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Volumn 37, Issue 2, 2008, Pages 180-193

Some applications of the rao distance to shrinkage estimators

Author keywords

Bayes estimators; Geodesic distance; Prior and posterior distri butions; Ridge type estimators

Indexed keywords

BAYESIAN NETWORKS; INFORMATION ANALYSIS; NORMAL DISTRIBUTION; PARAMETER ESTIMATION; PROBLEM SOLVING;

EID: 37749002462     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920701649191     Document Type: Article
Times cited : (4)

References (16)
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    • Amari, S., Nagoaka, H. (1993). Methods of Information Geometry. American Mathematical Society. Translations of Mathematical Monographs, Vol. 191. Providence, RI: Oxford University Press.
    • (1993) Methods of Information Geometry , vol.191
    • Amari, S.1    Nagoaka, H.2
  • 2
    • 0001436946 scopus 로고
    • Rao's distance measure
    • Atkinson, C., Mitchell, A. F. S. (1981). Rao's distance measure. Sankya 43:345-365.
    • (1981) Sankya , vol.43 , pp. 345-365
    • Atkinson, C.1    Mitchell, A.F.S.2
  • 3
    • 0000367297 scopus 로고
    • Informative geometry in probability spaces
    • Burbea, J. (1986). Informative geometry in probability spaces. Expositiones Mathematica 4:347-378.
    • (1986) Expositiones Mathematica , vol.4 , pp. 347-378
    • Burbea, J.1
  • 8
    • 1542380780 scopus 로고
    • Bayes estimators for linear models with less than full rank
    • Gruber, M. H. J., Rao, P. S. R. S. (1982). Bayes estimators for linear models with less than full rank. Commun. Statist. Theor. Meth. 11(1):59-69.
    • (1982) Commun. Statist. Theor. Meth , vol.11 , Issue.1 , pp. 59-69
    • Gruber, M.H.J.1    Rao, P.S.R.S.2
  • 9
    • 84942487147 scopus 로고
    • Ridge regression: Biased estimation for nonorthogonal problems
    • Hoerl, A. E., Kennard, R. W. (1970). Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:69-82.
    • (1970) Technometrics , vol.12 , pp. 69-82
    • Hoerl, A.E.1    Kennard, R.W.2
  • 12
    • 84952099094 scopus 로고
    • On biased estimation in linear models
    • Mayer, L. S., Willke, T. A. (1973). On biased estimation in linear models. Technometrics 15:497-508.
    • (1973) Technometrics , vol.15 , pp. 497-508
    • Mayer, L.S.1    Willke, T.A.2
  • 13
    • 0001915002 scopus 로고
    • Information and accuracy attainable in the estimation of statistical parameters
    • Rao, C. R. (1945). Information and accuracy attainable in the estimation of statistical parameters. Bull. Calcutta Mathemat. Soc. 37:81-91.
    • (1945) Bull. Calcutta Mathemat. Soc , vol.37 , pp. 81-91
    • Rao, C.R.1
  • 15
    • 0016767806 scopus 로고
    • Simultaneous estimation of parameters in different linear models with application to biometric problems
    • Rao, C. R. (1975). Simultaneous estimation of parameters in different linear models with application to biometric problems. Biometrics 31:545-554.
    • (1975) Biometrics , vol.31 , pp. 545-554
    • Rao, C.R.1
  • 16
    • 0006343819 scopus 로고
    • Differential metrics in probability spaces
    • Amari, S. I, et al. eds, Hayward, CA: Institute of Mathematical Statistics
    • Rao, C. R. (1987). Differential metrics in probability spaces. In: Amari, S. I., et al. eds. Differential Geometry in Statistical Inference. Hayward, CA: Institute of Mathematical Statistics.
    • (1987) Differential Geometry in Statistical Inference
    • Rao, C.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.