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Adaptive Regression / by Yadolah Dodge, Jana Jurečková

データ種別 電子ブック
出版者 New York, NY : Springer New York : Imprint: Springer
出版年 2000
本文言語 英語
大きさ XII, 177 p : online resource

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URL 電子ブック


EB0060004

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内容注記 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
一般注記 Linear regression is an important area of statistics, theoretical or applied. There have been a large number of estimation methods proposed and developed for linear regression. Each has its own competitive edge but none is good for all purposes. This manuscript focuses on construction of an adaptive combination of two estimation methods. The purpose of such adaptive methods is to help users make an objective choice and to combine desirable properties of two estimators
著者標目 *Dodge, Yadolah author
Jurečková, Jana author
SpringerLink (Online service)
件 名 LCSH:Statistics
FREE:Statistics
FREE:Statistical Theory and Methods
FREE:Statistics for Life Sciences, Medicine, Health Sciences
FREE:Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
FREE:Statistics for Business/Economics/Mathematical Finance/Insurance
分 類 DC23:519.5
巻冊次 ISBN:9781441987662 REFWLINK
ISBN 9781441987662
URL http://dx.doi.org/10.1007/978-1-4419-8766-2
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