Improving Efficiency by Shrinkage
The James--Stein and Ridge Regression Estimators| By: | Marvin Gruber |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9780367579364 |
| eText ISBN: | 9781351439152 |
| Edition: | 1 |
| Copyright: | 1998 |
| Format: | Reflowable |
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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.