Statistical Inference, Econometric Analysis and Matrix Algebra

Festschrift in Honour of Götz Trenkler
Buch | Hardcover
XVI, 434 Seiten
2008 | 2009
Physica (Verlag)
978-3-7908-2120-8 (ISBN)

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Statistical Inference, Econometric Analysis and Matrix Algebra -
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This Festschrift is dedicated to Götz Trenkler on the occasion of his 65th birthday. As can be seen from the long list of contributions, Götz has had and still has an enormous range of interests, and colleagues to share these interests with. He is a leading expert in linear models with a particular focus on matrix algebra in its relation to statistics. He has published in almost all major statistics and matrix theory journals. His research activities also include other areas (like nonparametrics, statistics and sports, combination of forecasts and magic squares, just to mention afew). Götz Trenkler was born in Dresden in 1943. After his school years in East G- many and West-Berlin, he obtained a Diploma in Mathematics from Free University of Berlin (1970), where he also discovered his interest in Mathematical Statistics. In 1973, he completed his Ph.D. with a thesis titled: On a distance-generating fu- tion of probability measures. He then moved on to the University of Hannover to become Lecturer and to write a habilitation-thesis (submitted 1979) on alternatives to the Ordinary Least Squares estimator in the Linear Regression Model, a topic that would become his predominant ?eld of research in the years to come.

Walter Krämer, geb. 1948, ist Professor für Wirtschafts- und Sozialstatistik an der Universität Dortmund.

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.- Permutation Tests for Validating Computer Experiments.- Parametric Inference.- Exact and Generalized Confidence Intervals in the Common Mean Problem.- Locally Optimal Tests of Independence for Archimedean Copula Families.- 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.- 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 Description Length Model Selection in Gaussian Regression under Data Constraints.- Self-exciting Extreme Value Models for Stock Market Crashes.- Consumption and Income: A Spectral Analysis.- Stochastic Processes.- Improved Estimation Strategy in Multi-Factor Vasicek Model.- Bounds on Expected Coupling Times in a Markov Chain.- Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes.- 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.- Special Topics.- Some Comments on Fisher's ? 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.

Erscheint lt. Verlag 20.11.2008
Zusatzinfo XVI, 434 p.
Verlagsort Heidelberg
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Wirtschaft Allgemeines / Lexika
Schlagworte Calculus • Econometrics • Markov Chain • Matrix Algebra • Nonparametric Statistical Inference • Quantitative Methods • Statistcal Inference • Statistica • Stochastic Processes
ISBN-10 3-7908-2120-9 / 3790821209
ISBN-13 978-3-7908-2120-8 / 9783790821208
Zustand Neuware
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