Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution |
scientific article |
Statements
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (English)
0 references
5 May 2010
0 references
decision theory
0 references
hierarchical model
0 references
Laplace transformation
0 references
minimaxity
0 references
multivariate linear model
0 references
quadratic loss
0 references
scale mixture
0 references
shrinkage estimator
0 references