Improving Efficiency by Shrinkage by Marvin Gruber
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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"The author has done a great job in writing the materialsThe book is more on the theoretical and mathematical side than on the application side. The estimators and the results discussed in the book will be useful to practitioners in the physical, chemical, and engineering sciences. The book is a very good addition to the literature on James-Stein and ridge estimators. " ---Technometrics ". . .an essential library purchase. " ---Short Book Reviews of the International Statistical Institute ". . .recommended as a textbook for graduate students. . .[and] as a research monograph for professionals in statistics, engineering and econometrics who are interested to know how to improve upon the traditional estimators in regressional analysis." ---Statistical Papers
Marvin Gruber
| SKU | Unavailable |
| ISBN 13 | 9780824701567 |
| ISBN 10 | 0824701569 |
| Title | Improving Efficiency by Shrinkage |
| Author | Marvin Gruber |
| Series | Statistics: A Series Of Textbooks And Monographs |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | CRC Press |
| Year published | 1998-02-26 |
| Number of pages | 652 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |