On the Asymptotic Properties of Parameter Estimates in a Regression Model with Non-Normally Distributed Errors

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ISBN 13 :
Total Pages : 5 pages
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Book Synopsis On the Asymptotic Properties of Parameter Estimates in a Regression Model with Non-Normally Distributed Errors by : John L. Maryak

Download or read book On the Asymptotic Properties of Parameter Estimates in a Regression Model with Non-Normally Distributed Errors written by John L. Maryak and published by . This book was released on 1987 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: The usual assumption of normality for the error terms of a regression model is often untenable. When this assumption is dropped, it may be difficult to characterize parameter estimates for the model. For example, it is stated that if the regression errors are non-normal, one is not even sure of their (e.g., the generalized least squares parameter estimates') asymptotic properties. A partial answer presents an asymptotic distribution theory for Kalman filter estimates for cases where the random terms of the state space model are not necessarily Gaussian. Certain of these asymptotic distribution results are also discussed in the context of model validation (diagnostic checking). Keywords: Random coefficient regression, State-space model, Non-Gaussian, Kalman filters, Reprints. (JHD).

Directions in Robust Statistics and Diagnostics

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Publisher : Springer Science & Business Media
ISBN 13 : 1461244447
Total Pages : 384 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Directions in Robust Statistics and Diagnostics by : Werner Stahel

Download or read book Directions in Robust Statistics and Diagnostics written by Werner Stahel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.

Cities and Their Vital Systems

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Publisher : National Academies Press
ISBN 13 : 9780309037860
Total Pages : 1298 pages
Book Rating : 4.0/5 (378 download)

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Book Synopsis Cities and Their Vital Systems by : Advisory Committee on Technology and Society

Download or read book Cities and Their Vital Systems written by Advisory Committee on Technology and Society and published by National Academies Press. This book was released on 1989 with total page 1298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cities and Their Vital Systems asks basic questions about the longevity, utility, and nature of urban infrastructures; analyzes how they grow, interact, and change; and asks how, when, and at what cost they should be replaced. Among the topics discussed are problems arising from increasing air travel and airport congestion; the adequacy of water supplies and waste treatment; the impact of new technologies on construction; urban real estate values; and the field of "telematics," the combination of computers and telecommunications that makes money machines and national newspapers possible.

Technical Reports Awareness Circular : TRAC.

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ISBN 13 :
Total Pages : 534 pages
Book Rating : 4.E/5 ( download)

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Download or read book Technical Reports Awareness Circular : TRAC. written by and published by . This book was released on 1989-06 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Regression Analysis Under A Priori Parameter Restrictions

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Publisher : Springer Science & Business Media
ISBN 13 : 1461405742
Total Pages : 245 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Regression Analysis Under A Priori Parameter Restrictions by : Pavel S. Knopov

Download or read book Regression Analysis Under A Priori Parameter Restrictions written by Pavel S. Knopov and published by Springer Science & Business Media. This book was released on 2011-09-28 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance

Government Reports Announcements & Index

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ISBN 13 :
Total Pages : 996 pages
Book Rating : 4.3/5 (243 download)

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Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1989 with total page 996 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analysis of Quantal Response Data

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Publisher : Routledge
ISBN 13 : 1351466666
Total Pages : 257 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Analysis of Quantal Response Data by : Byron J.T. Morgan

Download or read book Analysis of Quantal Response Data written by Byron J.T. Morgan and published by Routledge. This book was released on 2018-12-13 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes the standard methods as the starting point, and then describes a wide range of relatively new approaches and procedures designed to deal with more complicated data and experiments - including much recent research in the area. Throughout mention is given to the computing requirements - facilities available in large computing packages like BMDP, SAS and SPSS are also described.

Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent for Identically Distributed

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ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.:/5 (833 download)

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Book Synopsis Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent for Identically Distributed by : R. D. H. Heijmans

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent for Identically Distributed written by R. D. H. Heijmans and published by . This book was released on 1982 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotic Properties of Parameter Estimates for Strongly Dependent Random Variables

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ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Asymptotic Properties of Parameter Estimates for Strongly Dependent Random Variables by : Robert William Fox

Download or read book Asymptotic Properties of Parameter Estimates for Strongly Dependent Random Variables written by Robert William Fox and published by . This book was released on 1983 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings

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ISBN 13 :
Total Pages : 708 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Proceedings by :

Download or read book Proceedings written by and published by . This book was released on 1992 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent Nor Identically Distributed

Download Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent Nor Identically Distributed PDF Online Free

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ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent Nor Identically Distributed by : R. D. H. Heijmans

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the Nonlinear Regression Model when the Errors are Neither Independent Nor Identically Distributed written by R. D. H. Heijmans and published by . This book was released on 1982 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Misspecification Tests in Econometrics

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Publisher : Cambridge University Press
ISBN 13 : 9780521424592
Total Pages : 276 pages
Book Rating : 4.4/5 (245 download)

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Book Synopsis Misspecification Tests in Econometrics by : L. G. Godfrey

Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Current Index to Statistics, Applications, Methods and Theory

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ISBN 13 :
Total Pages : 718 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1991 with total page 718 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Asymptotic Properties in Space and Time of an Estimator in Non-linear Functional Errors-in-variables Model

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ISBN 13 : 9788790700058
Total Pages : 28 pages
Book Rating : 4.7/5 ( download)

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Book Synopsis Asymptotic Properties in Space and Time of an Estimator in Non-linear Functional Errors-in-variables Model by : István Fazekas

Download or read book Asymptotic Properties in Space and Time of an Estimator in Non-linear Functional Errors-in-variables Model written by István Fazekas and published by . This book was released on 1998 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Statistical Planning and Inference

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ISBN 13 :
Total Pages : 1304 pages
Book Rating : 4.3/5 (758 download)

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Book Synopsis Journal of Statistical Planning and Inference by : North-Holland Publishing Company

Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 2003 with total page 1304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates

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ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates by : Lucien Marie Le Cam

Download or read book On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates written by Lucien Marie Le Cam and published by . This book was released on 1953 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dissertation Abstracts International

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ISBN 13 :
Total Pages : 820 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2004 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: