Penalty, Shrinkage and Pretest Strategies Variable Selection and Estimation /

• Κύριος συγγραφέας: Ahmed, S. Ejaz (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.