C.R. Rao, Linear Models: Least Squares and Alternatives (Repost)
C.R. Rao, Linear Models: Least Squares and Alternatives
ISBN: 0387988483 | edition 1999 | PDF | 291 pages | 10 mb
ISBN: 0387988483 | edition 1999 | PDF | 291 pages | 10 mb
This book provides an up-to-date account of the theory and applications of linear models. It can be used as a text for courses in statistics at the graduate level as well as an accompanying text for other courses in which linear models play a part. The authors present a unified theory of inference from linear models with minimal assumptions, not only through least squares theory, but also using alternative methods of estimation and testing based on convex loss functions and general estimating equations. Some of the highlights include: