Statistical Inference, Econometric Analysis and Matrix Algebra
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Home > Mathematics and Science Textbooks > Mathematics > Applied mathematics > Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler
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Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler

Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler


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About the Book

This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments and in the analysis of variance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and show once more how useful a tool this is in modern mathematics-based data analysis. The book will therefore be of key interest to anybody working as a practitioner in statistical data analysis or as a researcher in modern statistical science.

Table of Contents:
Nonparametric Inference.- Adaptive Tests for the c-Sample Location Problem.- On Nonparametric Tests for Trend Detection in Seasonal Time Series.- Nonparametric Trend Tests for Right-Censored Survival Times.- Penalty Specialists Among Goalkeepers: A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga.- Permutation Tests for Validating Computer Experiments.- Parametric Inference.- Exact and Generalized Confidence Intervals in the Common Mean Problem.- Locally Optimal Tests of Independence for Archimedean Copula Families.- Design of Experiments and Analysis of Variance.- Optimal Designs for Treatment-Control Comparisons in Microarray Experiments.- Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model.- Implications of Dimensionality on Measurement Reliability.- Linear Models and Applied Econometrics.- Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator.- More on the F-test under Nonspherical Disturbances.- Optimal Estimation in a Linear Regression Model using Incomplete Prior Information.- Minimum Description Length Model Selection in Gaussian Regression under Data Constraints.- Self-exciting Extreme Value Models for Stock Market Crashes.- Consumption and Income: A Spectral Analysis.- Stochastic Processes.- Improved Estimation Strategy in Multi-Factor Vasicek Model.- Bounds on Expected Coupling Times in a Markov Chain.- Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes.- Matrix Algebra and Matrix Computations.- Further Results on Samuelson's Inequality.- Revisitation of Generalized and Hypergeneralized Projectors.- On Singular Periodic Matrices.- Testing Numerical Methods Solving the Linear Least Squares Problem.- On the Computation of the Moore—Penrose Inverse of Matrices with Symbolic Elements.- On Permutations of Matrix Products.- Special Topics.- Some Comments on Fisher's ? Index of Diversity and on the Kazwini Cosmography.- Ultimatum Games and Fuzzy Information.- Are Bernstein's Examples on Independent Events Paradoxical?.- A Classroom Example to Demonstrate Statistical Concepts.


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Product Details
  • ISBN-13: 9783790821208
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Physica-Verlag GmbH & Co
  • Height: 235 mm
  • No of Pages: 434
  • Sub Title: Festschrift in Honour of Götz Trenkler
  • ISBN-10: 3790821209
  • Publisher Date: 20 Nov 2008
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Width: 155 mm


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Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler
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