Keywords
MathematicsEstimationControl (management)Applied mathematicsEconometricsStatisticsComputer scienceEconomicsArtificial intelligence
Related Publications
Regression Shrinkage and Selection Via the Lasso
SUMMARY We propose a new method for estimation in linear models. The ‘lasso’ minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients b...
Combining Possibly Related Estimation Problems
Summary We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined pro...
Using Formative Measures in International Marketing Models: A Cautionary Tale Using Consumer Animosity as an Example
Purpose – Despite the increasing use of formative measurement models in literature, little is known about potential consequences for substantive theory testing. Against this bac...
Econometric Analysis of Cross Section and Panel Data
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. B...
Cross-Validatory Choice and Assessment of Statistical Predictions
Summary A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The example...
Publication Info
- Year
- 1982
- Type
- book
- Citations
- 3254
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
3254
OpenAlex
Cite This
P.S. Maybeck
(1982).
Stochastic models, estimation, and control.
Mathematics in Science and Engineering/Mathematics in science and engineering
.
https://doi.org/10.1016/s0076-5392(08)x6186-7
Identifiers
- DOI
- 10.1016/s0076-5392(08)x6186-7