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Shrinkage Estimation

Shrinkage Estimation: Project Home – R-Forge

Project description

`shrink' is an R package for James-Stein-type shrinkage estimation of the parameters of a linear regression model. This is a work in progress jointly with S. Ejaz Ahmed (seahmed at uwindsor dot ca).

Project Information

Development Status : 1 - Planning
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : Microsoft : Windows : Windows Vista
Operating System : POSIX : Linux
Programming Language : R
Programming Language : S/S Plus
Topic : Regression Models

Registered: 2010-09-04 03:45
Activity Ranking: 0
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Enayetur Raheem

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Vienna University of Economics and Business

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