Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

Marvin Gruber (Autor)

Buch | Hardcover

652 Seiten

1998
Crc Press Inc (Verlag)
978-0-8247-0156-7 (ISBN)

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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.

Marvin Gruber

Introduction to shrinkage estimators: the Stein paradox; the ridge estimators of Hoerl and Kennard. Estimation for a single linear model: the James-Stein estimator for a single model; ridge estimators from different general points of view; improving the James-Stein estimator - the positive parts. Other linear model setups: the simultaneous estimation problem; precision of individual estimators; the multivariate model; other linear model setups.

Erscheint lt. Verlag	26.2.1998
Reihe/Serie	Statistics: A Series of Textbooks and Monographs
Verlagsort	Bosa Roca
Sprache	englisch
Maße	152 x 229 mm
Gewicht	1043 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
ISBN-10	0-8247-0156-9 / 0824701569
ISBN-13	978-0-8247-0156-7 / 9780824701567
Zustand	Neuware