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

1st Edition

Marvin Gruber

CRC Press
Published February 26, 1998
Reference - 648 Pages
ISBN 9780824701567 - CAT# DK1469
Series: Statistics: A Series of Textbooks and Monographs

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Summary

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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