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BAYESIAN ESTIMATION OF T–G RIDGE MODEL
Author(s) -
Saxena Ashok K.
Publication year - 1984
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1984.tb01116.x
Subject(s) - ridge , bayesian probability , mathematics , bayes estimator , mean squared error , statistics , point estimation , estimation , econometrics , geology , economics , paleontology , management
Ridge type analysis of the Theil–Goldberger mixed model, considered earlier by Saxena and Bhatta–charya (1983) for the non–Bayesian set–up, is discussed from the Bayesian view–point when a has a closed prior and the loss–function being squared error.