Improving Efficiency by Shrinkage The James--Stein and Ridge Regression Estimators Statistics: A Series of Textbooks and Monographs Series
Auteur : Gruber Marvin
Date de parution : 06-2020
15.2x22.9 cm
Thèmes d’Improving Efficiency by Shrinkage :
Mots-clés :
Ridge Estimator; Ridge Regression Estimators; ridge; Ordinary Ridge Estimator; estimator; Ridge Type Estimator; regression; Ordinary Ridge Regression Estimator; estimators; Generalized Ridge Regression Estimators; Marvin H; J; Gruber; Estimable Parametric Functions; Average MSE; Empirical Bayes Estimator; James Stein Estimator; Small MSE; Predictive Loss Function; Quadratic Loss Function; Stein Rule Estimators; Generalized Ridge Estimator; Non-full Rank; Multivariate Linear Model; Wind Estimator; Principal Component Estimators; MANOVA Model; Non-full Rank Case; LS Estimator; Stein Type Estimators; Conditional MSE; Pitman Nearness