On multivariate ridge regression (Q3806610): Difference between revisions

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Latest revision as of 20:03, 19 March 2024

scientific article
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On multivariate ridge regression
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    On multivariate ridge regression (English)
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    1987
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    EM algorithm
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    exchangeability
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    Lindley-Smith model estimate
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    linear hierarchical model
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    mean of multivariate normal distribution
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    Stein estimator
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    multivariate linear regression model
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    maximum likelihood estimate
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    multivariate ridge estimator
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    Bayesian estimates
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    identifiability
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    conjugate priors
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