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Improving Efficiency by Shrinkage

- The James--Stein and Ridge Regression Estimators

Om 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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  • Språk:
  • Engelska
  • ISBN:
  • 9780824701567
  • Format:
  • Inbunden
  • Sidor:
  • 652
  • Utgiven:
  • 26. februari 1998
  • Mått:
  • 152x229x36 mm.
  • Vikt:
  • 1043 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 16. december 2024

Beskrivning av 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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