Improving efficiency by shrinkage
the James-Stein and ridge regression estimators
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Author
Publication
1998 - Marcel Dekker, New York, New York (State)
Language
English
Word Count
158,000 words, Guess
Page Count
632 pages
Identifiers
- Open LibraryOL346135M
- ISBN-100824701569
- OCLC Control Number38258232
- OCLC Control Numberimprovingefficie00grub_862
- Library of Congress Control Number98005183
and 1 more
- Goodreads2765745
Classifications
- DDC519.5/36
- LCCQA278.2 .G77 1998
Description
This well-targeted reference/text offers a unified treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. With nearly 1300 equations, bibliographic citations, and figures, Improving Efficiency by Shrinkage is an outstanding reference for applied statisticians, engineers, econometricians, sociologists, psychologists, data analysts, biometricians, and medical researchers and an excellent text for graduate-level courses in regression, linear models, and econometrics as well as seminars in statistics.
Series Statement
- Statistics, textbooks and monographs ;
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