Yadolah Dodge, Jana Jureckova

Adaptive Regression (eBook, PDF)

• Format: PDF

Produktbeschreibung

While there have been a large number of estimation methods proposed and developed for linear regression, none has proved good for all purposes. This text focuses on the construction of an adaptive combination of two estimation methods so as to help users make an objective choice and combine the desirable properties of two estimators.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Springer US
• Seitenzahl: 177
• Erscheinungstermin: 1. Oktober 2012
• Englisch
• ISBN-13: 9781441987662
• Artikelnr.: 44179904

Inhaltsangabe

1 Prologue.- 1.1 Introduction.- 1.2 Adaptive Combination of Estimators.- 1.3 Notes.- 2 Regression Methods.- 2.1 Introduction.- 2.2 LS Regression.- 2.3 Ridge Regression.- 2.4 LAD Regression.- 2.5 M-Regression.- 2.6 L-Regression.- 2.7 Other Regression Estimators.- 2.8 Estimators of Scale Parameter.- 2.9 Notes.- 3 Adaptive LAD + LS Regression.- 3.1 Introduction.- 3.2 Convex Combination of LAD and LS Regressions.- 3.3 Adaptive Combination of LAD and LS Regressions.- 3.4 Illustrative Examples.- 3.5 Notes.- 4 Adaptive LAD + TLS Regression.- 4.1 Introduction.- 4.2 Adaptive Combination of LAD and Trimmed LS.- 4.3 An Example of Multiple Regression.- 4.4 Notes.- 5 Adaptive LAD + M-Regression.- 5.1 Introduction.- 5.2 Combination of LAD and M-Estimators.- 5.3 Adaptive Combination of LAD and M-Estimators.- 5.4 An Example of Multiple Regression.- 5.5 Notes.- 6 Adaptive LS + TLS Regression.- 6.1 Introduction.- 6.2 Adaptive Combination of Mean and Trimmed Mean.- 6.3 Adaptive Combination of LS and TLS Regressions.- 6.4 Example of Multiple Regression.- 6.5 Notes.- 7 Adaptive Choice of Trimming.- 7.1 Introduction.- 7.2 Fully Adaptive Trimmed Mean and TLS.- 7.3 Adaptive Choice for fhe Trimmed Mean.- 7.4 Adaptive Choice in Linear Model Based on Ranks.- 7.5 Adaptive Choice in Linear Model Based on Regression Rank Scores.- 7.6 Notes.- 8 Adaptive Combination of Tests.- 8.1 Introduction.- 8.2 Types of Tests.- 8.3 Adaptive Combination of F-Test and Median-Type Test.- 8.4 Adaptive Combination of M-Test and Median-Type Test.- 8.5 Notes.- 9 Computational Aspects.- 9.1 Introduction.- 9.2 Computing the Adaptive Combination of LS and LAD.- 9.3 Program ADAPTIVE.- 10 Some Asymptotic Results.- 10.1 Asymptotic Properties of Studentized M-Estimators.- 10.2 Uniform Asymptotic Linearity of M-Statistics.- 10.3 Estimators of Scale Parameter.- 10.4 Optimal Choice of ?n.- 11 Epilogue.- References.- Author Index.

Rezensionen

From the reviews: MATHEMATICAL REVIEWS "Despite its high level, the book is extremely readable and gives new insight into the problem of estimation in the linear regression model."