Generalized Bayes Stein-type estimators for regression parameters under linear constraints

DOI10.1006/JMVA.1993.1051zbMATH Open0779.62026OpenAlexW1979657546MaRDI QIDQ689333FDOQ689333

Authors: Kurt Hoffmann 

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

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zbMATH Keywords

linear regression modellinear restrictionsgeneralized Bayes estimatorsordinary least-squares estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Cited In (6)

• Stein estimation -- a review
• Concentration probabilities and generalized mixed regression estimators in regression model
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints
• Minkowski-Weyl priors for models with parameter constraints: an analysis of the biocycle study

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