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

Overview

This unique collection of essays extends the frontiers of knowledge in ecnometrics 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...
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Overview

This unique collection of essays extends the frontiers of knowledge in ecnometrics 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.
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Product Details

  • ISBN-13: 9783790821215
  • Publisher: Springer London, Limited
  • Publication date: 1/1/2009
  • Pages: 434

Table of Contents

Pt. I Nonparametric Inference

Adaptive Tests for the c-Sample Location Problem Herbert Buning Buning, Herbert 3

On Nonparametric Tests for Trend Detection in Seasonal Time Series Oliver Morell Morell, Oliver Roland Fried Fried, Roland 19

Nonparametric Trend Tests for Right-Censored Survival Times Sandra Leissen Leissen, Sandra Uwe Ligges Ligges, Uwe Markus Neuhauser Neuhauser, Markus Ludwig A. Hothorn Hothorn, Ludwig A. 41

Penalty Specialists Among Goalkeepers: A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga Bjorn Bomkamp Bomkamp, Bjorn Arno Fritsch Fritsch, Arno Oliver Kuss Kuss, Oliver Katja Ickstadt Ickstadt, Katja 63

Permutation Tests for Validating Computer Experiments Thomas Muhlenstadt Muhlenstadt, Thomas Ursula Gather Gather, Ursula 77

Pt. II Parametric Inference

Exact and Generalized Confidence Intervals in the Common Mean Problem Joachim Hartung Hartung, Joachim Guido Knapp Knapp, Guido 85

Locally Optimal Tests of Independence for Archimedean Copula Families Jorg Rahnenfuhrer Rahnenfuhrer, Jorg 103

Pt. III Design of Experiments and Analysis of Variance

Optimal Designs for Treatment-Control Comparisons in Microarray Experiments Joachim Kunert Kunert, Joachim R. J. Martin Martin, R. J. Sabine Rothe Rothe, Sabine 115

Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model Razaw al Sarraj Sarraj, Razaw al Dietrich von Rosen von Rosen, Dietrich 125

Implications of Dimensionality on Measurement Reliability Kimmo Vehkalahti Vehkalahti, Kimmo Simo Puntanen Puntanen, Simo Lauri Tarkkonen Tarkkonen, Lauri 143

Pt. IV Linear Models and Applied Econometrics

Robust Moment Based Estimationand Inference: The Generalized Cressie-Read Estimator Ron C. Mittelhammer Mittelhammer, Ron C. George G. Judge Judge, George G. 163

More on the F-test under Nonspherical Disturbances Walter Kramer Kramer, Walter Christoph Hanck Hanck, Christoph 179

Optimal Estimation in a Linear Regression Model using Incomplete Prior Information Helge Toutenburg Toutenburg, Helge Shalabh Christian Heumann Heumann, Christian 185

Minimum Description Length Model Selection in Gaussian Regression under Data Constraints Erkki P. Liski Liski, Erkki P. Antti Liski Liski, Antti 201

Self-exciting Extreme Value Models for Stock Market Crashes Rodrigo Herrera Herrera, Rodrigo Bernhard Schipp Schipp, Bernhard 209

Consumption and Income: A Spectral Analysis D. S. G. Pollock Pollock, D. S. G. 233

Pt. V Stochastic Processes

Improved Estimation Strategy in Multi-Factor Vasicek Model S. Ejaz Ahmed Ahmed, S. Ejaz Severien Nkurunziza Nkurunziza, Severien Shuangzhe Liu Liu, Shuangzhe 255

Bounds on Expected Coupling Times in a Markov Chain Jeffrey J. Hunter Hunter, Jeffrey J. 271

Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes Wilfried Hazod Hazod, Wilfried 295

Pt. VI Matrix Algebra and Matrix Computations

Further Results on Samuelson's Inequality Richard William Farebrother Farebrother, Richard William 311

Revisitation of Generalized and Hypergeneralized Projectors Oskar Maria Baksalary Baksalary, Oskar Maria 317

On Singular Periodic Matrices Jurgen Gross Gross, Jurgen 325

Testing Numerical Methods Solving the Linear Least Squares Problem Claus Weihs Weihs, Claus 333

On the Computation of the Moore-Penrose Inverse of Matrices with Symbolic Elements Karsten Schmidt Schmidt, Karsten 349

On Permutations of Matrix Products Hans Joachim Werner Werner, Hans Joachim Ingram Olkin Olkin, Ingram 359

Pt. VII Special Topics

Some Comments on Fisher's [alpha] Index of Diversity and on the Kazwini Cosmography Oskar Maria Baksalary Baksalary, Oskar Maria Ka Lok Chu Ka, Lok Chu Simo Puntanen Puntanen, Simo George P. H. Styan Styan, George P. H. 369

Ultimatum Games and Fuzzy Information Philip Sander Sander, Philip Peter Stahlecker Stahlecker, Peter 395

Are Bernstein's Examples on Independent Events Paradoxical? Czeslaw Stepniak Stepniak, Czeslaw Tomasz Owsiany Owsiany, Tomasz 411

A Classroom Example to Demonstrate Statistical Concepts Dietrich Trenkler Trenkler, Dietrich 415

Selected Publications of Gotz Trenkler 425

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