Theory of Preliminary Test and Stein-Type Estimation with ApplicationsISBN: 978-0-471-56375-4
Hardcover
656 pages
March 2006
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Theory of Preliminary Test and Stein-Type Estimation with
Applications provides a com-prehensive account of the theory and
methods of estimation in a variety of standard models used in
applied statistical inference. It is an in-depth introduction to
the estimation theory for graduate students, practitioners, and
researchers in various fields, such as statistics, engineering,
social sciences, and medical sciences. Coverage of the material is
designed as a first step in improving the estimates before applying
full Bayesian methodology, while problems at the end of each
chapter enlarge the scope of the applications.
This book contains clear and detailed coverage of basic terminology related to various topics, including:
* Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivariate and discrete data models
* Normal, non-normal, and nonparametric theory of estimation
* Bayes and empirical Bayes methods
* R-estimation and U-statistics
* Confidence set estimation
This book contains clear and detailed coverage of basic terminology related to various topics, including:
* Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivariate and discrete data models
* Normal, non-normal, and nonparametric theory of estimation
* Bayes and empirical Bayes methods
* R-estimation and U-statistics
* Confidence set estimation