Theory of Ridge Regression Estimation with Applications

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<p><b>A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications</b></p><p><i>Theory of Ridge Regression Estimation with Applications</i> 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.</p><p>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:</p><ul><li>Offers theoretical coverage and computer-intensive applications of the procedures presented</li><li>Contains solutions and alternate methods for prediction accuracy and selecting model procedures</li><li>Presents the first book to focus on ridge regression and unifies past research with current methodology</li><li>Uses R throughout the text and includes a companion website containing convenient data sets</li></ul><p>Written for graduate students, practitioners, and researchers in various fields of science,<i>Theory of Ridge Regression Estimation with Applications</i> is an authoritative guide to the theory and methodology of statistical estimation.</p>

Autorenportrait

<p><b>A. K. Md. EHSANES SALEH, PhD,</b> is a Professor Emeritus and Distinguished Research Professor in the school of Mathematics and Statistics, Carleton University, Ottawa, Canada.<p><b>MOHAMMAD ARASHI, PhD,</b> is an Associate Professor at Shahrood University of Technology, Iran and Extraordinary Professor and C2 rated researcher at University of Pretoria, Pretoria, South Africa.<p><b>B. M. GOLAM KIBRIA, PhD,</b> is a Professor in the Department of Mathematics and Statistics at Florida International University, Miami, FL.

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