Theory of ridge regression estimation with applications

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of a...

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Hauptverfasser: Saleh, A. K. Md. Ehsanes (VerfasserIn), Arashi, M. 1981- (VerfasserIn), Kibria, B. M. G. 1963- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, NJ John Wiley & Sons 2019
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spelling Saleh, A. K. Md. Ehsanes VerfasserIn aut
Theory of ridge regression estimation with applications A.K. Md. Ehsanes Saleh, Mohammad Arashi, B.M. Golam Kibria
Hoboken, NJ John Wiley & Sons 2019
©2019
1 online resource (1 volume) illustrations
Text txt rdacontent
Computermedien c rdamedia
Online-Ressource cr rdacarrier
Includes bibliographical references and index. - Print version record
A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators.'The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: -Offers theoretical coverage and computer-intensive applications of the procedures presented -Contains solutions and alternate methods for prediction accuracy and selecting model procedures -Presents the first book to focus on ridge regression and unifies past research with current methodology -Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.
Ridge regression (Statistics)
Régression pseudo-orthogonale
MATHEMATICS ; Probability & Statistics ; Regression Analysis
Arashi, M. 1981- VerfasserIn aut
Kibria, B. M. G. 1963- VerfasserIn aut
9781118644614
Erscheint auch als Druck-Ausgabe 9781118644614
TUM01 ZDB-30-ORH TUM_PDA_ORH https://learning.oreilly.com/library/view/-/9781118644614/?ar X:ORHE Aggregator lizenzpflichtig Volltext
spellingShingle Saleh, A. K. Md. Ehsanes
Arashi, M. 1981-
Kibria, B. M. G. 1963-
Theory of ridge regression estimation with applications
Ridge regression (Statistics)
Régression pseudo-orthogonale
MATHEMATICS ; Probability & Statistics ; Regression Analysis
title Theory of ridge regression estimation with applications
title_auth Theory of ridge regression estimation with applications
title_exact_search Theory of ridge regression estimation with applications
title_full Theory of ridge regression estimation with applications A.K. Md. Ehsanes Saleh, Mohammad Arashi, B.M. Golam Kibria
title_fullStr Theory of ridge regression estimation with applications A.K. Md. Ehsanes Saleh, Mohammad Arashi, B.M. Golam Kibria
title_full_unstemmed Theory of ridge regression estimation with applications A.K. Md. Ehsanes Saleh, Mohammad Arashi, B.M. Golam Kibria
title_short Theory of ridge regression estimation with applications
title_sort theory of ridge regression estimation with applications
topic Ridge regression (Statistics)
Régression pseudo-orthogonale
MATHEMATICS ; Probability & Statistics ; Regression Analysis
topic_facet Ridge regression (Statistics)
Régression pseudo-orthogonale
MATHEMATICS ; Probability & Statistics ; Regression Analysis
url https://learning.oreilly.com/library/view/-/9781118644614/?ar
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