Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators - Statistics, Textbooks and Monographs

Gruber, Marvin

Hardback (26 Feb 1998)

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Publisher's Synopsis

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 special student rate, available on request.

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Routledge

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Book information

ISBN:	9780824701567
Publisher:	CRC Press
Imprint:	Routledge
Pub date:	26 Feb 1998
DEWEY:	519.536
DEWEY edition:	21
Language:	English
Number of pages:	632
Weight:	1043g
Height:	279mm
Width:	216mm
Spine width:	36mm