Bayes and empirical Bayes shrinkage estimation of regression coefficients (Q3761498)
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English | Bayes and empirical Bayes shrinkage estimation of regression coefficients |
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Bayes and empirical Bayes shrinkage estimation of regression coefficients (English)
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1986
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hierarchical Bayes
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ridge regression
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predictive means and variances
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empirical Bayes shrinkage estimation methods
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normal linear regression model
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Comparisons of shrinking weights
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overshrinking
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numerical example
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