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Regression Estimators: A Comparative Study
Marvin H. J. Gruber
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Description for Regression Estimators: A Comparative Study
Hardback. With more than 150 exercises, Regression Estimators is a valuable resource for graduate students and professional statisticians. Num Pages: 424 pages, 5, 5 black & white line drawings. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 229 x 152 x 28. Weight in Grams: 681.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2010
Publisher
Johns Hopkins University Press United States
Number of pages
424
Condition
New
Number of Pages
424
Place of Publication
Baltimore, MD, United States
ISBN
9780801894268
SKU
V9780801894268
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Marvin H. J. Gruber
Marvin H. J. Gruber is a professor of mathematics and statistics at the Rochester Institute of Technology.
Reviews for Regression Estimators: A Comparative Study
"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"