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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.
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Previews available in: English
Subjects
Regression analysis, Estimation theoryEdition | Availability |
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Improving efficiency by shrinkage: the James-Stein and ridge regression estimators
1998, Marcel Dekker
in English
0824701569 9780824701567
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Edition Notes
Includes bibliographical references (p. 591-617) and indexes.
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