Improving Efficiency by Shrinkage

Improving Efficiency by Shrinkage

Författare: Marvin Gruber
Förlag: CRC Press
Upplaga: 1
Utgivningsår: 2017
ISBN: 9780367579364

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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. 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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