Télécharger le livre :  Stein Estimation

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and...
Editeur : Springer
Parution : 2023-09-29

Format(s) : PDF, ePub
52,74

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Télécharger le livre :  Shrinkage Estimation

This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with...
Editeur : Springer
Parution : 2018-11-27
Collection : Springer Series in Statistics
Format(s) : PDF, ePub
147,69

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