
Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators
Hardback Published on: 26/02/1998
Price: £520
Synopsis
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.
Publisher information
- Publisher: Taylor & Francis Inc
- ISBN: 9780824701567
- Number of pages: 652
- Dimensions: 229 x 152 mm
- Weight: 1043g
- Languages: English
















