Improving Efficiency by Shrinkage

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Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

Probability and statistics

Author: Marvin Gruber

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Collection: Statistics: A Series of Textbooks and Monographs

Language: English

Published by: CRC Press

Published on: 1st November 2017

Format: LCP-protected ePub

Size: 22 Mb

ISBN: 9781351439152


Book Description

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.

Ordering Information

College or university bookshops may order five or more copies at a special student rate, available on request.

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