Bayesian prediction with adaptive ridge estimators

DOI10.1214/11-IMSCOLL815zbMath1326.62059OpenAlexW1488066720MaRDI QIDQ5499713

Edward I. George, D. G. T. Denison

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/11-imscoll815

zbMATH Keywords

predictionshrinkageBayesian model averagingregression splinesgeneralized ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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