Theory of ridge regression estimation with applications /

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of a...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Saleh, A. K. Md. Ehsanes (Author), Arashi, M. (Mohammad), 1981- (Author), Kibria, B. M. G., (B. M. Golam), 1963- (Author)
Format: Electronic eBook
Language:Inglés
Published: Hoboken, NJ : John Wiley & Sons, 2019.
Subjects:
Ridge regression (Statistics)
Régression pseudo-orthogonale.
MATHEMATICS > Probability & Statistics > Regression Analysis.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Introduction to ridge regression
  • Location and simple linear models
  • ANOVA model
  • Seemingly unrelated simple linear models
  • Multiple linear regression models
  • Ridge regression in theory and applications
  • Partially linear regression models
  • Logistic regression model
  • Regression models with autoregressive errors
  • Rank-based shrinkage estimation
  • High dimensional ridge regression
  • Applications : neural networks and big data.

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