Shrinkage Estimators for Covariance Matrices

DOI10.1111/j.0006-341X.2001.01173.xzbMath1209.62132OpenAlexW2106139345WikidataQ37356562 ScholiaQ37356562MaRDI QIDQ3078880

Robert E. Kass, Michael J. Daniels

Publication date: 1 March 2011

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0006-341x.2001.01173.x

zbMATH Keywords

longitudinal data empirical Bayes general linear model hierarchical prior Givens angles

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Empirical decision procedures; empirical Bayes procedures (62C12)

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