Improving efficiency by shrinkage : the James-Stein and ridge regression estimators /
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 univ...
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| Format: | Book |
| Language: | English |
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[Place of publication not identified] :
Routledge,
2017
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| Series: | Statistics, textbooks and monographs ;
v. 156 |
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Columbia University
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