Developments in Statistics

List of Contributors

Preface

Contents of Volume 2

Parameter Estimation in Stochastic Differential Systems: Theory and Application


1. Introduction


2. White Noise: Basic Notions


3. Radon-Nikodym Derivatives of Weak Distributions


4. Dynamic Systems


5. Application

References

Comparative Aspects of the Study of Ordinary Time Series and of Point Processes


1. Introduction


2. Foundations


3. Inference

References

Some Recent Developments on Real Multivariate Distributions


1. Introduction


2. Preliminaries and Evaluation of Some Integrals


3. Joint Distributions of the Eigenvalues of Certain Random Matrices


4. Distributions of the Individual Roots of a Class of Random Matrices


5. Distributions of the Ratios of the Roots


6. Distributions of Elementary Symmetric Functions


7. Distributions of the Likelihood Ratio Statistics


8. Applications in Inference on Covariance Structures and Simultaneous Test Procedures


9. Applications in Simultaneous Tests for the Equality of the Eigenvalues

References

Covariance Analysis of Nonstationary Time Series


1. Introduction and Outline


2. A General Class of Nonstationary Time Series


3. Nonstationary Series Generated by Difference Equations


4. Series Generated by Differential Equations: Flows


5. Asymptotic Distributions of Estimators


6. Equivalence of Gaussian Time Series


7. Likelihood Ratios and Tests

References

Nonparametric Repeated Significance Tests


1. Introduction


2. Type A Repeated Significance Tests


3. Type B Repeated Significance Tests


4. Some Specific Repeated Significance Tests


5. Asymptotic Distribution Theory under Null Hypotheses


6. Asymptotic Distribution Theory under Local Alternatives


7. Efficiency of Repeated Significance Tests


8. Some General Remarks

References

A Review of Some Recent Work on Discrete Optimal Factorial Designs for Statisticians and Experimenters


1. Introduction


2. Preliminaries for Users of Designs


3. 2m Factorial Designs


4. The Counting Operator and the Information Matrix


5. Orthogonal Designs and Orthogonal Arrays


6. Balanced Designs and Balanced Arrays


7. Existence Conditions for Balanced Arrays


8. The Characteristic Roots of the Information Matrix for Balanced Designs


9. Optimal Balanced 2m Factorial Designs of Resolution V, m = 4, 5, 6


10. Optimal Balanced Designs of Resolution V of the 27 Series, N ≤ 42


11. Optimal Balanced 27 Factorial Designs with 43 ≤ N ≤ 68


12. The Case m = 8


13. Tables of Optimal Designs and How to Use Them


14. Comparison of Optimality Criteria


15. Search Designs

References

Author Index

Subject Index