Marvin Gruber

Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 652
• Erscheinungstermin: 30. Juni 2020
• Englisch
• Abmessung: 229mm x 152mm x 33mm
• Gewicht: 862g
• ISBN-13: 9780367579364
• ISBN-10: 0367579367
• Artikelnr.: 69891381

Autorenporträt

Marvin Gruber

Inhaltsangabe

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.