Improving efficiency by shrinkage : the James-Stein and ridge regression estimators
著者
書誌事項
Improving efficiency by shrinkage : the James-Stein and ridge regression estimators
（Statistics : textbooks and monographs, v. 156）
Marcel Dekker, 1998
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注記
Includes bibliographical references and indexes
内容説明・目次
内容説明
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.
目次
- Introduction to shrinkage estimators: the Stein paradox
- the ridge estimators of Hoerl and Kennard. Estimation for a single linear model: the James-Stein estimator for a single model
- ridge estimators from different general points of view
- improving the James-Stein estimator - the positive parts. Other linear model setups: the simultaneous estimation problem
- precision of individual estimators
- the multivariate model
- other linear model setups.
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