Choosing shrinkage estimators for regression problems

DOI10.1080/03610927608827397MaRDI QIDQ4113270zbMATH OpenOpenAlexFDO

Authors John E. Rolph

Publication date 1976

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

Full work available at URL https://doi.org/10.1080/03610927608827397

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites work

• A predictive approach to the random effect model
• Estimation with quadratic loss.
• Improved Estimators for Coefficients in Linear Regression
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Matrix Inversion, Its Interest and Application in Analysis of Data
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Ridge regression:some simulations

Cited in

(8)

• Empirical Bayes estimates for a two-way cross-classified model
• Bayes and empirical Bayes shrinkage estimation of regression coefficients
• Empirical bayes estimation of the mean in a multivariate normal distribution
• Shrinkage estimation in nonparametric Bayesian survival analysis: a simulation study
• Equality of two blues and ridge-type estimates
• A bayesiak comparison of some estimators used in linear regression with multicollinear data
• Minimum mean-square error quadrature
• A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies

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