Buch, Englisch, 652 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 1136 g
The James--Stein and Ridge Regression Estimators
Buch, Englisch, 652 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 1136 g
Reihe: Statistics: A Series of Textbooks and Monographs
ISBN: 978-0-8247-0156-7
Verlag: Routledge
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.
Zielgruppe
Professional
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
Weitere Infos & Material
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.
