Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

by Marvin H.J. Gruber

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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.

Format:Paperback

Language:English

ISBN:0367579367

ISBN13:9780367579364

Release Date:June 2020

Publisher:Routledge

Length:652 Pages

Weight:1.90 lbs.

Dimensions:1.3" x 6.0" x 9.0"

Related Subjects

Engineering Math Mathematics Science & Math Technology

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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

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