Stein Estimation

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Springer

Paru le : 2023-09-29

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. I...
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Éditeur

Collection
n.c

Parution
2023-09-29

Pages
130 pages

EAN papier
9789819960767

Yuzo Maruyama is Professor of Statistics at Kobe University. He earned his M.S. and Ph.D. degrees, both in Economics, at the University of Tokyo. His research interests include statistical decision theory, shrinkage estimation, and Bayesian model selection. Tatsuya Kubokawa is Professor in the Faculty of Economics at the University of Tokyo. He earned his M.S. and Ph.D. degrees, both in Mathematics, at University of Tsukuba. His research interests include statistical decision theory, multivariate analysis, and mixed-effects modeling. William E. Strawderman is Professor of Statistics at Rutgers University. He earned an M.S. in Mathematics from Cornell University and a second M.S. in Statistics from Rutgers and then completed his Ph.D. in Statistics, also at Rutgers. He is Fellow of both the Institute of Mathematical Statistics and American Statistical Society and Elected Member at International Statistical Institute. His research interests include statistical decision theory, shrinkage estimation, and Bayesian statistics.

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EAN PDF
9789819960774
Prix
52,74 €
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
1485 Ko
EAN EPUB
9789819960774
Prix
52,74 €
Nombre pages copiables
1
Nombre pages imprimables
13
Taille du fichier
14316 Ko

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