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 ... Täielik kirjeldus
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Kirjeldus
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.
Lisateave
| Autor | William E. Strawderman, Martin T. Wells, Dominique Fourdrinier |
|---|---|
| Kirjastaja | Springer Nature Switzerland |
| Series | Springer Series in Statistics |
| Väljalaskeaasta | 2018 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9783030021849 |