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Improving Efficiency by Shrinkage

- The James--Stein and Ridge Regression Estimators

About Improving Efficiency by Shrinkage

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

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  • Language:
  • English
  • ISBN:
  • 9780367579364
  • Binding:
  • Paperback
  • Pages:
  • 652
  • Published:
  • June 29, 2020
  • Dimensions:
  • 152x229x0 mm.
  • Weight:
  • 453 g.
Delivery: 1-2 weeks
Expected delivery: December 6, 2024

Description of Improving Efficiency by Shrinkage

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

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