Improving Efficiency by Shrinkage
Author | : Marvin Gruber |
Publisher | : Routledge |
Total Pages | : 648 |
Release | : 2017-11-01 |
ISBN-10 | : 9781351439169 |
ISBN-13 | : 1351439162 |
Rating | : 4/5 (69 Downloads) |
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 648 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.