LIBROS DEL AUTOR: yuzo maruyama

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  • Stein Estimation
    Tatsuya Kubokawa / William E. Strawderman / Yuzo Maruyama
    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...
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    71,23 €