Improving Efficiency by Shrinkage

Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

Hardback Published on: 26/02/1998
Price: £520
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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

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