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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators by Marvin Gruber

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9780367579364
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Description

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.

About the Author
Marvin Gruber

Reviews

"The author has done a great job in writing the materials. The 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





Book Information
ISBN 9780367579364
Author Marvin Gruber
Format Paperback
Page Count 652
Imprint CRC Press
Publisher Taylor & Francis Ltd
Weight(grams) 453g

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