A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
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Publication:4638806
DOI10.1080/03610918.2016.1193195zbMath1388.62214OpenAlexW2505899558MaRDI 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 modelshrinkage estimatorBayes estimatormean square errorstatistical decision theorycompound covariate estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) General considerations in statistical decision theory (62C05)
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Cites Work
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