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Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910139576103321 |
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910830171303321 |
|
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910841636403321 |
|
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Selected Proceedings of the Symposium on Estimating Equations
| Selected Proceedings of the Symposium on Estimating Equations |
| Autore | Basawa Ishwar V |
| Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 1998 |
| Disciplina | 519.5/44 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996210821903316 |
|
Basawa Ishwar V
|
||
| [Place of publication not identified], : Institute of Mathematical Statistics, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Selected Proceedings of the Symposium on Estimating Equations
| Selected Proceedings of the Symposium on Estimating Equations |
| Autore | Basawa Ishwar V |
| Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 1998 |
| Disciplina | 519.5/44 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910482887903321 |
|
Basawa Ishwar V
|
||
| [Place of publication not identified], : Institute of Mathematical Statistics, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park
| Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park |
| Autore | Basu Ayanendranath |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 519.5/44 |
| Altri autori (Persone) |
ShioyaHiroyuki
ParkChanseok |
| Collana | Monographs on statistics and applied probability |
| Soggetto topico |
Estimation theory
Distances |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-13390-1
1-283-31148-8 9786613311481 1-4200-9966-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Dedication; Contents; Preface; Acknowledgments; 1. Introduction; 2. Statistical Distances; 3. Continuous Models; 4. Measures of Robustness and Computational Issues; 5. The Hypothesis Testing Problem; 6. Techniques for Inlier Modification; 7. Weighted Likelihood Estimation; 8. Multinomial Goodness-of-Fit Testing; 9. The Density Power Divergence; 10. Other Applications; 11. Distance Measures in Information and Engineering; 12. Applications to Other Models; Bibliography |
| Record Nr. | UNINA-9910461171903321 |
|
Basu Ayanendranath
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park
| Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park |
| Autore | Basu Ayanendranath |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 519.5/44 |
| Altri autori (Persone) |
ShioyaHiroyuki
ParkChanseok |
| Collana | Monographs on statistics and applied probability |
| Soggetto topico |
Estimation theory
Distances |
| ISBN |
0-429-13390-1
1-283-31148-8 9786613311481 1-4200-9966-3 |
| Classificazione |
COM000000MAT029000
MAT 625f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Dedication; Contents; Preface; Acknowledgments; 1. Introduction; 2. Statistical Distances; 3. Continuous Models; 4. Measures of Robustness and Computational Issues; 5. The Hypothesis Testing Problem; 6. Techniques for Inlier Modification; 7. Weighted Likelihood Estimation; 8. Multinomial Goodness-of-Fit Testing; 9. The Density Power Divergence; 10. Other Applications; 11. Distance Measures in Information and Engineering; 12. Applications to Other Models; Bibliography |
| Record Nr. | UNINA-9910789718403321 |
|
Basu Ayanendranath
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park
| Statistical inference : the minimum distance approach / / Ayanendranath Basu, Hiroyuki Shioya, Chanseok Park |
| Autore | Basu Ayanendranath |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 |
| Descrizione fisica | 1 online resource (424 p.) |
| Disciplina | 519.5/44 |
| Altri autori (Persone) |
ShioyaHiroyuki
ParkChanseok |
| Collana | Monographs on statistics and applied probability |
| Soggetto topico |
Estimation theory
Distances |
| ISBN |
0-429-13390-1
1-283-31148-8 9786613311481 1-4200-9966-3 |
| Classificazione |
COM000000MAT029000
MAT 625f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Dedication; Contents; Preface; Acknowledgments; 1. Introduction; 2. Statistical Distances; 3. Continuous Models; 4. Measures of Robustness and Computational Issues; 5. The Hypothesis Testing Problem; 6. Techniques for Inlier Modification; 7. Weighted Likelihood Estimation; 8. Multinomial Goodness-of-Fit Testing; 9. The Density Power Divergence; 10. Other Applications; 11. Distance Measures in Information and Engineering; 12. Applications to Other Models; Bibliography |
| Record Nr. | UNINA-9910820085203321 |
|
Basu Ayanendranath
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh
| Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh |
| Autore | Saleh A. K. Md. Ehsanes |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley-Interscience, c2006 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina |
519.5/44
519.544 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Parameter estimation
Regression analysis Bayesian statistical decision theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-44801-6
9786610448012 0-470-36055-0 0-471-77375-1 0-471-77374-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Theory of Preliminary Test and Stein-Type Estimation with Applications; Contents; List of Figures; List of Figures; List of Tables; List of Tables; Preface; 1 Introduction; 1.1.1 Batting averages of 18 players; 1.1 Display of predicted batting averages based on Stein's formula; 1.1 Objective of This Book; 1.2 Statistical Decision Principle; 1.3 Quadratic Loss Function; 1.4 Some Statistical Models with Preliminaries; 1.4.1 Mean and Simple Linear Models; 1.4.2 One-Sample Multivariate Model; 1.4.3 ANOVA Models; 1.4.4 Parallelism Models
1.4.5 Multiple Regression Model and General Linear Hypothesis1.4.6 Simple Multivariate Linear Model; 1.4.7 Discrete Data Models; 1.5 Organization of the Book; 1.6 Conclusions; 1.7 Problems; 2 Preliminaries; 2.1 Normal Distribution; 2.2 Chi-square Distribution and Properties; 2.3 Some Results from Multivariate Normal Theory; 2.4 Beta Distribution and Applications; 2.5 Discrete Distributions; 2.5.1 Binomial Distribution; 2.5.2 Multinomial Distribution; 2.6 Matrix Results; 2.7 Large Sample Theory; 2.7.1 Four Types of Convergence; 2.7.2 Law of Large Numbers; 2.7.3 Central Limit Theorems 2.8 Nonparametric Theory: Preliminaries2.8.1 Order-Statistics, Ranks, and Sign Statistics; 2.8.2 Linear rank-statistics (LRS); 2.8.3 Rank Estimators of the Parameters of Various Models; 2.9 Problems; 3 Preliminary Test Estimation; 3.1 Simple Linear Model, Estimators, and Tests; 3.1.1 Simple Linear Model; 3.1.2 Estimation of the Intercept and Slope Parameter; 3.1.3 Test for the Slope Parameter; 3.2 PTE of the Intercept Parameter; 3.2.1 UE, RE and PTE of the Intercept Parameter; 3.2.2 Bias and MSE Expressions; 3.2.3 Comparison of bias and mse functions 3.2.1 Graph of quadratic bias functions of the estimators3.2.4 Optimum Level of Significance of Preliminary Test; 3.2.2 Graph of MRE(tn; tn) and MRE(tPTn; tn); 3.2.1 Maximum and Minimum Guaranteed Efficiencies for n = 8; 3.2.2 Maximum and Minimum Guaranteed Efficiencies for n = 12 and x2/Q = 0.1(0.2)0.9; 3.3 Two-Sample Problem and Pooling of Means; 3.3.1 Model; 3.3.2 Estimation and Test of the Difference between Two Means; 3.3.3 Bias and mse Expression of the Three Estimators of a Mean; 3.3.1 Maximum and Minimum Guaranteed Efficiencies; 3.3.2 Maximum and Minimum Guaranteed Efficiencies 3.3.3 Maximum and Minimum Guaranteed Efficiencies3.4 One-Sample Problem: Estimation of Mean; 3.4.1 Model; 3.4.2 Unrestricted, Restricted, and Preliminary Test Estimators; 3.3.1 Graph of MRE (m1; m1) and MRE(mPT1; m1); 3.4.3 Bias, mse, and Analysis of Efficiency; 3.5 An Alternative Approach; 3.5.1 Introduction; 3.4.1 Minimum and Maximum Efficiency of PTE; 3.5.2 One-Sample Problem; 3.5.3 Comparison of PTE, tPTn and SE tSn; 3.5.1 Maximum and Minimum Efficiencies of SE and Efficiency of PTE at D0 for Selected a; 3.5.4 Simple Linear Model and Shrinkage Estimation 3.5.1 Graph of the relative efficiency of SE and PTE for different values of a |
| Record Nr. | UNINA-9910143561703321 |
|
Saleh A. K. Md. Ehsanes
|
||
| Hoboken, NJ, : Wiley-Interscience, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh
| Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh |
| Autore | Saleh A. K. Md. Ehsanes |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley-Interscience, c2006 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina |
519.5/44
519.544 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Parameter estimation
Regression analysis Bayesian statistical decision theory |
| ISBN |
1-280-44801-6
9786610448012 0-470-36055-0 0-471-77375-1 0-471-77374-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Theory of Preliminary Test and Stein-Type Estimation with Applications; Contents; List of Figures; List of Figures; List of Tables; List of Tables; Preface; 1 Introduction; 1.1.1 Batting averages of 18 players; 1.1 Display of predicted batting averages based on Stein's formula; 1.1 Objective of This Book; 1.2 Statistical Decision Principle; 1.3 Quadratic Loss Function; 1.4 Some Statistical Models with Preliminaries; 1.4.1 Mean and Simple Linear Models; 1.4.2 One-Sample Multivariate Model; 1.4.3 ANOVA Models; 1.4.4 Parallelism Models
1.4.5 Multiple Regression Model and General Linear Hypothesis1.4.6 Simple Multivariate Linear Model; 1.4.7 Discrete Data Models; 1.5 Organization of the Book; 1.6 Conclusions; 1.7 Problems; 2 Preliminaries; 2.1 Normal Distribution; 2.2 Chi-square Distribution and Properties; 2.3 Some Results from Multivariate Normal Theory; 2.4 Beta Distribution and Applications; 2.5 Discrete Distributions; 2.5.1 Binomial Distribution; 2.5.2 Multinomial Distribution; 2.6 Matrix Results; 2.7 Large Sample Theory; 2.7.1 Four Types of Convergence; 2.7.2 Law of Large Numbers; 2.7.3 Central Limit Theorems 2.8 Nonparametric Theory: Preliminaries2.8.1 Order-Statistics, Ranks, and Sign Statistics; 2.8.2 Linear rank-statistics (LRS); 2.8.3 Rank Estimators of the Parameters of Various Models; 2.9 Problems; 3 Preliminary Test Estimation; 3.1 Simple Linear Model, Estimators, and Tests; 3.1.1 Simple Linear Model; 3.1.2 Estimation of the Intercept and Slope Parameter; 3.1.3 Test for the Slope Parameter; 3.2 PTE of the Intercept Parameter; 3.2.1 UE, RE and PTE of the Intercept Parameter; 3.2.2 Bias and MSE Expressions; 3.2.3 Comparison of bias and mse functions 3.2.1 Graph of quadratic bias functions of the estimators3.2.4 Optimum Level of Significance of Preliminary Test; 3.2.2 Graph of MRE(tn; tn) and MRE(tPTn; tn); 3.2.1 Maximum and Minimum Guaranteed Efficiencies for n = 8; 3.2.2 Maximum and Minimum Guaranteed Efficiencies for n = 12 and x2/Q = 0.1(0.2)0.9; 3.3 Two-Sample Problem and Pooling of Means; 3.3.1 Model; 3.3.2 Estimation and Test of the Difference between Two Means; 3.3.3 Bias and mse Expression of the Three Estimators of a Mean; 3.3.1 Maximum and Minimum Guaranteed Efficiencies; 3.3.2 Maximum and Minimum Guaranteed Efficiencies 3.3.3 Maximum and Minimum Guaranteed Efficiencies3.4 One-Sample Problem: Estimation of Mean; 3.4.1 Model; 3.4.2 Unrestricted, Restricted, and Preliminary Test Estimators; 3.3.1 Graph of MRE (m1; m1) and MRE(mPT1; m1); 3.4.3 Bias, mse, and Analysis of Efficiency; 3.5 An Alternative Approach; 3.5.1 Introduction; 3.4.1 Minimum and Maximum Efficiency of PTE; 3.5.2 One-Sample Problem; 3.5.3 Comparison of PTE, tPTn and SE tSn; 3.5.1 Maximum and Minimum Efficiencies of SE and Efficiency of PTE at D0 for Selected a; 3.5.4 Simple Linear Model and Shrinkage Estimation 3.5.1 Graph of the relative efficiency of SE and PTE for different values of a |
| Record Nr. | UNINA-9910830846303321 |
|
Saleh A. K. Md. Ehsanes
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| Hoboken, NJ, : Wiley-Interscience, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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