Shrinkage Estimation

• Κύριοι συγγραφείς: Fourdrinier, Dominique (Συγγραφέας, 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)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Series in Statistics,
• Θέματα: 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...