Theory of Preliminary Test and Stein-Type Estimation with Applications (eBook)

A. K. Md. Ehsanes Saleh (Autor)

eBook Download: PDF

2006 | 1. Auflage
656 Seiten
John Wiley & Sons (Verlag)
978-0-471-77374-0 (ISBN)

Infos

Theory of Preliminary Test and Stein-Type Estimation with
Applications provides a com-prehensive account of the theory and
methods of estimation in a variety of standard models used in
applied statistical inference. It is an in-depth introduction to
the estimation theory for graduate students, practitioners, and
researchers in various fields, such as statistics, engineering,
social sciences, and medical sciences. Coverage of the material is
designed as a first step in improving the estimates before applying
full Bayesian methodology, while problems at the end of each
chapter enlarge the scope of the applications.

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

Autor

Dr. A. K. Md. Ehsanes Saleh has a very distinguished career in education and research. He is presently Distinguished Research Professor in the School of Mathematics and Statistics at Carleton University. He received his Ph.D. (Mathematics/Statistics) in 1965 from the University of Western Ontario. He has published or presented well-over 200 articles or topics of varying degrees. His primary research interests include nonparametric statistics, order statistics, and robust estimation. His extensive list of credentials include two dozen visiting appointments and honors, an equal number of theses supervisions, more than 40 keynote or invited speaker ships, and three current editorial board memberships.

Inhalt

List of Figures.

List of Tables.

Preface.

1. Introduction.

2. Preliminaries.

3. Preliminary Test Estimation.

4. Stein-Type Estimation.

5. ANOVA Model.

6. Parallelism Model.

7. Multiple Regression Model.

8. Regression Model: Stochastic Subspace.

9. Ridge Regression.

10. Regression Models with Autocorrelated Errors.

11. Multivariate Models.

12. Discrete Data Models.

References.

Glossary.

Authors Index.

Subject Index.

Rezensionen

"...almost certainly the best single source for a detailed
treatment of preliminary test estimators..." (Journal of the
American Statistical Association, June 2007)

"...the book is clearly written and [in addition to a
textbook for students] could also be used as a reference for
practitioners and researchers..." (Mathematical Reviews,
2007d)

Produkt-Details

• Erscheint lt. Verlag: 28.7.2006
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Probability & Mathematical Statistics • Statistics • Statistik • Wahrscheinlichkeitsrechnung • Wahrscheinlichkeitsrechnung u. mathematische Statistik
• ISBN-10: 0-471-77374-3 / 0471773743
• ISBN-13: 978-0-471-77374-0 / 9780471773740