Artículos relacionados a Regression Estimators: A Comparative Study

Regression Estimators: A Comparative Study - Tapa dura

Libro 6 de 12: Statistical Modeling and Decision Science

Gruber, Marvin H. J.

 
9780801894268: Regression Estimators: A Comparative Study
Tapa dura
ISBN 10: 0801894263 ISBN 13: 9780801894268
Editorial: Johns Hopkins University Press, 2010

Sinopsis

An examination of mathematical formulations of ridge-regression-type estimators points to a curious observation: estimators can be derived by both Bayesian and Frequentist methods. In this updated and expanded edition of his 1990 treatise on the subject, Marvin H. J. Gruber presents, compares, and contrasts the development and properties of ridge-type estimators from these two philosophically different points of view. The book is organized into five sections. Part I gives a historical survey of the literature and summarizes basic ideas in matrix theory and statistical decision theory. Part II explores the mathematical relationships between estimators from both Bayesian and Frequentist points of view. Part III considers the efficiency of estimators with and without averaging over a prior distribution. Part IV applies the methods and results discussed in the previous two sections to the Kalman Filter, analysis of variance models, and penalized splines. Part V surveys recent developments in the field. These include efficiencies of ridge-type estimators for loss functions other than squared error loss functions and applications to information geometry. Gruber also includes an updated historical survey and bibliography. With more than 150 exercises, Regression Estimators is a valuable resource for graduate students and professional statisticians.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Marvin H. J. Gruber is a professor of mathematics and statistics at the Rochester Institute of Technology.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Johns Hopkins University Press
Año de publicación
2010
Idioma
Inglés
ISBN 10 
0801894263
ISBN 13 
9780801894268
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
424
Contacto del fabricante
no disponible
Persona responsable
no disponible