Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax multivariate empirical Bayes estimators under multicollinearity |
scientific article |
Statements
Minimax multivariate empirical Bayes estimators under multicollinearity (English)
0 references
12 May 2005
0 references
Empirical Bayes estimator
0 references
Ridge regression estimator
0 references
Multicollinearity
0 references
Multivariate linear regression model
0 references
Multivariate normal distribution
0 references
0 references
0 references
