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

Gruber, Marvin H. J.

 
9780123047526: Regression Estimators: A Comparative Study (Statistical Modeling and Decision Science)

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

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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

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