A SHRINKAGE ESTIMATOR OF THE BIVARIATE NORMAL MEAN WITH INTERVAL RESTRICTIONS

DOI10.5183/jjscs1988.11.79zbMath0936.62077OpenAlexW2055981640MaRDI QIDQ4935620

Hea-Jung Kim, Kôichi Inada, Hiroshi Yadoshita

Publication date: 18 May 2000

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.11.79

zbMATH Keywords

shrinkage type estimatorminimum discrimination information approachprior interval information

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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