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

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ISBN: 9780824701567 出版年：2017 页码：653 Gruber, Marvin Routledge

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.