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   Articles with "minimax estimators" as a keyword



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Bayes minimax ridge regression estimators

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recommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2017.1397167

Abstract: ABSTRACT The problem of estimating of the vector β of the linear regression model y = Aβ + ϵ with ϵ ∼ Np(0, σ2Ip) under quadratic loss function is considered when common variance σ2 is… read more here.

Keywords: regression estimators; minimax estimators; regression; ridge regression ... See more keywords