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Shrinkage Estimation
ISBN-13:
9783030021856
Veröffentl:
2018
Seiten:
333
Autor:
Dominique Fourdrinier
Serie:
Springer Series in Statistics
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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 properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions.
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.
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