Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

By: Marvin Gruber

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Paperback | 30 June 2020 | Edition Number 1

At a Glance

Paperback
654 Pages

Dimensions(cm)
22.86 x 15.24 x 3.33

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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.

Industry 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

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