Penalty, Shrinkage and Pretest Strategies: Variable Selection and Estimation (SpringerBriefs in Statistics)

0 avg rating
( 0 ratings by Goodreads )
 
9783319031484: Penalty, Shrinkage and Pretest Strategies: Variable Selection and Estimation (SpringerBriefs in Statistics)

The objective of this book is to compare the statistical properties of penalty and non-penalty estimation strategies for some popular models. Specifically, it considers the full model, submodel, penalty, pretest and shrinkage estimation techniques for three regression models before presenting the asymptotic properties of the non-penalty estimators and their asymptotic distributional efficiency comparisons. Further, the risk properties of the non-penalty estimators and penalty estimators are explored through a Monte Carlo simulation study. Showcasing examples based on real datasets, the book will be useful for students and applied researchers in a host of applied fields.

The book’s level of presentation and style make it accessible to a broad audience. It offers clear, succinct expositions of each estimation strategy. More importantly, it clearly describes how to use each estimation strategy for the problem at hand. The book is largely self-contained, as are the individual chapters, so that anyone interested in a particular topic or area of application may read only that specific chapter. The book is specially designed for graduate students who want to understand the foundations and concepts underlying penalty and non-penalty estimation and its applications. It is well-suited as a textbook for senior undergraduate and graduate courses surveying penalty and non-penalty estimation strategies, and can also be used as a reference book for a host of related subjects, including courses on meta-analysis. Professional statisticians will find this book to be a valuable reference work, since nearly all chapters are self-contained.

"synopsis" may belong to another edition of this title.

About the Author:

Ejaz Ahmed is a Professor and Dean of the Faculty of Math and Science at Brock University. Prior to joining Brock, he was a professor and head of Mathematics at the University of Windsor and University of Regina, having previously held a faculty position at the University of Western Ontario. His areas of expertise include statistical inference, shrinkage estimation, high dimensional data and asymptotic theory. He has published over 135 articles in scientific journals, been thesis advisor of eleven Ph.D. students, held over 150 scholarly presentations and reviewed over 100 books. Further, he has authored/coauthored six books and served as a Board of Director and Chairman of the Education Committee of the Statistical Society of Canada and VP Communication for ISBIS. His research activities and work have been recognized in his election as a Fellow of the American Statistical Association, selection as member of an Evaluation Group, Discovery Grants and the Grant Selection Committee, Natural Sciences and Engineering Research Council of Canada, and by serving as an editor/associate editor of many statistical journals, including SPL and CSDA and as a book review editor for Technometrics.

Review:

“The objective of this book is to lay the foundation for shrinkage-type estimators and to compare statistical properties of penalty and non penalty estimation strategies for some popular linear models. ... Undoubtedly this volume will serve as an excellent textbook for advanced undergraduate and graduate courses involving penalty and non penalty estimation and as a references source for professional statisticians and practitioners.” (Vyacheslav Lyubchich, Technometrics, Vol. 57 (1), February, 2015)

“The book’s goal is to present some shrinkage, penalty and pretest estimation techniques for different models (e.g., normal, Poisson, multiple regression, etc.). Selected penalty estimation techniques are compared with the full model, sub-model, pretest, and shrinkage estimators in the regression case. The book is dedicated to graduate students, researchers and practitioners in this field.” (Marina Gorunescu, zbMATH 1306.62002, 2015)

“This book is a comprehensive and well-illustrated overview of the developments in this area in the last decade. ... the book is a very good source for those who want to start research in the area of preliminary test and Stein-type estimation in the direction of penalty estimation using a priori information. It will also be of interest and immense help to those interested in the theoretical as well as applied aspects of pretesting, shrinkage and penalty estimation.” (Shalabh, Mathematical Reviews, August, 2014)

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

S. Ejaz Ahmed
Published by Springer International Publishing AG (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer International Publishing AG, 2013. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IQ-9783319031484

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.64
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

2.

S. Ejaz Ahmed
Published by Springer International Publishing AG (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Springer International Publishing AG, 2013. PAP. Book Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IQ-9783319031484

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.16
Convert Currency

Add to Basket

Shipping: US$ 11.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Ahmed, S. Ejaz
Published by Springer (2017)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Springer, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # 3319031481

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.74
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

4.

Ahmed, S. Ejaz
Published by Springer Verlag (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Springer Verlag, 2013. Paperback. Book Condition: Brand New. 125 pages. 9.50x6.25x0.50 inches. In Stock. Bookseller Inventory # __3319031481

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 61.71
Convert Currency

Add to Basket

Shipping: US$ 7.99
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Ahmed, S. Ejaz
Published by Springer (2016)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9783319031484_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.93
Convert Currency

Add to Basket

Shipping: US$ 5.15
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

S. EJAZ AHMED
Published by Springer (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2013. Paperback. Book Condition: NEW. 9783319031484 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Bookseller Inventory # HTANDREE0823995

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 61.72
Convert Currency

Add to Basket

Shipping: US$ 10.65
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

S. Ejaz Ahmed
Published by Springer International Publishing AG
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description Springer International Publishing AG. Paperback. Book Condition: New. 125 pages. Dimensions: 9.0in. x 6.0in. x 0.5in.The objective of this book is to compare the statistical properties of penalty and non-penalty estimation strategies for some popular models. Specifically, it considers the full model, submodel, penalty, pretest and shrinkage estimation techniques for three regression models before presenting the asymptotic properties of the non-penalty estimators and their asymptotic distributional efficiency comparisons. Further, the risk properties of the non-penalty estimators and penalty estimators are explored through a Monte Carlo simulation study. Showcasing examples based on real datasets, the book will be useful for students and applied researchers in a host of applied fields. The books level of presentation and style make it accessible to a broad audience. It offers clear, succinct expositions of each estimation strategy. More importantly, it clearly describes how to use each estimation strategy for the problem at hand. The book is largely self-contained, as are the individual chapters, so that anyone interested in a particular topic or area of application may read only that specific chapter. The book is specially designed for graduate students who want to understand the foundations and concepts underlying penalty and non-penalty estimation and its applications. It is well-suited as a textbook for senior undergraduate and graduate courses surveying penalty and non-penalty estimation strategies, and can also be used as a reference book for a host of related subjects, including courses on meta-analysis. Professional statisticians will find this book to be a valuable reference work, since nearly all chapters are self-contained. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Bookseller Inventory # 9783319031484

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 72.57
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

S. Ejaz Ahmed
Published by Springer (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Softcover Quantity Available: 15
Print on Demand
Seller:
Rating
[?]

Book Description Springer, 2013. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # LP9783319031484

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 70.66
Convert Currency

Add to Basket

Shipping: US$ 3.51
From Germany to U.S.A.
Destination, Rates & Speeds

9.

S. Ejaz Ahmed
Published by Springer (2013)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2013. Paperback. Book Condition: New. book. Bookseller Inventory # M3319031481

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 77.18
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Ahmed, S. Ejaz
Published by Springer (2017)
ISBN 10: 3319031481 ISBN 13: 9783319031484
New Paperback Quantity Available: 2
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Springer, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # P113319031481

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 78.90
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book