GENERALIZED RIDGE ESTIMATE OF PARAMETERS IN VARIANCE COMPONENT MODEL

DOI10.1081/STA-120002438zbMath0991.62047MaRDI QIDQ4540709

Heng-Qing Tong

Publication date: 28 July 2002

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

zbMATH Keywords

variance componentscorrespondence between deviation and mean

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Adaptive multivariate ridge regression
• A Method for Calculating MINQUE Estimators of Variance Components
• Convergence rates for empirical bayes estimators of parameters in linear regressin models
• Minque of variance components in generalized linear model with random effects
• Approximate Inference in Generalized Linear Mixed Models