Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators

Front Cover
CRC Press, Feb 26, 1998 - Mathematics - 648 pages
0 Reviews
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Preface
1
The Stein Paradox
71
Regression Estimator
104
The Ridge Estimators of Hoerl and Kennard
111
Estimation for a Single Linear Model
167
The Positive Parts
307
Other Linear Model Setups
371
The Precision of Individual Estimators
441
The Multivariate Linear Model
491
Other Linear Model Setups
531
Summary and Conclusion
579
References
591
Author Index
619
Subject Index
625
Copyright

Common terms and phrases

References to this book

Linear Regression
Jürgen Groß
Limited preview - 2003
All Book Search results »

About the author (1998)

Marvin H. J. Gruber is a Professor of Mathematics and Statistics at the Rochester Institute of Technology, New York.

Bibliographic information