A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
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Publication:4638806
DOI10.1080/03610918.2016.1193195zbMath1388.62214MaRDI QIDQ4638806
Publication date: 30 April 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1193195
linear model; shrinkage estimator; Bayes estimator; mean square error; statistical decision theory; compound covariate estimator
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
62C05: General considerations in statistical decision theory
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