The Coordinate-Free Approach to Gauss-Markov Estimation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642651488
Total Pages : 125 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis The Coordinate-Free Approach to Gauss-Markov Estimation by : H. Drygas

Download or read book The Coordinate-Free Approach to Gauss-Markov Estimation written by H. Drygas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes originate from a couple of lectures which were given in the Econometric Workshop of the Center for Operations Research and Econometrics (CORE) at the Catholic University of Louvain. The participants of the seminars were recommended to read the first four chapters of Seber's book [40], but the exposition of the material went beyond Seber's exposition, if it seemed necessary. Coordinate-free methods are not new in Gauss-Markov estimation, besides Seber the work of Kolmogorov [11], SCheffe [36], Kruskal [21], [22] and Malinvaud [25], [26] should be mentioned. Malinvaud's approach however is a little different from that of the other authors, because his optimality criterion is based on the ellipsoid of c- centration. This criterion is however equivalent to the usual c- cept of minimal covariance-matrix and therefore the result must be the same in both cases. While the usual theory gives no indication how small the covariance-matrix can be made before the optimal es timator is computed, Malinvaud can show how small the ellipsoid of concentration can be made: it is at most equal to the intersection of the ellipssoid of concentration of the observed random vector and the linear space in which the (unknown) expectation value of the observed random vector is lying. This exposition is based on the observation, that in regression ~nalysis and related fields two conclusions are or should preferably be applied repeatedly.

The coordinate-free approach to Gauss-Markov estimation

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ISBN 13 :
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Download or read book The coordinate-free approach to Gauss-Markov estimation written by and published by . This book was released on 1970 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Lecture Notes on the Coordinate-free Approach to Linear Models

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ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Lecture Notes on the Coordinate-free Approach to Linear Models by : Michael J. Wichura

Download or read book Lecture Notes on the Coordinate-free Approach to Linear Models written by Michael J. Wichura and published by . This book was released on 1983 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability

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Publisher : Univ of California Press
ISBN 13 :
Total Pages : 784 pages
Book Rating : 4./5 ( download)

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Book Synopsis Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability by : Jerzy Neyman

Download or read book Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability written by Jerzy Neyman and published by Univ of California Press. This book was released on 1961 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Coordinate-Free Approach to Linear Models

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Publisher : Cambridge University Press
ISBN 13 : 1139461044
Total Pages : 188 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis The Coordinate-Free Approach to Linear Models by : Michael J. Wichura

Download or read book The Coordinate-Free Approach to Linear Models written by Michael J. Wichura and published by Cambridge University Press. This book was released on 2006-10-23 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about the coordinate-free, or geometric, approach to the theory of linear models; more precisely, Model I ANOVA and linear regression models with non-random predictors in a finite-dimensional setting. This approach is more insightful, more elegant, more direct, and simpler than the more common matrix approach to linear regression, analysis of variance, and analysis of covariance models in statistics. The book discusses the intuition behind and optimal properties of various methods of estimating and testing hypotheses about unknown parameters in the models. Topics covered range from linear algebra, such as inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and non-optimal properties of Gauss-Markov, Bayes, and shrinkage estimators under assumption of normality, the optimal properties of F-test, and the analysis of covariance and missing observations.

Linear Model Methodology

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Publisher : CRC Press
ISBN 13 : 1420010441
Total Pages : 562 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Linear Model Methodology by : Andre I. Khuri

Download or read book Linear Model Methodology written by Andre I. Khuri and published by CRC Press. This book was released on 2009-10-21 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: Given the importance of linear models in statistical theory and experimental research, a good understanding of their fundamental principles and theory is essential. Supported by a large number of examples, Linear Model Methodology provides a strong foundation in the theory of linear models and explores the latest developments in data analysis.After

Foundations of Econometrics

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Publisher : Elsevier
ISBN 13 : 1483275256
Total Pages : 275 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Foundations of Econometrics by : Albert Madansky

Download or read book Foundations of Econometrics written by Albert Madansky and published by Elsevier. This book was released on 2014-07-22 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.

Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93

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Publisher : Springer Science & Business Media
ISBN 13 : 9401110042
Total Pages : 309 pages
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Book Synopsis Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93 by : Tadeusz Calinski

Download or read book Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93 written by Tadeusz Calinski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Linear Statistical Inference LINSTAT'93 was held in Poznan, Poland, from May 31 to June 4, 1993. The purpose of the confer ence was to enable scientists, from various countries, engaged in the diverse areas of statistical sciences and practice to meet together and exchange views and re sults related to the current research on linear statistical inference in its broadest sense. Thus, the conference programme included sessions on estimation, prediction and testing in linear models, on robustness of some relevant statistical methods, on estimation of variance components appearing in linear models, on certain gen eralizations to nonlinear models, on design and analysis of experiments, including optimality and comparison of linear experiments, and on some other topics related to linear statistical inference. Within the various sessions 22 invited papers and 37 contributed papers were presented, 12 of them as posters. The conference gathered 94 participants from eighteen countries of Europe, North America and Asia. There were 53 participants from abroad and 41 from Poland. The conference was the second of this type, devoted to linear statistical inference. The first was held in Poznan in June, 4-8, 1984. Both belong to the series of confer ences on mathematical statistics and probability theory organized under the auspices of the Committee of Mathematics of the Polish Academy of Sciences, due to the ini tiative and efforts of its Mathematical Statistics Section. In the years 1973-1993 there were held in Poland nineteen such conferences, some of them international.

A Note on the Concepts of Sufficiency in the General Gauss Markov Model

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ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (612 download)

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Book Synopsis A Note on the Concepts of Sufficiency in the General Gauss Markov Model by : Jerzy K. Baksalary

Download or read book A Note on the Concepts of Sufficiency in the General Gauss Markov Model written by Jerzy K. Baksalary and published by . This book was released on 1992 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability

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Publisher : Univ of California Press
ISBN 13 : 9780520019645
Total Pages : 784 pages
Book Rating : 4.0/5 (196 download)

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Book Synopsis Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability by : Lucien Marie Le Cam

Download or read book Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability written by Lucien Marie Le Cam and published by Univ of California Press. This book was released on 1972 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Publisher : Univ of California Press
ISBN 13 : 0520325877
Total Pages : 774 pages
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Selected Works of Terry Speed

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Publisher : Springer Science & Business Media
ISBN 13 : 1461413478
Total Pages : 685 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Selected Works of Terry Speed by : Sandrine Dudoit

Download or read book Selected Works of Terry Speed written by Sandrine Dudoit and published by Springer Science & Business Media. This book was released on 2012-04-11 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to provide an overview of Terry Speed’s contributions to statistics and beyond. Each of the fifteen chapters concerns a particular area of research and consists of a commentary by a subject-matter expert and selection of representative papers. The chapters, organized more or less chronologically in terms of Terry’s career, encompass a wide variety of mathematical and statistical domains, along with their application to biology and medicine. Accordingly, earlier chapters tend to be more theoretical, covering some algebra and probability theory, while later chapters concern more recent work in genetics and genomics. The chapters also span continents and generations, as they present research done over four decades, while crisscrossing the globe. The commentaries provide insight into Terry’s contributions to a particular area of research, by summarizing his work and describing its historical and scientific context, motivation, and impact. In addition to shedding light on Terry’s scientific achievements, the commentaries reveal endearing aspects of his personality, such as his intellectual curiosity, energy, humor, and generosity.

Advanced Linear Models

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Publisher : Routledge
ISBN 13 : 1351468561
Total Pages : 552 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Advanced Linear Models by : Shein-Chung Chow

Download or read book Advanced Linear Models written by Shein-Chung Chow and published by Routledge. This book was released on 2018-05-04 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work details the statistical inference of linear models including parameter estimation, hypothesis testing, confidence intervals, and prediction. The authors discuss the application of statistical theories and methodologies to various linear models such as the linear regression model, the analysis of variance model, the analysis of covariance model, and the variance components model.

Bilinear Regression Analysis

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Publisher : Springer
ISBN 13 : 3319787845
Total Pages : 468 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Bilinear Regression Analysis by : Dietrich von Rosen

Download or read book Bilinear Regression Analysis written by Dietrich von Rosen and published by Springer. This book was released on 2018-08-02 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions. In order to analyze the bilinear regression models in an interpretable way, concepts from linear models are extended and applied to tensor spaces. Further, the book considers decompositions of tensor products into natural subspaces, and addresses maximum likelihood estimation, residual analysis, influential observation analysis and testing hypotheses, where properties of estimators such as moments, asymptotic distributions or approximations of distributions are also studied. Throughout the text, examples and several analyzed data sets illustrate the different approaches, and fresh insights into classical multivariate analysis are provided. This monograph is of interest to researchers and Ph.D. students in mathematical statistics, signal processing and other fields where statistical multivariate analysis is utilized. It can also be used as a text for second graduate-level courses on multivariate analysis.

Bayesian Full Information Structrual Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3642651968
Total Pages : 164 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis Bayesian Full Information Structrual Analysis by : J.A. Morales

Download or read book Bayesian Full Information Structrual Analysis written by J.A. Morales and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Methodology and Applications of Statistics

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Publisher : Springer Nature
ISBN 13 : 3030836703
Total Pages : 447 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Methodology and Applications of Statistics by : Barry C. Arnold

Download or read book Methodology and Applications of Statistics written by Barry C. Arnold and published by Springer Nature. This book was released on 2022-01-04 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dedicated to one of the most outstanding researchers in the field of statistics, this volume in honor of C.R. Rao, on the occasion of his 100th birthday, provides a bird’s-eye view of a broad spectrum of research topics, paralleling C.R. Rao’s wide-ranging research interests. The book’s contributors comprise a representative sample of the countless number of researchers whose careers have been influenced by C.R. Rao, through his work or his personal aid and advice. As such, written by experts from more than 15 countries, the book’s original and review contributions address topics including statistical inference, distribution theory, estimation theory, multivariate analysis, hypothesis testing, statistical modeling, design and sampling, shape and circular analysis, and applications. The book will appeal to statistics researchers, theoretical and applied alike, and PhD students. Happy Birthday, C.R. Rao!

The Linear Model and Hypothesis

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Publisher : Springer
ISBN 13 : 3319219308
Total Pages : 208 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis The Linear Model and Hypothesis by : George Seber

Download or read book The Linear Model and Hypothesis written by George Seber and published by Springer. This book was released on 2015-10-08 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent matrices, thus largely avoiding the need to involvematrix ranks. It is shown that all the hypotheses encountered are either linear or asymptotically linear, and that all the underlying models used are either exactly or asymptotically linear normal models. This equivalence can be used, for example, to extend the concept of orthogonality to other models in the analysis of variance, and to show that the asymptotic equivalence of the likelihood ratio, Wald, and Score (Lagrange Multiplier) hypothesis tests generally applies.