A new class of generalized Bayes minimax ridge regression estimators

DOI10.1214/009053605000000327zbMath1078.62006arXivmath/0508282OpenAlexW2046802579MaRDI QIDQ2583418

Yuzo Maruyama, William E. Strawderman

Publication date: 16 January 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508282

zbMATH Keywords

condition numberminimaxitygeneralized Bayes

Mathematics Subject Classification ID

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