Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Improving Efficiency by Shrinkage by Marvin Gruber, CRC Press
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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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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