ABSTRACT
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
part 1|166 pages
Introduction to Shrinkage Estimators
part 2|204 pages
Estimation for a Single Linear Model
part 3|220 pages
Other Linear Mode1 Setups