Marvin H. J. Gruber Books
Improving Efficiency by Shrinkage: The James--Stein and Ridge Regression Estimators
By Marvin H. J. Gruber, Marvin Gruber
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 equat...
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