Shrinkage and modification techniques in estimation of variance and the related problems: A review
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Publication:4240717
DOI10.1080/03610929908832317zbMath1063.62514OpenAlexW2064537758MaRDI QIDQ4240717
Publication date: 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832317
variance componentslinear calibration problemempirical and generalized Bayes rulesestimation of restricted parametersnoncentrality paremeterShrinkage procedurestatisticol decision theory
Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
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