Improving efficiency by shrinkage : the James-Stein and ridge regression estimators /: the James-Stein and ridge regression estimators. (2017)

• Record Type: Book
• Further Information: Note: Marvin H.J. Gruber.
• Other Names: Gruber, Marvin H. J, 1941-
• Contents: Pt. I. Introduction to Shrinkage Estimators. Ch. I. Introduction. Ch. II. The Stein Paradox. Ch. III. The Ridge Estimators of Hoerl and Kennard -- pt. II. Estimation for a Single Linear Model. Ch. IV. James-Stein Estimators for a Single Linear Model. Ch. V. Ridge Estimators from Different Points of View. Ch. VI. Improving the James-Stein Estimator: The Positive Parts -- pt. III. Other Linear Model Setups. Ch. VII. The Simultaneous Estimation Problem. Ch. VIII. The Precision of Individual Estimators. Ch. IX. The Multivariate Linear Model. Ch. X. Other Linear Model Setups. Ch. XI. Summary and Conclusion.
• Publisher Details: Place of publication not identified : Routledge
• Publication Date: 2017
• Extent: 1 online resource (648 pages)
• Subjects: 519.5/36; Regression analysis; Estimation theory; Estimation theory; Regression analysis; Schattingstheorie; Regressiemodellen; Analyse de régression; Estimation, Théorie de l'
• Languages: English
• ISBNs: 9781351439152; 1351439154
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.