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

by Marvin H.J. Gruber

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0824701569
• ISBN13: 9780824701567
• Release Date: February 1998
• Publisher: Routledge
• Length: 652 Pages
• Weight: 2.30 lbs.
• Dimensions: 1.4" x 6.2" x 9.3"