Improving Efficiency by Shrinkage

An edition of Improving Efficiency by Shrinkage (2017)

Improving Efficiency by Shrinkage

The James--Stein and Ridge Regression Estimators

By Marvin Gruber

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Publish Date

2017

Publisher

CRC Press LLC

Language

eng

Pages

652

Description:

subjects: Estimation theory, Regression analysis, Regression Analysis, Théorie de l'estimation, Analyse de régression, MATHEMATICS / Probability & Statistics / General, Regressiemodellen, Schattingstheorie