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 improved statistical properti...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Chapter 1. Decision Theory Preliminaries
  • Chapter 2. Estimation of a normal mean vector I
  • Chapter 3. Estimation of a normal mean vector II
  • Chapter 4. Spherically symmetric distributions
  • Chapter 5. Estimation of a mean vector for spherically symmetric distributions I: known scale
  • Chapter 6. Estimation of a mean vector for spherically symmetric distributions II: with a residual
  • Chapter 7. Restricted Parameter Spaces
  • Chapter 8. Loss and Confidence Level Estimation.-.