A new class of generalized Bayes minimax ridge regression estimators
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Publication:2583418
DOI10.1214/009053605000000327zbMath1078.62006arXivmath/0508282MaRDI 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
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
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