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http://repositorio.ufla.br/jspui/handle/1/13986| Title: | A bayesian approach to shrinkage estimators |
| Authors: | Rizzo, Filipe das Neves Gajo, Cristiane Alvarenga Souza, Devanil Jaques de Chaves, Lucas Monteiro |
| Keywords: | Shrinkage estimators Empirical Bayes Minimum mean square estimator Abordagem Bayesiana Estimadores de encolhimento Estimação por mínimos quadrados |
| Issue Date: | 1-Aug-2017 |
| Publisher: | Universidade Federal de Lavras |
| Citation: | RIZZO, F. das N. et al. A bayesian approach to shrinkage estimators. Revista Brasileira de Biometria, Lavras, v. 33, n. 4, p. 585-602, jan. 2016. |
| Description: | Estimators obtained by shrinking the least squares estimator are becoming widely used since the work of Stein, in the early 60’s, where it was presented an estimator for the mean of multivariate normal that dominates the sample mean, and the work of Hoerl and Kennard, in the early 70’s, on ridge estimators. In this work we present an approach using Bayesian and empirical Bayesian procedures to obtain some important shrinkage estimators. |
| URI: | http://repositorio.ufla.br/jspui/handle/1/13986 |
| Appears in Collections: | Revista Brasileira de Biometria |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ARTIGO_A bayesian approach to shrinkage estimators.pdf | 273,87 kB | Adobe PDF | View/Open |
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