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    Improving Efficiency by Shrinkage

    Improving Efficiency by Shrinkage

    - The James--Stein and Ridge Regression Estimators

    Af
    Bog E-bog
    • Format
    • Bog, hardback
    • Engelsk
    • 652 sider

    Beskrivelse

    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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    Detaljer
    • SprogEngelsk
    • Sidetal652
    • Udgivelsesdato26-02-1998
    • ISBN139780824701567
    • Forlag Routledge
    • FormatHardback
    Størrelse og vægt
  • Vægt1043 g
    • coffee cup img
    10 cm
    book img
    15,2 cm
    22,9 cm

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    Regression Estimation theory Regression analysis Ridge Estimators LS Estimator Estimator Average MSE Generalized Ridge Regression Estimators Conditional MSE Empirical Bayes Estimator Estimable Parametric Functions James Stein Estimator MANOVA Model Marvin H. J. Gruber Generalized Ridge Estimator Ordinary Ridge Regression Estimator Multivariate Linear Model non-full rank Non-full Rank Case Principal Component Estimators Ridge Regression Estimators Predictive Loss Function Ridge Type Estimator Ridge Estimator Small MSE Stein Type Estimators Quadratic Loss Function Ordinary Ridge Estimator Pitman Nearness Stein Rule Estimators Wind Estimator
    Machine Name: SAXO081