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

DOI10.1006/JMVA.1993.1051MaRDI QIDQ689333zbMATH OpenOpenAlexFDO

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

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)

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(6)

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