A new class of generalized Bayes minimax ridge regression estimators
Work
Year: 2005
Type: article
Abstract: Let y=A\beta+\epsilon, where y is an N\times1 vector of observations, \beta is a p\times1 vector of unknown regression coefficients, A is an N\times p design matrix and \epsilon is a spherically symme... more
Source: The Annals of Statistics
Authors Yuzo Maruyama, William E. Strawderman
Cites: 23
Cited by: 63
Related to: 10
FWCI: 1.07
Citation percentile (by year/subfield): 86.26
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Life below water
Open Access status: bronze