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Abstract Details
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Activity Number:
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540
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Type:
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Invited
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Date/Time:
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Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #303965 |
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Title:
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Understanding Shrinkage in a Decision Theoretic Framework
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Author(s):
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Kenneth M. Rice*+
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Companies:
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University of Washington
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Address:
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F-600 Health Sciences Building, Seattle, WA, 98195,
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Keywords:
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Abstract:
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In this talk we posit the shrinkage problem in a decision theoretic framework and introduce loss functions that govern different forms of shrinkage. We contrast the difference between models that shrink and loss functions that shrink. We study the optimal shrinkage weights for combining estimators under different loss functions. We illustrate the methods using the example of estimating gene-environment interaction under the assumption of gene-environment independence and derive the shrinkage estimators that have been proposed in the literature as optimal decision rules under various loss functions.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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