49
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Shrinking Towards Subspaces in Multiple Linear Regression

Pages 307-311 | Published online: 23 Mar 2012

REFERENCES

  • Carter , G. M. and Rolph , J. E. 1974 . “Empirical Bayes Methods Applied to Estimating Fire Alarm Probabilities,” . Journal of the American Statistical Association , 69 : 880 – 885 .
  • Draper , N. R. and Van Nostrand , R. C. 1979 . “Ridge Regression and James-Stein Estimation: Review and Comments,” . Technometrics , 21 : 451 – 466 .
  • Efron , B. and Morris , C. 1972 . “Empirical Bayes on Vector Observations: An Extension of Stein's Method,” . Biometrika , 59 : 335 – 347 .
  • Efron , B. and Morris , C. 1973 . “Stein's Estimation Rule and Its Competitors–An Empirical Bayes Approach,” . Journal of the American Statistical Association , 68 : 117 – 130 .
  • Efron , B. and Morris , C. 1975 . “Data Analysis Using Stein's Estimator and Its Generalizations,” . Journal of the American Statistical Association , 70 : 311 – 319 .
  • Goldstein , M. 1976 . “Bayesian Analysis of Regression Problems,” . Biometrika , 63 : 51 – 58 .
  • Hoerl , A. E. and Kennard , R. W. 1970 . “Ridge Regression: Biased Estimation for Nonorthogonal Problems,” . Technometrics , 12 : 55 – 66 .
  • James , W. and Stein , C. 1961 . “Estimation With Quadratic Loss,” . in Proceedings of the Fourth Berkeley Symposium , 1 : 361 – 379 .
  • Kendall , M. G. 1957 . A Course in Multivariate Analysis New York : Hafner. .
  • Lindley , D. V. 1962 . “Discussion of Stein,” . Journal of the Royal Statistical Society , 24 : 285 – 287 . Ser. B
  • Lindley , D. V. and Smith , A. F. M. 1972 . “Bayes Estimates for the Linear Model (with discussion),” . Journal of the Royal Statistical Society , 34 : 1 – 41 . Ser. B
  • Marquardt , D. W. and Snee , R. D. 1975 . “Ridge Regression in Practice,” . The American Statistician , 29 : 3 – 20 .
  • Massy , W. F. 1965 . “Principal Components Regression in Exploratory Statistical Research,” . Journal of the American Statistical Association , 60 : 234 – 246 .
  • Rolph , J. E. 1976 . “Choosing Shrinkage Estimators for Regression Problems,” . Communications in Statistics , A5 : 789 – 802 .
  • Sclove , S. 1968 . “Improved Estimators for Coefficients in Linear Regression,” . Journal of the American Statistical Association , 63 : 596 – 606 .
  • Sclove , S. , Morris , C and Radhakrishnan , R. 1972 . “Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution,” . Annals of Mathematical Statistics , 43 : 1481 – 1490 .
  • Stein , C. 1966 . “An Approach to the Recovery of Inter-Block Information in Balanced Incomplete Block Designs,”. ” . In Festschrift for J. Neyman Edited by: David , F. N. New York : John Wiley. .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.