Regression Estimators: A Comparative Study (Statistical Modeling and Decision Science) - Hardcover

Book 6 of 12: Statistical Modeling and Decision Science

Gruber, Marvin H. J.

 
9780123047526: Regression Estimators: A Comparative Study (Statistical Modeling and Decision Science)
Hardcover
ISBN 10: 0123047528 ISBN 13: 9780123047526
Publisher: Academic Press Inc, 1990

Synopsis

Ridge type estimators are carefully derived as special cases of Bayes, Mixed, and Minimax estimators. The similarities and differences in the derivations and mathematical forms of the estimators resulting from these three different points of view are compared and contrasted. The efficiencies of the estimators with respect to different mean square e

"synopsis" may belong to another edition of this title.

Review

"A comprehensive treatment... valuable to statisticians who would like to know more about the analytical properties of ridge-type estimators." - Journal of the American Statistical Association "Highly recommended to anyone working on advanced applications or research in estimation in linear models." - Technometrics"

Synopsis

Ridge type estimators are carefully derived as special cases of Bayes, Mixed, and Minimax estimators. The similarities and differences in the derivations and mathematical forms of the estimators resulting from these three different points of view are compared and contrasted. The efficiencies of the estimators with respect to different mean square e

"About this title" may belong to another edition of this title.

Publisher
Academic Press Inc
Publication date
1990
Language
English
ISBN 10 
0123047528
ISBN 13 
9780123047526
Binding
Hardcover
Number of pages
320

Other Popular Editions of the Same Title

9780801894268: Regression Estimators – A Comparative Study 2e

Featured Edition

ISBN 10:  0801894263 ISBN 13:  9780801894268
Publisher: Johns Hopkins University Press, 2010
Hardcover