Gå direkt till innehållet
Stein Estimation
Spara

Stein Estimation

Lägsta pris på PriceRunner
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.
Upplaga
1st ed. 2023
ISBN
9789819960767
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2023-10-02
Sidor
130