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Improving Efficiency by Shrinkage
- The James--Stein and Ridge Regression Estimators
- Binding:
- Hardback
- Pages:
- 652
- Published:
- February 25, 1998
- Dimensions:
- 152x229x36 mm.
- Weight:
- 1043 g.
Delivery:
2-3 weeks
Expected delivery: December 12, 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. 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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