Shrinking Towards Subspaces in Multiple Linear Regression

DOI10.2307/1267825zbMath0504.62066OpenAlexW2035718250MaRDI QIDQ4741599

Samuel D. Oman

Publication date: 1982

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1267825

zbMATH Keywords

empirical Bayesshrinkage estimatorsmultiple linear regressioncollinearityridge estimators

Mathematics Subject Classification ID

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

Related Items (5)

Shrinking toward submodels in regression ⋮ Empirical Bayes estimates for a two-way cross-classified model ⋮ Efficient shrinkage in parametric models ⋮ A solution to multiple linear regression problems with ordered attributes ⋮ Shrinkage for categorical regressors

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