1117236
9783540401780
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.Groß, Jürgen is the author of 'Linear Regression' with ISBN 9783540401780 and ISBN 3540401784.
[read more]