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About this product
Product Identifiers
PublisherCRC Press LLC
ISBN-100824701569
ISBN-139780824701567
eBay Product ID (ePID)327205
Product Key Features
Number of Pages652 Pages
Publication NameImproving Efficiency by Shrinkage : the James--Stein and Ridge Regression Estimators
LanguageEnglish
Publication Year1998
SubjectProbability & Statistics / Stochastic Processes, Probability & Statistics / General, Probability & Statistics / Regression Analysis
TypeTextbook
Subject AreaMathematics
AuthorMarvin Gruber
SeriesStatistics: a Series of Textbooks and Monographs
FormatHardcover
Dimensions
Item Height1.4 in
Item Weight37 Oz
Item Length9.3 in
Item Width6.1 in
Additional Product Features
Intended AudienceScholarly & Professional
LCCN98-005183
Reviews"The author has done a great job in writing the materials. The book is more on the theoretical and mathematical side than on the application side. The estimators and the results discussed in the book will be useful to practitioners in the physical, chemical, and engineering sciences. The book is a very good addition to the literature on James-Stein and ridge estimators. " ---Technometrics ". . .an essential library purchase. " ---Short Book Reviews of the International Statistical Institute ". . .recommended as a textbook for graduate students. . .[and] as a research monograph for professionals in statistics, engineering and econometrics who are interested to know how to improve upon the traditional estimators in regressional analysis." ---Statistical Papers
Series Volume Number156
IllustratedYes
Volume NumberVol. 156
Table Of ContentIntroduction 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.
SynopsisOffers 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.
LC Classification NumberQA278.2.G77 1998
