Improving efficiency by shrinkage: the james--stein and ridge regression estimators
Auteur :
Gruber, Marvin
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367579364
Date de publication :
30 juin 2020
Dimensions :
22,9 x 15,2 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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