Improving Efficiency by Shrinkage
The James--Stein and Ridge Regression Estimators
Nonfiction, Science & Nature, Mathematics, Statistics
| Author: | Marvin Gruber | ISBN: | 9781351439152 |
| Publisher: | CRC Press | Publication: | November 1, 2017 |
| Imprint: | Routledge | Language: | English |
| Author: | Marvin Gruber |
| ISBN: | 9781351439152 |
| Publisher: | CRC Press |
| Publication: | November 1, 2017 |
| Imprint: | Routledge |
| 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.
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.
