Bayesian shrinkage prediction for the regression problem
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- George, Edward I. & Xu, Xinyi, 2008. "Predictive Density Estimation For Multiple Regression," Econometric Theory, Cambridge University Press, vol. 24(2), pages 528-544, April.
- repec:cup:cbooks:9780521651165 is not listed on IDEAS
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Komaki, Fumiyasu, 2015. "Simultaneous prediction for independent Poisson processes with different durations," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 35-48.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Xu, Xinyi & Zhou, Dunke, 2011. "Empirical Bayes predictive densities for high-dimensional normal models," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1417-1428, November.
- Takeru Matsuda & Fumiyasu Komaki, 2015. "Singular value shrinkage priors for Bayesian prediction," Biometrika, Biometrika Trust, vol. 102(4), pages 843-854.
- Komaki, Fumiyasu, 2015. "Simultaneous prediction for independent Poisson processes with different durations," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 35-48.
More about this item
Keywords
primary; 62F07; 62F15 secondary; 62C10; 62J07 Bayesian prediction Shrinkage estimation Normal regression Superharmonic function Minimaxity Kullback-Leibler divergence;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:99:y:2008:i:9:p:1888-1905. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.