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Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

af Marvin Gruber

Bog, Hardback, Engelsk, 1998

Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. This book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780824701567
  • Udgivet26/02/1998
  • Udgivet afTaylor & Francis Inc
  • Længde652 sider
  • ForfatterMarvin Gruber
  • GenreBusiness og læring