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- Improving Efficiency by Shrinkage
Improving Efficiency by Shrinkage
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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 used in numerical comparison., College or university bookshops may order five or more copies at a
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