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

Posted on 2010-07-10




Name:Technical Theory of Preliminary Test and Stein-Type Estimation with Applications
ASIN/ISBN:0471563757
Publisher:Wiley-Interscience
Publish Date:2006-03-27
Pages:656
File size:21 Mb
Publisher: Wiley-Interscience
Publish Date: 2006-03-27
ISBN: 0471563757
File Type: PDF
File Size: 21 Mb
Other Info: By A. K. Md. Ehsanes Saleh; Number Of Pages: 656
   Technical Theory of Preliminary Test and Stein-Type Estimation with Applications

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Theory of Preliminary Test and Stein-Type Estimation with Applications (Wiley Series in Probability and Statistics)

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

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