Author

Publication

2003-09-10 - Springer

Language

English

Word Count

98,500 words, Guess

Page Count

394 pages

Physical Format

Hardcover

Identifiers

and 2 more
  • LibraryThing5164864
  • Goodreads1854954

Classifications

  • LCCQA278.2 .G76 2003

Description

The book covers the basic theory of linear regression models and presents a comprehensive survey of different estimation techniques as alternatives and complements to least squares estimation. The relationship between different estimators is clearly described and categories of estimators are worked out in detail. Proofs are given for the most relevant results, and the presented methods are illustrated with the help of numerical examples and graphics. Special emphasis is laid on the practicability, and possible applications are discussed. The book is rounded off by an introduction to the basics of decision theory and an appendix on matrix algebra.

First Sentence

A short description of the linear regression model and its representation in matrix notation is given.

Subjects

Other Editions

  • Linear RegressionHardcoverSpringer2003-09-10

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