Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data / Søren Johansen

• Autore: Johansen, Søren
• Pubblicazione: New York, : Springer-Verlag, 1984
• Descrizione fisica: viii, 126 p. : ill. ; 24 cm
• Soggetto topico: 62-XX - Statistics [MSC 2020]; 62F12 - Asymptotic properties of parametric estimators [MSC 2020]; 62J02 - General nonlinear regression [MSC 2020]
• Soggetto non controllato: Coefficients; Covariance matrix; Estimator; Linear Models; Linear regression; Regression; Variance
• Nota di contenuto: These notes on regression give an introduction to some of the techniques that I have found useful when working with various data sets in collaboration with Dr. S. Keiding (Copenhagen) and Dr. J.W.L. Robinson (Lausanne). The notes are based on some lectures given at the Institute of Mathematical Statistics, University of Copenhigen, 1978-81, for graduate students, and assumes a familiarity with statistical theory corresponding to the book by C.R. Rao: "Linear Statistical Inference and its Applications". Wiley, New York (1973) . The mathematical tools needed for the algebraic treatment of the models are some knowledge of finite dimensional vector spaces with an inner product and the notion of orthogonal projection. For the analytic treatment I need characteristic functions and weak convergence as the main tools. The most important statistical concepts are the general linear model for Gaussian variables and the general methods of maximum likelihood estimation as well as the likelihood ratio test. All these topics are presented in the above mentioned book by Rao and the reader is referred to that for details. For convenience a short appendix is added where the fundamental concepts from linear algebra are discussed.
• Titolo autorizzato: Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00268658
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4612-5244-3
• Serie: Lecture notes in statistics New York [etc.] . -Springer , 1980- ; 22