Stein estimation -- a review

Cites Work

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• Generalized Bayes Stein-type estimators for regression parameters under linear constraints
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
• An explicit formula for the risk of James-Stein estimators

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