A bayesian approach to shrinkage estimators

Detalhes bibliográficos
Autor(a) principal: Rizzo, Filipe das Neves
Data de Publicação: 2016
Outros Autores: Gajo, Cristiane Alvarenga, Souza, Devanil Jaques de, Chaves, Lucas Monteiro
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFLA
Texto Completo: http://repositorio.ufla.br/jspui/handle/1/13986
Resumo: 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. 
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spelling A bayesian approach to shrinkage estimatorsShrinkage estimatorsEmpirical BayesMinimum mean square estimatorAbordagem BayesianaEstimadores de encolhimentoEstimação por mínimos quadradosEstimators 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. Universidade Federal de Lavras2016-01-042017-08-01T20:09:57Z2017-08-01T20:09:57Z2017-08-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionPeer-reviewed Articleapplication/pdfapplication/pdfRIZZO, 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.http://repositorio.ufla.br/jspui/handle/1/13986REVISTA BRASILEIRA DE BIOMETRIA; Vol 33 No 4 (2015); 585-6021983-0823reponame:Repositório Institucional da UFLAinstname:Universidade Federal de Lavras (UFLA)instacron:UFLAenghttp://www.biometria.ufla.br/index.php/BBJ/article/view/38/24Copyright (c) 2015 Filipe das Neves RIZZO, Cristiane Alvarenga GAJO, Devanil Jaques de SOUZA, Lucas Monteiro CHAVESAttribution 4.0 Internationalhttp://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessRizzo, Filipe das NevesGajo, Cristiane AlvarengaSouza, Devanil Jaques deChaves, Lucas MonteiroRizzo, Filipe das NevesGajo, Cristiane AlvarengaSouza, Devanil Jaques deChaves, Lucas Monteiro2021-04-20T12:34:37Zoai:localhost:1/13986Repositório InstitucionalPUBhttp://repositorio.ufla.br/oai/requestnivaldo@ufla.br || repositorio.biblioteca@ufla.bropendoar:2021-04-20T12:34:37Repositório Institucional da UFLA - Universidade Federal de Lavras (UFLA)false
dc.title.none.fl_str_mv A bayesian approach to shrinkage estimators
title A bayesian approach to shrinkage estimators
spellingShingle A bayesian approach to shrinkage estimators
Rizzo, Filipe das Neves
Shrinkage estimators
Empirical Bayes
Minimum mean square estimator
Abordagem Bayesiana
Estimadores de encolhimento
Estimação por mínimos quadrados
title_short A bayesian approach to shrinkage estimators
title_full A bayesian approach to shrinkage estimators
title_fullStr A bayesian approach to shrinkage estimators
title_full_unstemmed A bayesian approach to shrinkage estimators
title_sort A bayesian approach to shrinkage estimators
author Rizzo, Filipe das Neves
author_facet Rizzo, Filipe das Neves
Gajo, Cristiane Alvarenga
Souza, Devanil Jaques de
Chaves, Lucas Monteiro
author_role author
author2 Gajo, Cristiane Alvarenga
Souza, Devanil Jaques de
Chaves, Lucas Monteiro
author2_role author
author
author
dc.contributor.author.fl_str_mv Rizzo, Filipe das Neves
Gajo, Cristiane Alvarenga
Souza, Devanil Jaques de
Chaves, Lucas Monteiro
Rizzo, Filipe das Neves
Gajo, Cristiane Alvarenga
Souza, Devanil Jaques de
Chaves, Lucas Monteiro
dc.subject.por.fl_str_mv Shrinkage estimators
Empirical Bayes
Minimum mean square estimator
Abordagem Bayesiana
Estimadores de encolhimento
Estimação por mínimos quadrados
topic Shrinkage estimators
Empirical Bayes
Minimum mean square estimator
Abordagem Bayesiana
Estimadores de encolhimento
Estimação por mínimos quadrados
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. 
publishDate 2016
dc.date.none.fl_str_mv 2016-01-04
2017-08-01T20:09:57Z
2017-08-01T20:09:57Z
2017-08-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv 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.
http://repositorio.ufla.br/jspui/handle/1/13986
identifier_str_mv 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.
url http://repositorio.ufla.br/jspui/handle/1/13986
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv http://www.biometria.ufla.br/index.php/BBJ/article/view/38/24
dc.rights.driver.fl_str_mv Attribution 4.0 International
http://creativecommons.org/licenses/by/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Attribution 4.0 International
http://creativecommons.org/licenses/by/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Universidade Federal de Lavras
publisher.none.fl_str_mv Universidade Federal de Lavras
dc.source.none.fl_str_mv REVISTA BRASILEIRA DE BIOMETRIA; Vol 33 No 4 (2015); 585-602
1983-0823
reponame:Repositório Institucional da UFLA
instname:Universidade Federal de Lavras (UFLA)
instacron:UFLA
instname_str Universidade Federal de Lavras (UFLA)
instacron_str UFLA
institution UFLA
reponame_str Repositório Institucional da UFLA
collection Repositório Institucional da UFLA
repository.name.fl_str_mv Repositório Institucional da UFLA - Universidade Federal de Lavras (UFLA)
repository.mail.fl_str_mv nivaldo@ufla.br || repositorio.biblioteca@ufla.br
_version_ 1807835073076002816

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