Shrinkage Estimation

• Main Authors: Fourdrinier, Dominique (Author, http://id.loc.gov/vocabulary/relators/aut), Strawderman, William E. (http://id.loc.gov/vocabulary/relators/aut), Wells, Martin T. (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Series in Statistics,
• Subjects: Statistics .; Statistical Theory and Methods.; Bayesian Inference.

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 improved statistical properti...