Publication:3996985
From MaRDI portal
zbMath0705.62063MaRDI QIDQ3996985
Publication date: 17 September 1992
Kalman filter; analysis of variance; exercises; repeated sampling; minimax estimator; efficiency comparisons; ridge type estimators; Bayesian interpretation; decision theory interpretation; multicollinearities; unstable least squares estimates
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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