An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints
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Publication:4375879
DOI10.1080/02331889708802603zbMath0915.62002MaRDI QIDQ4375879
Publication date: 30 June 1999
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889708802603
62J07: Ridge regression; shrinkage estimators (Lasso)
62C12: Empirical decision procedures; empirical Bayes procedures
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Cites Work
- Generalized Bayes Stein-type estimators for regression parameters under linear constraints
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
- An explicit formula for the risk of James-Stein estimators
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