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...

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Bibliographic Details
Main Author: Fourdrinier, Dominique (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing, 2018.
Edition:1st ed. 2018.
Series:Springer Series in Statistics,
Subjects:
ISBN:9783030021856
ISSN:0172-7397
Online Access: Get full text
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