Shrinkage estimation with singular priors and an application to small area estimation

DOI10.1016/j.jmva.2021.104726zbMath1464.62298OpenAlexW3125208345MaRDI QIDQ2022554

Malay Ghosh, Ryumei Nakada, Sayar Karmakar, Tatsuya Kubokawa

Publication date: 29 April 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104726

zbMATH Keywords

minimaxityrisk functionquadratic loss functionStein estimatorGaussian Markov random field priormulti-task averaging

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Sampling theory, sample surveys (62D05) Minimax procedures in statistical decision theory (62C20)

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