Stein Estimation

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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Detalhes bibliográficos

Main Authors:	Maruyama, Yuzo (Author), Kubokawa, Tatsuya (Author), Strawderman, William E. (Author)
Autor Corporativo:	SpringerLink (Online service)
Formato:	Recurso Electrónico livro electrónico
Idioma:	inglês
Publicado em:	Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Edição:	1st ed. 2023.
Colecção:	JSS Research Series in Statistics,
Assuntos:	Statistics . Applied Statistics. Statistical Theory and Methods. Bayesian Inference. Bayesian Network.
Acesso em linha:	https://doi.org/10.1007/978-981-99-6077-4
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