Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution

DOI10.1016/j.jmva.2010.02.004zbMath1186.62077OpenAlexW2072418940MaRDI QIDQ968500

Hisayuki Tsukuma

Publication date: 5 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.02.004

zbMATH Keywords

decision theoryshrinkage estimatorminimaxityhierarchical modelLaplace transformationmultivariate linear modelquadratic lossscale mixture

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (2)

Bayesian analysis in multivariate regression models with conjugate priors ⋮ A note on linearly constrained Bayes estimator in elliptical models

Cites Work

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