Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
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Publication:3155370
DOI10.1081/STA-120037452zbMath1213.62015OpenAlexW2568091680MaRDI QIDQ3155370
Tatsuya Kubokawa, Muni S. Srivastava
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120037452
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Related Items (4)
Bayesian estimation of the biasing parameter for ridge regression: A novel approach ⋮ Empirical Bayes regression analysis with many regressors but fewer observations ⋮ A modelling framework for regression with collinearity ⋮ Shrinkage estimation with singular priors and an application to small area estimation
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Minimax ridge regression estimation
- Families of minimax estimators of the mean of a multivariate normal distribution
- Ridge Regression in Practice
- Minimax Adaptive Generalized Ridge Regression Estimators
- A Generalized View on Continuum Regression
- Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
- Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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