Marvin H. J. Gruber – författare
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3 produkter
3 produkter
Inbunden, Engelska, 2010
1 335 kr
Skickas inom 5-8 vardagar
An examination of mathematical formulations of ridge-regression-type estimators points to a curious observation: estimators can be derived by both Bayesian and Frequentist methods. In this updated and expanded edition of his 1990 treatise on the subject, Marvin H. J. Gruber presents, compares, and contrasts the development and properties of ridge-type estimators from these two philosophically different points of view. The book is organized into five sections. Part I gives a historical survey of the literature and summarizes basic ideas in matrix theory and statistical decision theory. Part II explores the mathematical relationships between estimators from both Bayesian and Frequentist points of view. Part III considers the efficiency of estimators with and without averaging over a prior distribution. Part IV applies the methods and results discussed in the previous two sections to the Kalman Filter, analysis of variance models, and penalized splines. Part V surveys recent developments in the field. These include efficiencies of ridge-type estimators for loss functions other than squared error loss functions and applications to information geometry.Gruber also includes an updated historical survey and bibliography. With more than 150 exercises, Regression Estimators is a valuable resource for graduate students and professional statisticians.
Inbunden, Engelska, 2014
1 414 kr
Skickas inom 5-8 vardagar
A self-contained introduction to matrix analysis theory and applications in the field of statisticsComprehensive in scope, Matrix Algebra for Linear Models offers a succinct summary of matrix theory and its related applications to statistics, especially linear models. The book provides a unified presentation of the mathematical properties and statistical applications of matrices in order to define and manipulate data.Written for theoretical and applied statisticians, the book utilizes multiple numerical examples to illustrate key ideas, methods, and techniques crucial to understanding matrix algebra’s application in linear models. Matrix Algebra for Linear Models expertly balances concepts and methods allowing for a side-by-side presentation of matrix theory and its linear model applications. Including concise summaries on each topic, the book also features: Methods of deriving results from the properties of eigenvalues and the singular value decompositionSolutions to matrix optimization problems for obtaining more efficient biased estimators for parameters in linear regression modelsA section on the generalized singular value decompositionMultiple chapter exercises with selected answers to enhance understanding of the presented materialMatrix Algebra for Linear Models is an ideal textbook for advanced undergraduate and graduate-level courses on statistics, matrices, and linear algebra. The book is also an excellent reference for statisticians, engineers, economists, and readers interested in the linear statistical model.
Inbunden, Engelska, 2016
1 722 kr
Skickas inom 5-8 vardagar
Provides an easy-to-understand guide to statistical linear models and its uses in data analysisThis book defines a broad spectrum of statistical linear models that is useful in the analysis of data. Considerable rewriting was done to make the book more reader friendly than the first edition. Linear Models, Second Edition is written in such a way as to be self-contained for a person with a background in basic statistics, calculus and linear algebra. The text includes numerous applied illustrations, numerical examples, and exercises, now augmented with computer outputs in SAS and R. Also new to this edition is:• A greatly improved internal design and format• A short introductory chapter to ease understanding of the order in which topics are taken up• Discussion of additional topics including multiple comparisons and shrinkage estimators• Enhanced discussions of generalized inverses, the MINQUE, Bayes and Maximum Likelihood estimators for estimating variance componentsFurthermore, in this edition, the second author adds many pedagogical elements throughout the book. These include numbered examples, end-of-example and end-of-proof symbols, selected hints and solutions to exercises available on the book’s website, and references to “big data” in everyday life. Featuring a thorough update, Linear Models, Second Edition includes:• A new internal format, additional instructional pedagogy, selected hints and solutions to exercises, and several more real-life applications• Many examples using SAS and R with timely data sets• Over 400 examples and exercises throughout the book to reinforce understandingLinear Models, Second Edition is a textbook and a reference for upper-level undergraduate and beginning graduate-level courses on linear models, statisticians, engineers, and scientists who use multiple regression or analysis of variance in their work.SHAYLE R. SEARLE, PhD, was Professor Emeritus of Biometry at Cornell University. He was the author of the first edition of Linear Models, Linear Models for Unbalanced Data, and Generalized, Linear, and Mixed Models (with Charles E. McCulloch), all from Wiley. The first edition of Linear Models appears in the Wiley Classics Library.MARVIN H. J. GRUBER, PhD, is Professor Emeritus at Rochester Institute of Technology, School of Mathematical Sciences. Dr. Gruber has written a number of papers and has given numerous presentations at professional meetings during his tenure as a professor at RIT. His fields of interest include regression estimators and the improvement of their efficiency using shrinkage estimators. He has written and published two books on this topic. Another of his books, Matrix Algebra for Linear Models, also published by Wiley, provides good preparation for studying Linear Models. He is a member of the American Mathematical Society, the Institute of Mathematical Statistics and the American Statistical Association.