Generalized Bayes Stein-type estimators for regression parameters under linear constraints
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Publication:689333
DOI10.1006/jmva.1993.1051zbMath0779.62026OpenAlexW1979657546MaRDI QIDQ689333
Publication date: 6 December 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1051
linear restrictionslinear regression modelgeneralized Bayes estimatorsordinary least-squares estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)
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