Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler / Edition 1by Bernhard Schipp
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 shastic 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… See more details below
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 shastic 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.
- Physica-Verlag HD
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- 6.30(w) x 9.40(h) x 1.10(d)
Table of 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.- Implications of Dimensionality on Measurement Reliability.- Part IV 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 Decription Length Model Selection in Gaussian Regression under Data Constraints.- Self-Exciting Extreme Value Models for Sk Market Crashes.- Consumption and Income: A Spectral Analysis.- Part V Shastic Processes Improved Estimation Strategy in Multi-Factor Vasicek Model: Bounds on Expected Coupling Times in a Markov Chain.- Multiple Selfdecomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes.- Part VI 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.- Part VII Special Topics: Some Comments on Fisher’s a 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.- Selected Publications of Götz Trenkler.- List of Contributors.
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