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  • Stein Estimation

    by Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman ...
    Series series Mathematics and Statistics (R0)
    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. It also presents Stein's unbiased risk estimator and the James-Stein estimator in the first chapter. ... Read more

    $64.99 CAD