Improving Efficiency By Shrinkage (eBook)
The James--Stein And Ridge Regression Estimators
de Marvin Gruber
Sobre o livro
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.