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...
| Main Authors: | , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2018, 2018
|
| Edition: | 1st ed. 2018 |
| Series: | Springer Series in Statistics
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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.-