Linear regression is an important area of statistics, theoretical or applied. There have been a large number of estimation methods proposed and developed for linear regression. Each has its own competitive edge but none is good for all purposes. This manuscript focuses on construction of an adaptive combination of two estimation methods. The purpose of such adaptive methods is to help users make an objective choice and to combine desirable properties of two estimators.

Adaptive Regression 2012, Springer

ISBN-13: 9781461264644

Softcover Reprint of the Origi edition

Trade paperback

Adaptive Regression 2000, Springer, New York, NY

ISBN-13: 9780387989655

2000 edition