Supplement to Empirical Bayes Regression with Many Regressors
نویسندگان
چکیده
منابع مشابه
Empirical Bayes Regression Analysis with Many Regressors but Fewer Observations
In this paper, we consider the prediction problem in multiple linear regression model in which the number of predictor variables, p, is extremely large compared to the number of available observations, n. The least squares predictor based on a generalized inverse is not efficient. We propose six empirical Bayes estimators of the regression parameters. Three of them are shown to have uniformly l...
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تاریخ انتشار 2004