Bayesian stein-type shrinkage estimators in high-dimensional linear regression models

Ahmadreza Zanboori; Ehsan Zanboori; Maryam Mousavi; Sayyed Mahmoud Mirjalili

doi:10.1007/s40863-024-00473-0

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Bayesian stein-type shrinkage estimators in high-dimensional linear regression models

Ahmadreza Zanboori Ehsan Zanboori Maryam Mousavi Sayyed Mahmoud Mirjalili

Year: 2024 Journal: São Paulo Journal of Mathematical Sciences Vol: 18 (2)Pages: 1889-1914 Publisher: Springer Nature

DOI: 10.1007/s40863-024-00473-0

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Keywords:

Shrinkage Shrinkage estimator Linear regression Bayesian multivariate linear regression Estimator Statistics Linear model Bayesian probability Bayesian linear regression Mathematics Regression analysis Regression James–Stein estimator Proper linear model Econometrics Type (biology) General linear model Bayesian inference Geology Minimax estimator

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Statistical Methods and Inference

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Bayesian Methods and Mixture Models

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Bayesian stein-type shrinkage estimators in high-dimensional linear regression models

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