01753nam 2200493 450 991070481630332120140212082156.0(CKB)5470000002445576(OCoLC)870332862(EXLCZ)99547000000244557620140212d2013 ua 0engurcn|||||||||txtrdacontentcrdamediacrrdacarrierAn Approximate solution and master curves for buckling of symmetrically laminated composite cylinders /Michael P. NemethHampton, Virginia :National Aeronautics and Space Administration, Langley Research Center,2013.1 online resource (60 pages) color illustrationsNASA/TM ;2013-217999Title from title screen (viewed on Feb. 12, 2014)."May 2013."Includes bibliographical references (page 19).AnisotropynasatAxial compression loadsnasatCylindrical shellsnasatInhomogeneitynasatLaminatesnasatSandwich structuresnasatAnisotropy.Axial compression loads.Cylindrical shells.Inhomogeneity.Laminates.Sandwich structures.Nemeth Michael P.1391721Langley Research Center,United States.National Aeronautics and Space Administration,GPOGPOBOOK9910704816303321An Approximate solution and master curves for buckling of symmetrically laminated composite cylinders3514065UNINA03827nam 22006255 450 991048315750332120250402100246.0981-16-2264-710.1007/978-981-16-2264-9(CKB)4100000011954465(DE-He213)978-981-16-2264-9(MiAaPQ)EBC6639207(Au-PeEL)EBL6639207(OCoLC)1256242018(PPN)258061316(EXLCZ)99410000001195446520210608d2021 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierDiagnostic Methods in Time Series /by Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano1st ed. 2021.Singapore :Springer Nature Singapore :Imprint: Springer,2021.1 online resource (X, 108 p. 17 illus., 10 illus. in color.)JSS Research Series in Statistics,2364-0065981-16-2263-9 Includes bibliographical references and index.Chapter 1. Elements of Stochastic Processes -- Chapter 2. Systematic approach for portmanteau tests in view of Whittle likelihood ratio -- Chapter 3. A new look at portmanteau test -- Chapter 4. Adjustments for a class of tests under nonstandard conditions -- Chapter 5. Adjustments for variance component tests in ANOVA models -- Chapter 6. Robust causality test of infinite variance processes.This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.JSS Research Series in Statistics,2364-0065StatisticsStatisticsTime-series analysisStatistical Theory and MethodsApplied StatisticsStatistics in Business, Management, Economics, Finance, InsuranceTime Series AnalysisStatistics.Statistics.Time-series analysis.Statistical Theory and Methods.Applied Statistics.Statistics in Business, Management, Economics, Finance, Insurance.Time Series Analysis.519.55Akashi Fumiya767971MiAaPQMiAaPQMiAaPQBOOK9910483157503321Diagnostic Methods in Time Series1905068UNINA