Risk-Reducing Shrinkage Estimation for Generalized Linear Models

DOI10.1111/J.1467-9868.2005.00495.XMaRDI QIDQ4673574zbMATH OpenOpenAlexFDO

Authors Dan J. Spitzner

Publication date 6 May 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2005.00495.x

zbMATH Keywords

calcium oxalateentropy lossJeffreys priorshrinkage estimationurine specimens

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Generalized linear models (logistic models) (62J12)

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Cites work

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Cited in

(9)

• Prior distributions for objective Bayesian analysis
• Nonlinear GCV and quasi-GCV for shrinkage models
• Approximate Bayesian shrinkage estimation
• Catalytic prior distributions with application to generalized linear models
• Reducing data nonconformity in linear models
• Bayes and empirical Bayes methods for reduced rank regression models in matched case-control studies
• Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
• Shrinkage estimation in general linear models

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