While there have been a large number of estimation methods proposed and developed for linear regression, none has proved good for all purposes. This text focuses on the construction of an adaptive combination of two estimation methods so as to help users make an objective choice and combine the desirable properties of two estimators.

Adaptive Regression 2012, Springer

ISBN-13: 9781461264644

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Adaptive Regression 2000, Springer, New York, NY

ISBN-13: 9780387989655

2000 edition

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