Improving Efficiency by Shrinkage

Discover the innovative insights of Marvin Gruber in his comprehensive work, Improving Efficiency by Shrinkage. Published by Taylor & Francis Ltd in 2020, this paperback edition spans an impressive 652 pages, making it an essential resource for both students and professionals in the field of statistics. Gruber delves into various types of James-Stein and ridge regression estimators, presenting them from both frequentist and Bayesian perspectives. This book not only explains and compares these estimators analytically but also provides numerical comparisons through the use of Mathematica and Maple programs. Whether you are looking to deepen your understanding of statistical methods or seeking practical applications, this book is an invaluable addition to your library. Ideal for college and university bookshops, Improving Efficiency by Shrinkage is a must-have for anyone serious about enhancing their statistical efficiency.