Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators
Author:   Marvin Gruber ,  WilliamR. Schucany
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367579364


Pages:   652
Publication Date:   30 June 2020
Format:   Paperback
Availability:   In Print   Availability explained
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Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators


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Full Product Details

Author:   Marvin Gruber ,  WilliamR. Schucany
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Weight:   0.453kg
ISBN:  

9780367579364


ISBN 10:   0367579367
Pages:   652
Publication Date:   30 June 2020
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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.

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


""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


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Marvin Gruber

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