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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

Paperback

Series: Statistics: A Textbooks and Monographs

Technology & EngineeringProbability & Statistics

ISBN10: 0367579367
ISBN13: 9780367579364
Publisher: CRC Press
Published: Jun 30 2020
Pages: 652
Weight: 1.90
Height: 1.31 Width: 6.00 Depth: 9.00
Language: English
Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.

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Gruber, Marvin

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Probability & Statistics