Shrinkage Estimation Of A Linear Regression
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Shrinkage Estimation Of A Linear Regression
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Author : Kazuhiro Ohtani
language : en
Publisher:
Release Date : 2000
Shrinkage Estimation Of A Linear Regression written by Kazuhiro Ohtani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
This book deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. The author's main concern is to compare the sampling properties of a family of Stein-rule estimators with those of a family of minimum mean squared error estimators. In this book, the author deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. In particular, he deals with a family of Stein-rule (SR) estimators and a family of minimum mean squared error (MMSE) estimators.
Shrinkage Estimation For Mean And Covariance Matrices
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Author : Hisayuki Tsukuma
language : en
Publisher: Springer
Release Date : 2020-04-17
Shrinkage Estimation For Mean And Covariance Matrices written by Hisayuki Tsukuma and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-17 with Medical categories.
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents recent techniques and results in estimation of mean and covariance matrices with a high-dimensional setting that implies singularity of the sample covariance matrix. Such high-dimensional models can be analyzed by using the same arguments as for low-dimensional models, thus yielding a unified approach to both high- and low-dimensional shrinkage estimations. The unified shrinkage approach not only integrates modern and classical shrinkage estimation, but is also required for further development of the field. Beginning with the notion of decision-theoretic estimation, this book explains matrix theory, group invariance, and other mathematical tools for finding better estimators. It also includes examples of shrinkage estimators for improving standard estimators, such as least squares, maximum likelihood, and minimum risk invariant estimators, and discusses the historical background and related topics in decision-theoretic estimation of parameter matrices. This book is useful for researchers and graduate students in various fields requiring data analysis skills as well as in mathematical statistics.
Shrinkage Estimation
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Author : Dominique Fourdrinier
language : en
Publisher: Springer
Release Date : 2018-11-27
Shrinkage Estimation written by Dominique Fourdrinier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-27 with Mathematics categories.
This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with improved statistical properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. Chapter 1 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error distributions when a residual vector is available. Chapter 7 then considers the problem of estimating a location vector which is constrained to lie in a convex set. Much of the chapter is devoted to one of two types of constraint sets, balls and polyhedral cones. In Chapter 8 the authors focus on loss estimation and data-dependent evidence reports. Appendices cover a number of technical topics including weakly differentiable functions; examples where Stein’s identity doesn’t hold; Stein’s lemma and Stokes’ theorem for smooth boundaries; harmonic, superharmonic and subharmonic functions; and modified Bessel functions.
Generalized Shrinkage Estimation For Multiple Linear Regression
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Author : Kok Huat Lee
language : en
Publisher:
Release Date : 1985
Generalized Shrinkage Estimation For Multiple Linear Regression written by Kok Huat Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Mathematic statistics categories.
Penalty Shrinkage And Pretest Strategies
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Author : S. Ejaz Ahmed
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11
Penalty Shrinkage And Pretest Strategies written by S. Ejaz Ahmed and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Mathematics categories.
The objective of this book is to compare the statistical properties of penalty and non-penalty estimation strategies for some popular models. Specifically, it considers the full model, submodel, penalty, pretest and shrinkage estimation techniques for three regression models before presenting the asymptotic properties of the non-penalty estimators and their asymptotic distributional efficiency comparisons. Further, the risk properties of the non-penalty estimators and penalty estimators are explored through a Monte Carlo simulation study. Showcasing examples based on real datasets, the book will be useful for students and applied researchers in a host of applied fields. The book’s level of presentation and style make it accessible to a broad audience. It offers clear, succinct expositions of each estimation strategy. More importantly, it clearly describes how to use each estimation strategy for the problem at hand. The book is largely self-contained, as are the individual chapters, so that anyone interested in a particular topic or area of application may read only that specific chapter. The book is specially designed for graduate students who want to understand the foundations and concepts underlying penalty and non-penalty estimation and its applications. It is well-suited as a textbook for senior undergraduate and graduate courses surveying penalty and non-penalty estimation strategies, and can also be used as a reference book for a host of related subjects, including courses on meta-analysis. Professional statisticians will find this book to be a valuable reference work, since nearly all chapters are self-contained.
Theory Of Ridge Regression Estimation With Applications
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Author : A. K. Md. Ehsanes Saleh
language : en
Publisher: John Wiley & Sons
Release Date : 2019-01-08
Theory Of Ridge Regression Estimation With Applications written by A. K. Md. Ehsanes Saleh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-08 with Mathematics categories.
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 all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators. The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.
Handbook Of Sequential Analysis
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Author : B.K. Ghosh
language : en
Publisher: CRC Press
Release Date : 1991-04-24
Handbook Of Sequential Analysis written by B.K. Ghosh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-04-24 with Mathematics categories.
Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1
Proceedings Of The Fourteenth International Conference On Management Science And Engineering Management
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Author : Jiuping Xu
language : en
Publisher: Springer Nature
Release Date : 2020-06-22
Proceedings Of The Fourteenth International Conference On Management Science And Engineering Management written by Jiuping Xu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-22 with Technology & Engineering categories.
This book gathers the proceedings of the 14th International Conference on Management Science and Engineering Management (ICMSEM 2020). Held at the Academy of Studies of Moldova from July 30 to August 2, 2020, the conference provided a platform for researchers and practitioners in the field to share their ideas and experiences. Covering a wide range of topics, including hot management issues in engineering science, the book presents novel ideas and the latest research advances in the area of management science and engineering management. It includes both theoretical and practical studies of management science applied in computing methodology, highlighting advanced management concepts, and computing technologies for decision-making problems involving large, uncertain and unstructured data. The book also describes the changes and challenges relating to decision-making procedures at the dawn of the big data era, and discusses new technologies for analysis, capture, search, sharing, storage, transfer and visualization, and in the context of privacy violations, as well as advances in the integration of optimization, statistics and data mining. Given its scope, it will appeal to a wide readership, particularly those looking for new ideas and research directions.
Regression Estimators
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Author : Marvin H. J. Gruber
language : en
Publisher: JHU Press
Release Date : 2010-06-30
Regression Estimators written by Marvin H. J. Gruber and has been published by JHU Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-30 with Mathematics categories.
Praise for the first edition --
Proceedings Of The Thirteenth International Conference On Management Science And Engineering Management
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Author : Jiuping Xu
language : en
Publisher: Springer
Release Date : 2019-06-19
Proceedings Of The Thirteenth International Conference On Management Science And Engineering Management written by Jiuping Xu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-19 with Computers categories.
This book gathers the proceedings of the 13th International Conference on Management Science and Engineering Management (ICMSEM 2019), which was held at Brock University, Ontario, Canada on August 5–8, 2019. Exploring the latest ideas and pioneering research achievements in management science and engineering management, the respective contributions highlight both theoretical and practical studies on management science and computing methodologies, and present advanced management concepts and computing technologies for decision-making problems involving large, uncertain and unstructured data. Accordingly, the proceedings offer researchers and practitioners in related fields an essential update, as well as a source of new research directions.