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Improving Efficiency by Shrinkage

- The James--Stein and Ridge Regression Estimators

af Marvin Gruber
Improving Efficiency by Shrinkage af Marvin Gruber
Bag om Improving Efficiency by Shrinkage

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

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367579364
  • Indbinding:
  • Paperback
  • Sideantal:
  • 652
  • Udgivet:
  • 30. juni 2020
  • Størrelse:
  • 152x229x0 mm.
  • Vægt:
  • 453 g.
  • 2-3 uger.
  • 12. december 2024
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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

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