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Theory of Preliminary Test and Stein-Type Estimation with Applications

A K Md Ehsanes Saleh author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:21st Apr '06

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Theory of Preliminary Test and Stein-Type Estimation with Applications cover

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

"…almost certainly the best single source for a detailed treatment of preliminary test estimators…" (Journal of the American Statistical Association, June 2007)

"…the book is clearly written and [in addition to a textbook for students] could also be used as a reference for practitioners and researchers…" (Mathematical Reviews, 2007d)

ISBN: 9780471563754

Dimensions: 237mm x 161mm x 35mm

Weight: 1005g

656 pages