Title: Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators: 156 (Statistics: A Series of Textbooks and Monographs)
Publisher: CRC Press 1998-02-26
Publication Date: 1998
Language: English
ISBN 10: 0824701569
ISBN 13: 9780824701567
Binding: Hardcover
Condition: New

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.

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Marvin Gruber

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