Model selection via adaptive shrinkage with \(t\) priors

DOI10.1007/s00180-010-0186-4zbMath1226.62019OpenAlexW1974817006MaRDI QIDQ650694

Artin Armagan, Russell L. Zaretzki

Publication date: 26 November 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0186-4

zbMATH Keywords

shrinkage estimationridge regressionlassoelastic netregularized least squaresrelevance vector machine

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (3)

Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Bayesian ridge regression for survival data based on a vine copula-based prior ⋮ Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

Uses Software

• EBayesThresh

Cites Work

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