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

By Marvin Gruber
eBook
$67.99
By Marvin 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.

Categories

Science & TechnologyMathematicsProbability TheoryStatistics