You might also like

More about Regression Estimators

• Book details
• Synopsis
• Trending among others

You get 323 loyalty points

Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: Regression Estimators
• Subtitle: A Comparative Study
• Author: Marvin H. J. Gruber
• Language: English
• Binding: Hardback
• Number of pages: 424
• EAN: 9780801894268
• ISBN: 0801894263
• ID: 04710289
• Publisher: Johns Hopkins University Press
• Weight: 680 g
• Dimensions: 229 × 152 × 29 mm
• Date of publishing: 15. June 2010

Trending among others

---

---

---