Linear regression is an important area of statistics, theoretical or applied. There have been a large number of estimation methods proposed and developed for linear regression. Each has its own competitive edge but none is good for all purposes. This manuscript focuses on construction of an adaptive combination of two estimation methods. The purpose of such adaptive methods is to help users make an objective choice and to combine desirable properties of two estimators.
This book presents some recent developments in the theory of robust estimation of linear regression models. It will serve as a reference book in post graduate courses.
Yadolah Dodge
Adaptive Regression Estimator Median Multiple Regression linear optimization linear regression statistics
From the reviews:
MATHEMATICAL REVIEWS
"Despite its high level, the book is extremely readable and gives new insight into the problem of estimation in the linear regression model."