Title: Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators
Publisher: Taylor & Francis Ltd
Publication Date: 2020
Language: English
ISBN 10: 0367579367
ISBN 13: 9780367579364
Binding: Paperback / softback
Condition: New
Weight: 961 grams

About this title

Synopsis

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.

About the Author

Marvin Gruber

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