Bayesian Decision Based Estimation and Predictive Inference
Shrinkage estimation is a traditional research topic in Bayesian analysis. The three sections in this chapter convincingly argue that this venerable topic remains a current research frontier with many open problems. The chapter starts with a review of the current state of research and concludes with an insightful discussion of a very specific form of shrinkage estimation arising in recent work on inference in gene-environment interaction studies.
KeywordsEntropy Covariance Shrinkage Expense Resid
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