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Improving Efficiency by Shrinkage

- The James--Stein and Ridge Regression Estimators

af Marvin Gruber

indgår i Statistics: A Series of Textbooks and Monographs serien

Improving Efficiency by Shrinkage af Marvin Gruber
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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. This book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780824701567
  • Indbinding:
  • Hardback
  • Sideantal:
  • 652
  • Udgivet:
  • 26. februar 1998
  • Størrelse:
  • 152x229x36 mm.
  • Vægt:
  • 1043 g.
  • 8-11 hverdage.
  • 16. januar 2025
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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. This book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.

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