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Stein-Type Estimation
Hardcover
Series: Wiley Probability and Statistics
ISBN13: 9780471563754
Publisher: John Wiley & Sons
Published: Mar 1 2006
Pages: 656
Weight: 2.21
Height: 1.38 Width: 6.36 Depth: 9.28
Language: English
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
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