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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators (Statistics: A Series of Textbooks and Monographs) by Marvin Gruber
English | Feb 26, 1998 | ISBN: 0824701569 | 655 Pages | DJVU | 3 MB

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.

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Tags: Improving, Efficiency, Shrinkage, Regression, Estimators, Marvin, Gruber

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