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...

Celý popis

Uloženo v:
Podrobná bibliografie
Hlavní autor: Fourdrinier, Dominique (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:1st ed. 2018.
Edice:Springer Series in Statistics,
Témata:
Statistics .
ISBN:9783030021856
ISSN:0172-7397
On-line přístup: Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Obsah:
  • 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.-.

Podobné jednotky