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Improving Efficiency by Shrinkage (PDF)

The James--Stein and Ridge Regression Estimators (Sprache: Englisch)
 
 
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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...
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Bestellnummer: 93792175

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