Matusita / Hayakawa / Puri | Statistical Sciences and Data Analysis | Buch | 978-3-11-230759-5 | sack.de

Buch, Englisch, 570 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 1150 g

Matusita / Hayakawa / Puri

Statistical Sciences and Data Analysis

Proceedings of the Third Pacific Area Statistical Conference
Nachdruck 2020
ISBN: 978-3-11-230759-5
Verlag: De Gruyter

Proceedings of the Third Pacific Area Statistical Conference

Buch, Englisch, 570 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 1150 g

ISBN: 978-3-11-230759-5
Verlag: De Gruyter


Frontmatter -- Contents -- Preface -- Kullback-Leibler Information for Ordering Genes Using Sperm Typing and Radiation Hybrid Mapping -- Statistical Models For Forecasting Tornado Intensity -- Incorporating Geographic Distribution into the Expected Number of Deaths in a Comparative Study -- Fitting Random Coefficient Regression Models -- Design and Analysis in Repeated Measurement Experiment : on Use of Preliminary Knowledge about Covariance Structure of Observations -- Least Squares Estimators of Regression Coefficients by using Misspecified Covariance Structure for Error Process -- Estimation of Regression Parameters When the Errors are Auto correlated -- Centering and Scaling in Ridge Regression -- Reparametrization Methods in Linear Minimax Estimation -- Robust Tests for Linear Models -- CIRCULAR REGRESSION -- Properties of Least Squares Methods for Choosing the Parameter of the Simple Exponential Smoothing Predictor -- Characterization of MTV model and its diagnostic checking -- Limit theorems for statistical inference on stationary processes with strong dependence -- Two Sample Problem in Time Series Analysis -- Malliavin Calculus and Higher Order Statistical Inference -- Estimation of Levels of Intensity in a Simple Self-Correcting Point Process -- Additional Information and Precision of Estimators in Multivariate Structural Models -- Sensitivity Analysis in Covariance Structure Analysis: A Numerical Investigation in the Case of Confirmatory Factor Analysis -- Likelihood Ratio Tests for Means and Covariances with Incomplete Multinormal Observations -- Maximally orthogonally invariant higher order moments and their application to testing elliptically-contouredness -- Asymptotic Theory for the Concentrated Matrix Langevin Distributions on the Grassmann Manifold -- On Canonical Correlations and the Degrees of Non-Orthogonality in the Three-way Layout -- Partial Canonical Correlations Associated with the Inverse and Some Generalized Inverses of a Partitioned Dispersion Matrix -- Approximation to the Upper Percentiles of T2max – type Statistics -- Curvature Measures in Data Analysis -- Statistical Inference from Observations with Censoring and Grouping for Exponential Families -- Pitman Closeness of the Equivariant Shrinkage Estimators of the Normal Variance -- Normal Approximation to the Distribution of the Sample Mean in the Exponential Family -- A New Approach to Asymptotic Distributions of Maximum Likelihood Ratio Statistics -- Test of homogeneity of parameters -- Determining the No-Observed-Adverse-Effect Level in Continuous Response -- Asymptotics on the Statistics for a Family of Non-Regular Distributions -- Error Bounds for Asymptotic Expansions of Some Distributions in a SUR Model -- Second Order Asymptotic Bound for the Variance of Estimators for the Double Exponential Distribution -- Asymptotic Expansions for E0 {min ( t , m )} and E0{xmin(t,m)} -- Aspects of Goodness-of-Fit -- On the Central Limit Theorem in Hilbert Space with Application to U-Statistics -- Asymptotics of the Perturbed Sample Quantile for a Sequence of m—dependent Stationary Random Process -- The L1 Complete Convergence of Recursive Kernel Density Estimators Under Weak Dependence -- MULTIVARIATE L1-NORM ESTIMATION AND THE VULNERABLE BOOTSTRAP -- Convergent Rates of M-Estimators for a Partly Linear Model -- Discrete Distributions Related to Succession Events in a Two-State Markov Chain -- How Large the Class of Waiting Distribution Can Be? -- The use of the inverse Gaussian model for analysing the lognormal data -- AN ANALISYS OF DEGRADATION DATA OF A CARBON FILM AND THE PROPERTIES OF THE ESTIMATORS -- Bayesian Analysis for Exponential Zero-failure Data -- The Estimation of Distribution under a Particular Random Censoring -- New Main Effect Plus One Plans For 27 Factorial Experiments And Their Robustness Property Against Deletion Of Runs -- PROFILES OF 2m FACTORIAL DESIGNS -- Characterization and Optimality of Block Designs with Estimation of

Matusita / Hayakawa / Puri Statistical Sciences and Data Analysis jetzt bestellen!

Weitere Infos & Material


Frontmatter -- Contents -- Preface -- Kullback-Leibler Information for Ordering Genes Using Sperm Typing and Radiation Hybrid Mapping -- Statistical Models For Forecasting Tornado Intensity -- Incorporating Geographic Distribution into the Expected Number of Deaths in a Comparative Study -- Fitting Random Coefficient Regression Models -- Design and Analysis in Repeated Measurement Experiment: on Use of Preliminary Knowledge about Covariance Structure of Observations -- Least Squares Estimators of Regression Coefficients by using Misspecified Covariance Structure for Error Process -- Estimation of Regression Parameters When the Errors are Auto correlated -- Centering and Scaling in Ridge Regression -- Reparametrization Methods in Linear Minimax Estimation -- Robust Tests for Linear Models -- CIRCULAR REGRESSION -- Properties of Least Squares Methods for Choosing the Parameter of the Simple Exponential Smoothing Predictor -- Characterization of MTV model and its diagnostic checking -- Limit theorems for statistical inference on stationary processes with strong dependence -- Two Sample Problem in Time Series Analysis -- Malliavin Calculus and Higher Order Statistical Inference -- Estimation of Levels of Intensity in a Simple Self-Correcting Point Process -- Additional Information and Precision of Estimators in Multivariate Structural Models -- Sensitivity Analysis in Covariance Structure Analysis: A Numerical Investigation in the Case of Confirmatory Factor Analysis -- Likelihood Ratio Tests for Means and Covariances with Incomplete Multinormal Observations -- Maximally orthogonally invariant higher order moments and their application to testing elliptically-contouredness -- Asymptotic Theory for the Concentrated Matrix Langevin Distributions on the Grassmann Manifold -- On Canonical Correlations and the Degrees of Non-Orthogonality in the Three-way Layout -- Partial Canonical Correlations Associated with the Inverse and Some Generalized Inverses of a Partitioned Dispersion Matrix -- Approximation to the Upper Percentiles of T2max – type Statistics -- Curvature Measures in Data Analysis -- Statistical Inference from Observations with Censoring and Grouping for Exponential Families -- Pitman Closeness of the Equivariant Shrinkage Estimators of the Normal Variance -- Normal Approximation to the Distribution of the Sample Mean in the Exponential Family -- A New Approach to Asymptotic Distributions of Maximum Likelihood Ratio Statistics -- Test of homogeneity of parameters -- Determining the No-Observed-Adverse-Effect Level in Continuous Response -- Asymptotics on the Statistics for a Family of Non-Regular Distributions -- Error Bounds for Asymptotic Expansions of Some Distributions in a SUR Model -- Second Order Asymptotic Bound for the Variance of Estimators for the Double Exponential Distribution -- Asymptotic Expansions for E0 {min ( t, m )} and E0{xmin(t,m)} -- Aspects of Goodness-of-Fit -- On the Central Limit Theorem in Hilbert Space with Application to U-Statistics -- Asymptotics of the Perturbed Sample Quantile for a Sequence of m—dependent Stationary Random Process -- The L1 Complete Convergence of Recursive Kernel Density Estimators Under Weak Dependence -- MULTIVARIATE L1-NORM ESTIMATION AND THE VULNERABLE BOOTSTRAP -- Convergent Rates of M-Estimators for a Partly Linear Model -- Discrete Distributions Related to Succession Events in a Two-State Markov Chain -- How Large the Class of Waiting Distribution Can Be? -- The use of the inverse Gaussian model for analysing the lognormal data -- AN ANALISYS OF DEGRADATION DATA OF A CARBON FILM AND THE PROPERTIES OF THE ESTIMATORS -- Bayesian Analysis for Exponential Zero-failure Data -- The Estimation of Distribution under a Particular Random Censoring -- New Main Effect Plus One Plans For 27 Factorial Experiments And Their Robustness Property Against Deletion Of Runs -- PROFILES OF 2m FACTORIAL DESIGNS -- Characterization and Optimality of Block Designs with Estimation of



Ihre Fragen, Wünsche oder Anmerkungen
Vorname*
Nachname*
Ihre E-Mail-Adresse*
Kundennr.
Ihre Nachricht*
Lediglich mit * gekennzeichnete Felder sind Pflichtfelder.
Wenn Sie die im Kontaktformular eingegebenen Daten durch Klick auf den nachfolgenden Button übersenden, erklären Sie sich damit einverstanden, dass wir Ihr Angaben für die Beantwortung Ihrer Anfrage verwenden. Selbstverständlich werden Ihre Daten vertraulich behandelt und nicht an Dritte weitergegeben. Sie können der Verwendung Ihrer Daten jederzeit widersprechen. Das Datenhandling bei Sack Fachmedien erklären wir Ihnen in unserer Datenschutzerklärung.