Bayesian estimation of the shrinkage parameter in ridge regression
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Publication:5083949
DOI10.1080/03610918.2018.1547395zbMath1489.62212OpenAlexW2913252660MaRDI QIDQ5083949
Luis Firinguetti-Limone, Manuel Pereira-Barahona
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1547395
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items (3)
Bayesian estimation of the biasing parameter for ridge regression: A novel approach ⋮ Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation ⋮ A Bayesian parametrized method for interval-valued regression models
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