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Improving Efficiency by Shrinkage
-0 %
The James--Stein and Ridge Regression Estimators
Besorgungstitel - wird vorgemerkt | Lieferzeit: Besorgungstitel - Lieferbar innerhalb von 10 Werktagen I
Artikel-Nr:
9780367579364
Veröffentl:
2020
Erscheinungsdatum:
30.06.2020
Seiten:
652
Autor:
Marvin Gruber
Gewicht:
862 g
Format:
229x152x33 mm
Sprache:
Englisch
Beschreibung:
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
Introduction to shrinkage estimators: the Stein paradox; the ridge estimators of Hoerl and Kennard. Estimation for a single linear model: the James-Stein estimator for a single model; ridge estimators from different general points of view; improving the James-Stein estimator - the positive parts. Other linear model setups: the simultaneous estimation problem; precision of individual estimators; the multivariate model; other linear model setups.