Publication:3996985

zbMath0705.62063MaRDI QIDQ3996985

Marvin H. J. Gruber

Publication date: 17 September 1992

zbMATH Keywords

Kalman filter; analysis of variance; exercises; repeated sampling; minimax estimator; efficiency comparisons; ridge type estimators; Bayesian interpretation; decision theory interpretation; multicollinearities; unstable least squares estimates

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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