Empirical Bayes regression analysis with many regressors but fewer observations (Q2382899)
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scientific article; zbMATH DE number 5197302
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| default for all languages | No label defined |
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| English | Empirical Bayes regression analysis with many regressors but fewer observations |
scientific article; zbMATH DE number 5197302 |
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Empirical Bayes regression analysis with many regressors but fewer observations (English)
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4 October 2007
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Empirical Bayes method
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James-Stein estimator
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Prediction
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Ridge regression
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Shrinkage
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Stability
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0.8114086985588074
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0.7984625697135925
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0.7927797436714172
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0.7817391157150269
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