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Regression estimators : a comparative study /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gruber, Marvin H. J., 1941-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boston : Academic Press, �1990.
Colección:Statistical modeling and decision science.
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Gruber, Marvin H. J.,  |d 1941- 
245 1 0 |a Regression estimators :  |b a comparative study /  |c Marvin H.J. Gruber. 
260 |a Boston :  |b Academic Press,  |c �1990. 
300 |a 1 online resource (xi, 347 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Statistical modeling and decision science 
504 |a Includes bibliographical references (pages 327-334) and index. 
506 |3 Use copy  |f Restrictions unspecified  |2 star  |5 MiAaHDL 
533 |a Electronic reproduction.  |b [Place of publication not identified] :  |c HathiTrust Digital Library,  |d 2010.  |5 MiAaHDL 
538 |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.  |u http://purl.oclc.org/DLF/benchrepro0212  |5 MiAaHDL 
583 1 |a digitized  |c 2010  |h HathiTrust Digital Library  |l committed to preserve  |2 pda  |5 MiAaHDL 
588 0 |a Print version record. 
505 0 |a Front Cover; Regression Estimators: A Comparative Study; Copyright Page; Table of Contents; Preface; Part I: Introduction and Mathematical Preliminaries; Chapter I. Introduction; 1.0. Motivation for Writing This Book; 1.1. Purpose of This Book; 1.2. Least Square Estimators and the Need for Alternatives; 1.3. Historical Survey; 1.4. The Structure of the Book; Chapter II. Mathematical and Statistical Preliminaries; 2.0. Introduction; 2.1. Matrix Theory Results; 2.2. The Bayes Estimator; 2.3. The Minimax Estimator; 2.4. Criterion for Comparing Estimators: Theobald's1974 Result. 
505 8 |a 2.5. Some Useful Inequalities2.6. Some Miscellaneous Useful Matrix Results; 2.7. Summary; Part II: The Estimators; Chapter III. The Estimators; 3.0. Introduction; 3.1. The Least Square Estimator and Its Properties; 3.2. The Generalized Ridge Regression Estimator; 3.3. The Mixed Estimators; 3.4. The Linear Minimax Estimator; 3.5. The Bayes Estimator; 3.6. Summary and Remarks; Chapter IV. How the Different Estimators Are Related; 4.0. Introduction; 4.1. Alternative Forms of the Bayes Estimator Full Rank Case; 4.2. Alternative Forms of the Bayes Estimator Non-FullRank Case. 
505 8 |a 4.3. The Equivalence of the Generalized Ridge Estimatorand the Bayes Estimator4.4. The Equivalence of the Mixed Estimatorand the BayesEstimator; 4.5. Ridge Estimators in the Literature as Special Cases ofthe BE, Minimax Estimators, or Mixed Estimators; 4.6. Extension of Results to the Case where U'FU Is Not PositiveDefinite; 4.7. An Extension of the Gauss-Markov Theorem; 4.8. Summary and Remarks; Part III: The Efficiencies of the Estimators; Chapter V. Measures of Efficiency of the Estimators; Chapter VI. The Average MSE; 6.0. Introduction. 
505 8 |a 6.1. The Forms of the MSE for the Minimax, Bayes andthe Mixed Estimator6.2. Relationship Between the Average Variance and theMSE; 6.3. The Average Variance and the MSE of the BE; 6.4. Alternative Forms of the MSE of the Mixed Estimator; 6.5. Comparison of the MSE of Different BE; 6.6. Comparison of the Ridge and Contraction Estimator'sMSE; 6.7. Summary and Remarks; Chapter VII. The MSE Neglecting the Prior Assumptions; 7.0. Introduction; 7.1. The MSE of the BE; 7.2. The MSE of the Mixed Estimators Neglecting the Prior Assumptions. 
505 8 |a 7.3. The Comparison of the Conditional MSE of the Bayes Estimator and the Least Square Estimator and the Comparison of the Conditional and the AverageMSE7.4. The Comparison of the MSE of a Mixed Estimatorwith the LS Estimators; 7.5. The Comparison of the MSE of Two BE; 7.6. Summary; Chapter VIII. The MSE for Incorrect Prior Assumptions; 8.0. Introductio; 8.1. The BE and Its MSE; 8.2. The Minimax Estimator; 8.3. The Mixed Estimator; 8.4. Contaminated Priors; 8.5. Contaminated (Mixed) Bayes Estimators; 8.6. Summary; Part IV: Applications; Chapter IX. The Kaiman Filter; 9.0. Introduction; 9.1. The Kaiman Filter as a BayesEstimator. 
546 |a English. 
650 0 |a Ridge regression (Statistics) 
650 0 |a Estimation theory. 
650 6 |a R�egression pseudo-orthogonale.  |0 (CaQQLa)000260900 
650 6 |a Th�eorie de l'estimation.  |0 (CaQQLa)201-0007579 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Estimation theory  |2 fast  |0 (OCoLC)fst00915531 
650 7 |a Ridge regression (Statistics)  |2 fast  |0 (OCoLC)fst01097769 
776 0 8 |i Print version:  |a Gruber, Marvin H.J., 1941-  |t Regression estimators.  |d Boston : Academic Press, �1990  |z 0123047528  |w (DLC) 89029740  |w (OCoLC)20670251 
830 0 |a Statistical modeling and decision science. 
856 4 0 |u https://sciencedirect.uam.elogim.com/science/book/9780123047526  |z Texto completo