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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators (Statistics: A Series of Textbooks and Monographs) - Softcover

Book 53 of 88: Statistics: A Series of Textbooks and Monographs

Gruber, Marvin

 
9780367579364: Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators (Statistics: A Series of Textbooks and Monographs)

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.

"synopsis" may belong to another edition of this title.

About the Author

Marvin Gruber

From the Back Cover

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

"About this title" may belong to another edition of this title.