Please use this identifier to cite or link to this item: 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

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