A bayesian approach to shrinkage estimators

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dc.contributor.authorRizzo, Filipe das Neves
dc.contributor.authorGajo, Cristiane Alvarenga
dc.contributor.authorSouza, Devanil Jaques de
dc.contributor.authorChaves, Lucas Monteiro
dc.creatorRizzo, Filipe das Neves
dc.creatorGajo, Cristiane Alvarenga
dc.creatorSouza, Devanil Jaques de
dc.creatorChaves, Lucas Monteiro
dc.date2016-01-04
dc.date.accessioned2017-08-01T20:09:57Z
dc.date.available2017-08-01T20:09:57Z
dc.date.issued2017-08-01
dc.descriptionEstimators 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. 
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dc.identifier.citationRIZZO, 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.
dc.identifier.urihttps://repositorio.ufla.br/handle/1/13986
dc.publisherUniversidade Federal de Lavras
dc.relationhttp://www.biometria.ufla.br/index.php/BBJ/article/view/38/24
dc.rightsAttribution 4.0 International*
dc.rightsAttribution 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceREVISTA BRASILEIRA DE BIOMETRIA; Vol 33 No 4 (2015); 585-602
dc.source1983-0823
dc.subjectShrinkage estimators
dc.subjectEmpirical Bayes
dc.subjectMinimum mean square estimator
dc.subjectAbordagem Bayesiana
dc.subjectEstimadores de encolhimento
dc.subjectEstimação por mínimos quadrados
dc.titleA bayesian approach to shrinkage estimators
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typePeer-reviewed Article

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