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 university bookshops may order five or more copies at a special student rate, available on request.
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JSTOR: Improving Efficiency by Shrinkage
Improving Efficiency by Shrinkage. Felix Famoye. Technometrics, Vol. 41, No. 2, 176. May, 1999. Improving Efficiency by Shrinkage, by Marvin hj GRUBER, ...
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Short Book Reviews On-Line 1998
IMPROVING EFFICIENCY BY SHRINKAGE. The James-Stein and Ridge Regression Estimators. mhj Gruber. APPLIED SMOOTHING TECHNIQUES FOR DATA ANALYSIS. ...
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