A new class of generalized Bayes minimax ridge regression estimators
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Publication:2583418
DOI10.1214/009053605000000327zbMath1078.62006arXivmath/0508282OpenAlexW2046802579MaRDI QIDQ2583418
Yuzo Maruyama, William E. Strawderman
Publication date: 16 January 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508282
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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