Statistical inference, econometric analysis and matrix algebra: festschrift in honour of Götz Trenkler

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 inthe 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 practitionerin statistical data analysis or as a researcher in modern statistical science. Unique collection of essays in quantitative methods, with 29 theoretical andpractical contributions Authors are George J. Judge, Ingram Olkin, George P.H. Styan, Bill Farebrother and many others INDICE: From the contents Part I 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.- Part II Parametric Inference: Exact and Generalized Confidence Intervals in the Common Mean Problem.- Permutation Tests for Validating Computer Experiments.- Locally Optimal Tests of Independence for Archimedean Copula Families.- Part III 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.

• ISBN: 978-3-7908-2120-8
• Editorial: Physica
• Encuadernacion: Cartoné
• Páginas: 460
• Fecha Publicación: 01/11/2008
• Nº Volúmenes: 1
• Idioma: Inglés