Bayesian predictive densities for linear regression models under α -divergence loss: Some results and open problems
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Publication:5499700
DOI10.1214/11-IMSCOLL803zbMath1326.62021arXiv1002.3786MaRDI QIDQ5499700
William E. Strawderman, Yuzo Maruyama
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.3786
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)
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