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James Stein Rule Estimators In Linear Regression Models With Errors Having Multivariate Student T Distribution
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Author :Radhey S. Singh Publisher :Guelph, Ont. : Department of Mathematics and Statistics, University of Guelph ISBN 13 :9780889551671 Total Pages :46 pages Book Rating :4.5/5 (516 download)
Book Synopsis James-Stein Rule Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution by : Radhey S. Singh
Download or read book James-Stein Rule Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution written by Radhey S. Singh and published by Guelph, Ont. : Department of Mathematics and Statistics, University of Guelph. This book was released on 1989 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook Of Applied Econometrics And Statistical Inference by : Aman Ullah
Download or read book Handbook Of Applied Econometrics And Statistical Inference written by Aman Ullah and published by CRC Press. This book was released on 2002-01-29 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Book Synopsis Estimation of Error Variance in Linear Regression Models with Errors Having Multivariate Student-t Distribution with Unknown Degrees of Freedom by : Radhey S. Singh
Download or read book Estimation of Error Variance in Linear Regression Models with Errors Having Multivariate Student-t Distribution with Unknown Degrees of Freedom written by Radhey S. Singh and published by . This book was released on 1987 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Inference for Models with Multivariate t-Distributed Errors by : A. K. Md. Ehsanes Saleh
Download or read book Statistical Inference for Models with Multivariate t-Distributed Errors written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2014-10-01 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors: Includes a wide array of applications for the analysis of multivariate observations Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic Addresses linear regression models with non-normal errors with practical real-world examples Uniquely addresses regression models in Student's t-distributed errors and t-models Supplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher
Book Synopsis Theory of Preliminary Test and Stein-Type Estimation with Applications by : A. K. Md. Ehsanes Saleh
Download or read book Theory of Preliminary Test and Stein-Type Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2006-04-28 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis A Family of Improved Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution by : Radhey S. Singh
Download or read book A Family of Improved Estimators in Linear Regression Models with Errors Having Multivariate Student-t Distribution written by Radhey S. Singh and published by . This book was released on 1987 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Seemingly Unrelated Regression Equations Models by : Virendera K. Srivastava
Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 2020-08-13 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.
Book Synopsis Improving Efficiency by Shrinkage by : Marvin Gruber
Download or read book Improving Efficiency by Shrinkage written by Marvin Gruber and published by Routledge. This book was released on 2017-11-01 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.
Book Synopsis The Statistical Implications of Pre-test and Stein-rule Estimators in Econometrics by : George G. Judge
Download or read book The Statistical Implications of Pre-test and Stein-rule Estimators in Econometrics written by George G. Judge and published by North-Holland. This book was released on 1978 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability and Statistics for Economists by : Bruce Hansen
Download or read book Probability and Statistics for Economists written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-08-16 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and up-to-date introduction to the mathematics that all economics students need to know Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know. Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgroundsDiscusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and moreFeatures hundreds of exercises that enable students to learn by doingIncludes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examplesCan serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen’s EconometricsAlso an invaluable reference for researchers and practitioners
Book Synopsis Journal of the Indian Society of Agricultural Statistics by : Indian Society of Agricultural Statistics
Download or read book Journal of the Indian Society of Agricultural Statistics written by Indian Society of Agricultural Statistics and published by . This book was released on 1997 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes articles along with Society's activities.
Book Synopsis Multivariate Statistical Analysis by : Narayan C. Giri
Download or read book Multivariate Statistical Analysis written by Narayan C. Giri and published by CRC Press. This book was released on 2003-11-14 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: Significantly revised and expanded, Multivariate Statistical Analysis, Second Edition addresses several added topics related to the properties and characterization of symmetric distributions, elliptically symmetric multivariate distributions, singular symmetric distributions, estimation of covariance matrices, tests of mean against one-sided alternatives, and correlations in symmetrical distributions. Its discussions and examples draw on a wide range of multivariate data, from biometry, agriculture, biomedical science, economics, to filtering and stochastic control, stock market data analysis, and random signal processing.
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1992 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 2006 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Theory of Linear Models and Multivariate Analysis by : Steven F. Arnold
Download or read book The Theory of Linear Models and Multivariate Analysis written by Steven F. Arnold and published by John Wiley & Sons. This book was released on 1981 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic statistical definitions and theorems. Subspaces and projections. Properties of the multivariate and spherical normal distributions. Introduction to linear models. A sufficient statistic. Estimation. Tests about the mean. Simultaneous confidence intervals - scheffe type. Tests about the variance. Asymptotic validity of procedures under nonnormal distributions. James-Stein and Ridge estimators. Inference based on the studentized range distribution and bonferroni's inequality. The generalized linear model. The repeated measures model. Random effects and mixed models. The correlation model. The distribution theory for multivariate analysis. The multivariate one-and two-sample models - inference about the mean vector. The multivariate linear model. Discriminant analysis. Testing hypotheses about the covariance matrix. Simplifying the structure of the covariance matrix.
Book Synopsis Improved Methods of Inference in Econometrics by : George G. Judge
Download or read book Improved Methods of Inference in Econometrics written by George G. Judge and published by North Holland. This book was released on 1986 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has as its general objective the improvement of estimation rules for linear statistical models and the development of estimating procedures, to be used with a single data set, that are appropriate to economic decision problems. Advances in the estimating procedure are brought about by changing: (i) the statistical model, (ii) the amount of information used, and (iii) the measure of performance. Within this context the book considers estimation and hypothesis testing when sample information and non-sample information of an inequality form are combined. Also evaluated are: the statistical consequences of using traditional and non-traditional estimators when the error assumptions are weakened; and the precision and statistical implications of new Stein estimators.
Book Synopsis Subset Selection in Regression by : Alan J. Miller
Download or read book Subset Selection in Regression written by Alan J. Miller and published by Chapman and Hall/CRC. This book was released on 1990-05 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most scientific computing packages contain facilities for stepwise regression and often for 'all subsets' and other techniques for finding 'best-fitting' subsets of regression variables. The application of standard theory can be very misleading in such cases when the model has not been chosen a priori, but from the data. There is widespread awareness that considerable over-fitting occurs and that prediction equations obtained after extensive 'data dredging' often perform poorly when applied to new data. This monograph relates almost entirely to least-squares methods of finding and fitting subsets of regression variables, though most of the concepts are presented in terms of the interpretation and statistical properties of orthogonal projections. An early chapter introduces these methods, which are still not widely known to users of least-squares methods. Existing methods are described for testing whether any useful improvement can be obtained by using any of a set of predictors. Spjotvoll's method for comparing two arbitrary subsets of predictor variables is illustrated and described in detail. When the selected model is the 'best-fitting' in some sense, conventional fitting methods give estimates of regression coefficients which are usually biased in the direction of being too large. The extent of this bias is demonstrated for simple cases. Various ad hoc methods for correcting the bias are discussed (ridge regression, James-Stein shrinkage, jack-knifing, etc.), together with the author's maximum likelihood technique. Areas in which further research is needed are also outlined.
