Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

By: Marvin Gruber

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eText | 1 November 2017 | Edition Number 1

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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.