Edwin J. Green, Andrew O. Finley, William E. Strawderman
This book presents modern Bayesian analysis in a format that is accessible to researchers in the fields of ecology, wildlife biology, and natural resource management. Bayesian analysis has undergone a remarkable transformation since the early 1990s. Widespread adoption of Markov chain Monte Carlo techniques has made the Bayesian paradigm the viable alternative to classical statistical procedures for scientific inference. The Bayesian approach has a number of desirable qualities, three chief ones being: i) the mathematical procedure is always the same, allowing the analyst to concentrate on...
This book presents modern Bayesian analysis in a format that is accessible to researchers in the fields of ecology, wildlife biology, and natural r...
Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman
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 the first chapter. In the following chapters, the authors consider estimation of the mean vector of a multivariate normal distribution in the known and unknown scale case when the covariance matrix is a multiple of the...
This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book beg...