Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

von Marvin Gruber

654 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9780824701567
• Sprache: Englisch
• Erscheinungsdatum: 26.02.1998
• Größe: 240 x 161 mm
• Verlag: Routledge