Penalty, shrinkage and pretest strategies variable selection and estimation /
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 as...
| Main Author: | Ahmed, S. E. 1957- |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2014.
|
| Physical Description: |
1 online resource (122 pages) : illustrations. |
| Series: |
SpringerBriefs in statistics.
|
| Subjects: |
Table of Contents:
- Preface
- Estimation Strategies
- Improved Estimation Strategies in Normal and Poisson Models
- Pooling Data: Making Sense or Folly
- Estimation Strategies in Multiple Regression Models
- Estimation Strategies in Partially Linear Models
- Estimation Strategies in Poisson Regression Models.