Theory of ridge regression estimators with applications
First Statement of Responsibility
A. K. Md. Ehsanes Saleh, M. Arashi, B. M. Golam Kibria.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, NJ.
Name of Publisher, Distributor, etc.
John Wiley & Sons
Date of Publication, Distribution, etc.
2019.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxxiv, 342 p.
Other Physical Details
; ill.
SERIES
Series Title
(Wiley series in probability and statistics)
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
CONTENTS NOTE
Text of Note
Introduction to ridge regression -- Location and simple linear models -- ANOVA model -- Seemingly unrelated simple linear models -- Multiple regression -- Ridge regression in theory and applications -- Partially linear regression models -- Logistic regression model -- Regression models with autoregressive errors -- Rank-based shrinkage estimation -- High dimensional ridge regression -- Applications : neural networks and big data.
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SUMMARY OR ABSTRACT
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
Ridge regression (Statistics)
DEWEY DECIMAL CLASSIFICATION
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA278
.
22
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
Saleh, A. K. Md. Ehsanes,
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Arashi, M. (Mohammad), 1981- author
Kibria, B. M. G., (B. M. Golam), 1963- author
ORIGINATING SOURCE
Country
ایران
Agency
University of Tehran. Library of College of Science