Improving Efficiency by Shrinkage

Download or read book Improving Efficiency by Shrinkage written by Marvin Gruber and published by Routledge. This book was released on 2017-11-01 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.