On multivariate ridge regression (Q3806610)
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English | On multivariate ridge regression |
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On multivariate ridge regression (English)
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1987
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EM algorithm
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exchangeability
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Lindley-Smith model estimate
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linear hierarchical model
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mean of multivariate normal distribution
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Stein estimator
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multivariate linear regression model
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maximum likelihood estimate
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multivariate ridge estimator
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Bayesian estimates
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identifiability
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conjugate priors
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