Shrinkage Estimation - William E. Strawderman,Martin T. Wells,Dominique Fourdrinier
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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 sphe ... Visas aprašymas
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Aprašymas
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.
Daugiau informacijos
| Autorius | William E. Strawderman, Martin T. Wells, Dominique Fourdrinier |
|---|---|
| Leidėjas | Springer Nature Switzerland |
| Series | Springer Series in Statistics |
| Išleidimo metai | 2018 |
| Viršelio tipas | Kieti viršeliai |
| EAN | 9783030021849 |