Generalized double pareto shrinkage

Statistica Sinica

Volumn 23, Issue 1, 2013, Pages 119-143

  Armagan, Artin ^a   Dunson, David B ^b   Lee, Jaeyong ^c  

^a SAS INSTITUTE INC   (United States)

^b Duke University   (United States)

^c Seoul National University   (South Korea)

Author keywords

Heavy tails; High dimensional data; LASSO; Maximum a posteriori estimation; Relevance vector machine; Robust prior; Shrinkage estimation

Indexed keywords

EID: 84878094378     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2011.048     Document Type: Article

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