Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

By: Marvin Gruber

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Hardcover | 26 February 1998 | Edition Number 1

At a Glance

Hardcover
654 Pages

Dimensions(cm)
23.39 x 15.6 x 3.51

Hardcover

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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.

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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