How Long to Read Shrinkage Estimation

By Dominique Fourdrinier

How Long Does it Take to Read Shrinkage Estimation?

It takes the average reader 5 hours and 36 minutes to read Shrinkage Estimation by Dominique Fourdrinier

Assuming a reading speed of 250 words per minute. Learn more

Description

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 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error distributions when a residual vector is available. Chapter 7 then considers the problem of estimating a location vector which is constrained to lie in a convex set. Much of the chapter is devoted to one of two types of constraint sets, balls and polyhedral cones. In Chapter 8 the authors focus on loss estimation and data-dependent evidence reports. Appendices cover a number of technical topics including weakly differentiable functions; examples where Stein’s identity doesn’t hold; Stein’s lemma and Stokes’ theorem for smooth boundaries; harmonic, superharmonic and subharmonic functions; and modified Bessel functions.

How long is Shrinkage Estimation?

Shrinkage Estimation by Dominique Fourdrinier is 333 pages long, and a total of 84,249 words.

This makes it 112% the length of the average book. It also has 103% more words than the average book.

How Long Does it Take to Read Shrinkage Estimation Aloud?

The average oral reading speed is 183 words per minute. This means it takes 7 hours and 40 minutes to read Shrinkage Estimation aloud.

What Reading Level is Shrinkage Estimation?

Shrinkage Estimation is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Shrinkage Estimation?

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