Saleh Theory of Preliminary Test and Stein-Type Estimation with Applications

1. Auflage 2006
ISBN: 978-0-471-77374-0
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 656 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

Theory of Preliminary Test and Stein-Type Estimation withApplications provides a com-prehensive account of the theory andmethods of estimation in a variety of standard models used inapplied statistical inference. It is an in-depth introduction tothe estimation theory for graduate students, practitioners, andresearchers in various fields, such as statistics, engineering,social sciences, and medical sciences. Coverage of the material isdesigned as a first step in improving the estimates before applyingfull Bayesian methodology, while problems at the end of eachchapter enlarge the scope of the applications.
This book contains clear and detailed coverage of basic terminologyrelated to various topics, including:
* Simple linear model; ANOVA; parallelism model; multipleregression model with non-stochastic and stochastic constraints;regression with autocorrelated errors; ridge regression; andmultivariate 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

Autoren/Hrsg.

Saleh, A. K. Md. Ehsanes

Inhaltsverzeichnis

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.

Über Autor(innen)

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.