Approximate Bayesian shrinkage estimation

MaRDI QIDQ1804818zbMATH OpenFDO

Authors Wang-Shu Lu

Publication date 26 June 1995

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

meansimulationsposterior meanshrinkage factorBayesian shrinkage estimategeneralized linear empirical Bayes modelhomogeneous model with exchangeable priorsmaximum extended quasi-likelihood estimatesrelative saving loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Empirical decision procedures; empirical Bayes procedures (62C12)

Recommendations

• Bayes and empirical Bayes shrinkage estimation of regression coefficients
• Risk-Reducing Shrinkage Estimation for Generalized Linear Models
• Estimations in the normal regression empirical bayes model
• Shrinkage estimation
• Extended linear empirical bayes estimation

Cited in

(13)

• Bayes and empirical Bayes shrinkage estimation of regression coefficients
• Double shrinkage empirical Bayesian estimation for unknown and unequal variances
• A formal bayes multiple shrinkage estimator
• Bayesian Semiparametric Multiple Shrinkage
• Bayesian cumulative shrinkage for infinite factorizations
• Singular value shrinkage priors for Bayesian prediction
• The approximate empirical Bayesian estimation of kurtosis and skewness coefficients
• Approximate repeated-measures shrinkage
• Risk-Reducing Shrinkage Estimation for Generalized Linear Models
• Bayesian shrinkage estimates for regression coefficients in m populations
• Bayesian shrinkage estimation of the relative abundance of mRNA transcripts using SAGE
• scientific article; zbMATH DE number 4211293 (Why is no real title available?)
• Estimation of a common slope in a gamma regression model with multiple strata: an empirical Bayes method

This page was built for publication: Approximate Bayesian shrinkage estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1804818)