Adaptive Regression / by Yadolah Dodge, Jana Jurečková
データ種別 | 電子ブック |
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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 |
書誌詳細を非表示
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 |
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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 |
ISBN | 9781441987662 |
URL | http://dx.doi.org/10.1007/978-1-4419-8766-2 |
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