Bayes minimax ridge regression estimators

DOI10.1080/03610926.2017.1397167OpenAlexW2792189922MaRDI QIDQ5076966

Shokofeh Zinodiny

Publication date: 17 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1397167

zbMATH Keywords

condition numberBayes estimationridge regressionminimax estimationmultivariate normal distributionadmissible estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistics (62-XX) Admissibility in statistical decision theory (62C15)

Related Items (1)

Bayesian estimation of the biasing parameter for ridge regression: A novel approach

Cites Work

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• Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Minimax ridge regression estimation
• Correlation inequalities on some partially ordered sets
• A new class of generalized Bayes minimax ridge regression estimators
• Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
• Condition Numbers and Minimax Ridge Regression Estimators
• Minimax Adaptive Generalized Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Empirical Bayes on vector observations: An extension of Stein's method

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