Generalized Bayes Stein-type estimators for regression parameters under linear constraints
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Publication:689333
DOI10.1006/jmva.1993.1051zbMath0779.62026MaRDI QIDQ689333
Publication date: 6 December 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1051
linear restrictions; linear regression model; generalized Bayes estimators; ordinary least-squares estimator
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
62C15: Admissibility in statistical decision theory
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