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recent advances in regression methods

By: Contributor(s): Language: English Series: statistics: textbooks and monographs ; vol. 41 | owen, d.b. (ed.)Publication details: new york, basel : marcel dekker 1981Edition: 1. edDescription: xii, 361 ppISBN:
  • 0-8247-1574-8
Subject(s): DDC classification:
  • 519 probabilities and applied mathematics
Contents:
from the table of contents: preface; linear regression model; criteria for good regression estimators: mse, consistency, stability, robustness, minimaxity and bayesian 'melo'ness; restricted least squares and bayesian regression; autoregressive moving average (arma) regression errors and heteroscedasticity; multicollinearity and stability of regression coefficients; stein-rule shrinkage estimators; ridge regression; further ridge theory and solutions; estimation of polynomial distributed lag models; multiple sets of regression equations; simultaneous equations model; canonical correlations, and discriminant analysis with ridge-type modification; improved estimators under nonnormal errors and robust regression;
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Loanable Institute for Advanced Studies (IHS) Book 10365-A Available IHS103334609

from the table of contents: preface; linear regression model; criteria for good regression estimators: mse, consistency, stability, robustness, minimaxity and bayesian 'melo'ness; restricted least squares and bayesian regression; autoregressive moving average (arma) regression errors and heteroscedasticity; multicollinearity and stability of regression coefficients; stein-rule shrinkage estimators; ridge regression; further ridge theory and solutions; estimation of polynomial distributed lag models; multiple sets of regression equations; simultaneous equations model; canonical correlations, and discriminant analysis with ridge-type modification; improved estimators under nonnormal errors and robust regression;

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