Theory of Preliminary Test and Stein-Type Estimation with Applications
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Beschreibung
Theory of Preliminary Test and Stein-Type Estimation withApplications provides a com-prehensive account of the theory andmethods of estimation in a variety of standard models used inapplied statistical inference. It is an in-depth introduction tothe estimation theory for graduate students, practitioners, andresearchers in various fields, such as statistics, engineering,social sciences, and medical sciences. Coverage of the material isdesigned as a first step in improving the estimates before applyingfull Bayesian methodology, while problems at the end of eachchapter enlarge the scope of the applications.
This book contains clear and detailed coverage of basic terminologyrelated to various topics, including:
* Simple linear model; ANOVA; parallelism model; multipleregression model with non-stochastic and stochastic constraints;regression with autocorrelated errors; ridge regression; andmultivariate 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
Autor*in
A. K. Md. Ehsanes Saleh
Themen in »Theory of Preliminary Test and Stein-Type Estimation with Applications«
Probability & Mathematical Statistics Statistics Statistik Wahrscheinlichkeitsrechnung Wahrscheinlichkeitsrechnung u. mathematische Statistik
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"...almost certainly the best single source for a detailedtreatment of preliminary test estimators..." (Journal of theAmerican Statistical Association, June 2007)
"...the book is clearly written and [in addition to atextbook for students] could also be used as a reference forpractitioners and researchers..." (Mathematical Reviews,2007d)
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