A Bayesian alternative to least squares and equal weighting coefficients in regression

DOI10.1007/BF02294693MaRDI QIDQ1141999zbMATH OpenFDO

Authors James E. Laughlin

Publication date 1979

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02294693

zbMATH Keywords

Bayesian exchangeability estimationMonte Carlo investigationridge regression

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• PLU Robust Bayesian Decision Theory: Point Estimation

Cited in

(1)

• Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value

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