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Improving efficiency by shrinkage

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0824701569

Improving efficiency by shrinkage is a regression analysis, estimation theory book by Marvin H. J. Gruber.

About this book

This well-targeted reference/text offers a unified treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. With nearly 1300 equations, bibliographic citations, and figures, Improving Efficiency by Shrinkage is an outstanding reference for applied statisticians, engineers, econometricians, sociologists, psychologists, data analysts, biometricians, and medical researchers and an excellent text for graduate-level courses in regression, linear models, and econometrics as well as seminars in statistics.

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Frequently Asked Questions

What genre is Improving efficiency by shrinkage?+

Improving efficiency by shrinkage is a Regression analysis, Estimation theory book.

What is Improving efficiency by shrinkage about?+

This well-targeted reference/text offers a unified treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. With nearly 1300 equations, bibliographic citations, and figures, Improving Efficiency by Shrinkage is an outstanding referen...

Who wrote Improving efficiency by shrinkage?+

Improving efficiency by shrinkage was written by Marvin H. J. Gruber.