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

by Marvin. Gruber

Crc Press

Paperback 652 pages English Jun 30, 2020

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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
Author:
Marvin. Gruber
Publisher:
Crc Press
Publication Date:
Jun 30, 2020
Number of pages:
652 pages
Language:
English
Binding:
Paperback
ISBN-10:
0367579367
ISBN-13:
9780367579364