A generalization and Bayesian interpretation of ridge-type estimators with good prior means

DOI10.1007/BF02924684MaRDI QIDQ3492675zbMATH OpenFDO

Authors K.-H. Loesgen

Publication date 1990

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02924684

zbMATH Keywords

Bayes-estimatorsgood prior meansmean square error matrix comparisonsridge-type estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• A ridge-type estimator and good prior means
• Some remarks on a ridge-type-estimator and good prior means
• A new class of generalized Bayes minimax ridge regression estimators
• A class of generalized ridge estimators
• Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression
• scientific article; zbMATH DE number 1046831
• scientific article; zbMATH DE number 3915446

Cites work

• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A ridge-type estimator and good prior means
• A theorem on the difference of the generalized inverses of two nonnegative matrices
• scientific article; zbMATH DE number 1494998 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Mean square error matrix comparisons of estimators in linear regression
• Some remarks on a ridge-type-estimator and good prior means

Cited in

(12)

• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
• Some remarks on a ridge-type-estimator and good prior means
• scientific article; zbMATH DE number 3915446 (Why is no real title available?)
• BAYESIAN ESTIMATION OF T–G RIDGE MODEL
• A ridge-type estimator and good prior means
• scientific article; zbMATH DE number 46829 (Why is no real title available?)
• scientific article; zbMATH DE number 63416 (Why is no real title available?)
• A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
• Some Applications of the Rao Distance to Shrinkage Estimators
• Bayesian ridge regression for survival data based on a vine copula-based prior
• Bayesian ridge estimators based on a vine copula-based prior in Poisson and negative binomial regression models
• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

This page was built for publication: A generalization and Bayesian interpretation of ridge-type estimators with good prior means

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3492675)