Bayesian Stein-type shrinkage estimators in high-dimensional linear regression models

DOI10.1007/s40863-024-00473-0MaRDI QIDQ6656180

Maryam Mousavi, AhmadReza Zanboori, Ehsan Zanboori, Unnamed Author

Publication date: 2 January 2025

Published in: São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

posterior distributionhigh-dimensional dataBayesian estimationshrinkage estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

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