Generalized double Pareto shrinkage (Q4908784)

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scientific article; zbMATH DE number 6142322
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English
Generalized double Pareto shrinkage
scientific article; zbMATH DE number 6142322

    Statements

    title
    Generalized double Pareto shrinkage (English)
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    author
    Artin Armagan
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    Jaeyong Lee
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    David B. Dunson
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    publication date
    7 March 2013
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    zbMATH Keywords
    heavy tails
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    high-dimensional data
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    LASSO
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    maximum a posteriori estimation
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    relevance vector machine
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    robust prior
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    shrinkage estimation
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    Identifiers

    DOI
    10.5705/ss.2011.048
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    Mathematics Subject Classification ID
    62J07
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    62F15
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    65C40
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    65C60
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    zbMATH DE Number
    6142322
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    OpenAlex ID
    W2117988331
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