Theory of preliminary test and Stein-type estimation with applications

This book contains clear and detailed coverage of basic terminology related to various topics, including: * Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivaria...

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Κύριος συγγραφέας: Saleh, A.K. Md. Ehsanes
Μορφή: Βιβλίο
Γλώσσα:Undetermined
Έκδοση: Hoboken, NJ Wiley-Interscience , |c c
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Περιγραφή
Περίληψη:This book contains clear and detailed coverage of basic terminology related to various topics, including: * Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivariate and discrete data models * Normal, non-normal, and nonparametric theory of estimation * Bayes and empirical Bayes methods * R-estimation and U-statistics * Confidence set estimation