Shrinking toward submodels in regression (Q1333134)

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Shrinking toward submodels in regression
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    Shrinking toward submodels in regression (English)
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    13 September 1994
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    empirical Bayes estimation
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    normal-equation approach
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    shrinkage estimator
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    subspace-Stein estimator
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    subspace-ridge estimator
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    subspace- shrinkage estimation
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    generalized ridge estimation
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    choice of shrinkage coefficient
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    choice of subspace
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    data-adaptive selection
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    ordinary least- squares estimation
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    variable selection
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