On hierarchical prior specifications and penalized likelihood
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Publication:5499708
DOI10.1214/11-IMSCOLL811zbMath1326.62159MaRDI QIDQ5499708
Robert L. Strawderman, Martin T. Wells
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
regularizationhierarchical modelsLassopenalized likelihoodmaximum a posteriori estimaterestricted parameter spaceminimax concave penaltyStein estimationpositive-part estimatorgrouped Lasso
Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)
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