Penalty, Shrinkage and Pretest Strategies Variable Selection and Estimation /

• Main Author: Ahmed, S. Ejaz (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: SpringerBriefs in Statistics,
• Subjects: Statistics.; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.

The objective of this book is to compare the statistical properties of penalty and non-penalty estimation strategies for some popular models.  Specifically, it considers the full model, submodel, penalty, pretest and shrinkage estimation techniques for three regression models before presenting the a...

Table of Contents:

• Preface
• Estimation Strategies
• Improved Estimation Strategies in Normal and Poisson Models
• Pooling Data: Making Sense or Folly
• Estimation Strategies in Multiple Regression Models
• Estimation Strategies in Partially Linear Models
• Estimation Strategies in Poisson Regression Models.