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Shrinkage Estimation (Springer Series in Statistics) by Dominique Fourdrinier, William E. Strawderman, Martin T. Wells is a nonfiction available to read on EtoBox.

What is Shrinkage Estimation (Springer Series in Statistics) about?

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 properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. Chapter 1 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error

Who reads Shrinkage Estimation (Springer Series in Statistics)?

Author

Dominique Fourdrinier, William E. Strawderman, Martin T. Wells

Publisher

Springer International Publishing : Imprint : Springer

Published

2018

Language

EN

ISBN

9783030021856

Category

nonfiction

Subjects

Mathematics, Stem