scientific article; zbMATH DE number 4211255

MaRDI QIDQ3358041zbMATH OpenFDO

Authors M. K. Gosh, Li Chu Lee, Ramon C. Littell

Publication date 1990

zbMATH Keywords

empirical Bayes estimatorfactorial designg-priorshierarchical Bayes estimationhyperparameter Bayesian methodJames-Stein estimatorleast squares estimatorsminimaxMonte Carlo simulationsnested regression modelsnormality assumptionnumerical examplepreliminary test estimatorsreduced modelsresponse functionrisk performance

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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