Improving Efficiency By Shrinkage
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Improving Efficiency by Shrinkage
Author | : Marvin Gruber |
Publisher | : Routledge |
Total Pages | : 648 |
Release | : 2017-11-01 |
Genre | : Mathematics |
ISBN | : 1351439162 |
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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.