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Improving Efficiency by Shrinkage - Marvin Gruber - Bog

- The James--Stein and Ridge Regression Estimators

Bag om Improving Efficiency by Shrinkage

Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. This book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780824701567
  • Indbinding:
  • Hardback
  • Sideantal:
  • 652
  • Udgivet:
  • 26. februar 1998
  • Størrelse:
  • 152x229x36 mm.
  • Vægt:
  • 1043 g.
  • 8-11 hverdage.
  • 20. november 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Improving Efficiency by Shrinkage

Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. This book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.

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