Improving efficiency by shrinkage : the James-Stein and ridge regression estimators

Author(s)

• Gruber, Marvin H. J.

Bibliographic Information

Improving efficiency by shrinkage : the James-Stein and ridge regression estimators

Marvin H.J. Gruber

（Statistics : textbooks and monographs, v. 156）

Marcel Dekker, 1998

Note

Includes bibliographical references and indexes

Description and Table of Contents

Description

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.

Table of Contents

• 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.

by "Nielsen BookData"

Details

• NCID: BA35246441
• ISBN:
  • 0824701569
• LCCN: 98005183
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xii, 632 p.
• Classification:
  • LCC : QA278.2
  • DC21 : 519.5/36
• Subject Headings:
  • LCSH : Regression analysis
  • LCSH : Estimation theory
• Parent Bibliography ID:
  • BA0001061X