Some Applications of the Rao Distance to Shrinkage Estimators

DOI10.1080/03610920701649191zbMath1318.62239OpenAlexW2162752915MaRDI QIDQ5450544

Marvin H. J. Gruber

Publication date: 12 March 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701649191

zbMATH Keywords

Bayes estimatorsgeodesic distanceprior and posterior distributionsridge-type estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Cites Work

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• Bayes estimators for linear models with less than full rank
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Linear Statistical Inference and its Applications
• On Biased Estimation in Linear Models

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