Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity

DOI10.1081/STA-120037452zbMath1213.62015OpenAlexW2568091680MaRDI QIDQ3155370

Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120037452

Mathematics Subject Classification ID

Related Items (4)

Bayesian estimation of the biasing parameter for ridge regression: A novel approach ⋮ Empirical Bayes regression analysis with many regressors but fewer observations ⋮ A modelling framework for regression with collinearity ⋮ Shrinkage estimation with singular priors and an application to small area estimation

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Minimax ridge regression estimation
• Families of minimax estimators of the mean of a multivariate normal distribution
• Ridge Regression in Practice
• Minimax Adaptive Generalized Ridge Regression Estimators
• A Generalized View on Continuum Regression
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
• Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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