Bayesian prediction with adaptive ridge estimators
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Publication:5499713
DOI10.1214/11-IMSCOLL815zbMath1326.62059MaRDI QIDQ5499713
D. G. T. Denison, Edward I. George
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
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