Generalized least squares / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya, Takeaki |
Pubbl/distr/stampa | Chichester : Wiley, 2004 |
Descrizione fisica | xiii, 289 p. : ill. ; 24 cm |
Disciplina | 511.42 |
Altri autori (Persone) | Kurata, Hiroshi |
Collana | Wiley series in probability and statistics |
ISBN | 0-470-86697-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990009960140403321 |
Kariya, Takeaki | ||
Chichester : Wiley, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina |
511
511.42 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910145905103321 |
Kariya Takeaki | ||
Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina |
511
511.42 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910830436903321 |
Kariya Takeaki | ||
Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina |
511
511.42 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910840876703321 |
Kariya Takeaki | ||
Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Robusteness of statistical tests / Takeaki Kariya, Bimal K. Sinha |
Autore | Kariya, Takeaki |
Pubbl/distr/stampa | Boston [etc.] : Academic, c1988 |
Descrizione fisica | xvi, 189 p. ; 23 cm |
Disciplina | 519.56 |
Altri autori (Persone) | Sinha, Bimal K |
Collana | Statistical modeling and decision science |
Soggetto topico | Statistica matematica |
ISBN | 0123982308 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000716579707536 |
Kariya, Takeaki | ||
Boston [etc.] : Academic, c1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Robustness of statistical tests / Takeaki Kariya, Bimal K. Sinha |
Autore | Kariya, Takeaki |
Pubbl/distr/stampa | Boston : Academic Press, c 1989 |
Descrizione fisica | XVI, 190 p. ; 23 cm |
Disciplina | 519.5 |
Collana | Statistical modeling and decision science |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNINA-990006773690403321 |
Kariya, Takeaki | ||
Boston : Academic Press, c 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Robustness of Statistical Tests / Takeaki Kariya ; Bimal K. Sinha |
Autore | Kariya, Takeaki |
Pubbl/distr/stampa | San Diego : Academic Press, 1988 |
Descrizione fisica | XIII, 189 p. ; 23 cm |
Disciplina | 519 |
Soggetto non controllato | Inferenza statistica, Teoria delle decisioni |
ISBN | 01239823078 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990002507330403321 |
Kariya, Takeaki | ||
San Diego : Academic Press, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|