Statistical Data Analysis and Inference
- 1st Edition - July 1, 1989
- Imprint: North Holland
- Editor: Y. Dodge
- Language: English
- Paperback ISBN:9 7 8 - 1 - 4 9 3 3 - 0 7 1 6 - 6
- eBook ISBN:9 7 8 - 1 - 4 8 3 2 - 9 6 1 1 - 1
A wide range of topics and perspectives in the field of statistics are brought together in this volume. The contributions originate from invited papers presented at an… Read more
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Request a sales quoteA wide range of topics and perspectives in the field of statistics are brought together in this volume. The contributions originate from invited papers presented at an international conference which was held in honour of C. Radhakrishna Rao, one of the most eminent statisticians of our time and a distinguished scientist.
Prologue. C. Radhakrishna Rao's Contributions to Statistics (Y. Dodge). Nonlinear Estimation in Linear Models (F. Hampel). On the Maximum Number of Factors in Two Construction Methods for Orthogonal Arrays (A.S. Hedayat, J. Stufken). Some Geometrical Aspects of Data Analysis and Statistics (J.M. Oller). Inferences and Test of Hypotheses. On Bayes and Empirical Bayes Two-Stage Allocation Procedures for Selection Problems (S.S. Gupta, T.C. Liang). Multi-Sample Functional Statistical Data Analysis (E. Parzen). Discussing Truth or Falsity by Computing a Q-Value (W. Schaafsma, J. Tolboom, B. van der Meulen). Linear Pivotals and the Bayes-Non Bayes Compromise (G.A. Barnard). Bayes Modified Minimax Experimental Design (R.V. Canfield). A Simple Class of Tests Locally Better than the Score Test (T.K. Chandra). Comparison of Tests in the Presence of a Nuisance Parameter (R. Mukerjee). Tests for Redundancy of Some Variables in Multivariate Analysis (Y. Fujikoshi). Model Choice in the Context of Simultaneous Inference (T. Havránek, O. Soudský). First Zeros of Empirical Characteristic Functions and Extreme Values of Gaussian Processes (J. Hüsler). Parameter and Variance Estimation. Comparison of Experiments with Weighted Distributions (M.J. Bayarri, M.H. De Groot). Optimal Estimation for Weighted Distributions: Semi-Parametric Models (V.P. Godambe, M.B. Rajarshi). On Efficiency for Quasi-Likelihood and Composite Quasi-Likelihood Methods (C.C. Heyde). Improved Estimators of Dispersion of an Inverse Gaussian Distribution (N.Pal, B.K. Sinha). Applications of Edgeworth Expansions to Bootstrap - A Review (G.J. Babu). Dual Poincaré-
Type Inequalities via the Cramér-Rao and the Cauchy-Schwarz Inequalities and Related Characterizations (Th. Cacoullos). Some Optimality Results on Stein's Two-Stage Sampling (J.K. Ghosh, R. Mukerjee). The Cramér-Fréchet-Rao Inequality for Sequential Estimation in Non-Regular Case (Z. Govindarajulu, I. Vincze). Whither Delete-K Jackknifing for Smooth Statistical Functionals? (P.K. Sen). Distributions, Weighted Distributions and Characterization. Three Useful Expressions for Expectations Involving a Wishart Matrix and its Inverse (G.P.H. Styan). Characterizations of Distributions via Moments of Order Statistics: A Survey and Comparison of Methods (G.D. Lin). Constancy of Regression of a Polynomial of Sample Average of Positive Random Variables on their Ratios Characterizes Gamma Distribution (A. Kagan). Probing Encountered Data, Meta Analysis and Weighted Distribution Methods (G.P. Patil, C. Taillie). Further Results on Identification when the Parameters are Partially Unknown (S. El Khattabi, F. Streit). Linear Models and Matrices. Weighted-Least-Squares Estimation in the General Gauss-Markov Model (J.K. Baksalary, S. Puntanen). Evaluating Pre-Test Predictors of Success in Linear Regression Models (A. Cohen, H.B. Sackrowitz). Optimum Invariant Tests in Mixed Linear Models with Two Variance Components (Th. Mathew). Confidence Bounds for Proportion of &ogr;2&Egr; in Unbalanced Two-Way Crossed Models (M.K. Kazempour, F.A. Graybill). A Lemma on Optimization of a Matrix Function and a Review of the Unified Theory of Linear Estimation (C.R. Rao). Robust Lower Rank
Approximation of Matrices (G. Antille). Block Independence in Generalized Inverse: A Coordinate Free Look (S.K. Mitra). Generalized Inverses and Generalized Convexity (J.-P. Schellhorn). Multivariate Analysis. Distance Analysis in Discrimination and Classification Using Both Continuous and Categorical Variables (C.M. Cuadras). Stein Type Estimators for Regression Coefficients in a Multivariate Linear Model under Elliptical Distributions (C.G. Khatri). Cuts, Deep Cuts and Minimal Ellipsoids (P.E. Nüesch). On the Principal Component Analysis of Three-Way Data Matrices (A. Rizzi). Special Topics in Data Analysis. Joint Determination of Autoregressive Order and Degree of Differencing (T.M. Pukkila). Analysis of Discrete Longitudinal Data: Infinite-Lag Markov Models (F. Mehran). Statistics for Stochastic Processes: Applications to Engineering and Finance (A.F. Gualtierotti). Statistical Analysis of Macromolecular Sequences Pattern Probablities under the Dinucleotide Permutation Model (J. Kleffe). Computing Robust Covariances with Collinear Data (A. Marazzi). Preposterior Analysis in Software Testing (N.D. Singpurwalla). A View of Harmonizable Processes (M.M. Rao).
Type Inequalities via the Cramér-Rao and the Cauchy-Schwarz Inequalities and Related Characterizations (Th. Cacoullos). Some Optimality Results on Stein's Two-Stage Sampling (J.K. Ghosh, R. Mukerjee). The Cramér-Fréchet-Rao Inequality for Sequential Estimation in Non-Regular Case (Z. Govindarajulu, I. Vincze). Whither Delete-K Jackknifing for Smooth Statistical Functionals? (P.K. Sen). Distributions, Weighted Distributions and Characterization. Three Useful Expressions for Expectations Involving a Wishart Matrix and its Inverse (G.P.H. Styan). Characterizations of Distributions via Moments of Order Statistics: A Survey and Comparison of Methods (G.D. Lin). Constancy of Regression of a Polynomial of Sample Average of Positive Random Variables on their Ratios Characterizes Gamma Distribution (A. Kagan). Probing Encountered Data, Meta Analysis and Weighted Distribution Methods (G.P. Patil, C. Taillie). Further Results on Identification when the Parameters are Partially Unknown (S. El Khattabi, F. Streit). Linear Models and Matrices. Weighted-Least-Squares Estimation in the General Gauss-Markov Model (J.K. Baksalary, S. Puntanen). Evaluating Pre-Test Predictors of Success in Linear Regression Models (A. Cohen, H.B. Sackrowitz). Optimum Invariant Tests in Mixed Linear Models with Two Variance Components (Th. Mathew). Confidence Bounds for Proportion of &ogr;2&Egr; in Unbalanced Two-Way Crossed Models (M.K. Kazempour, F.A. Graybill). A Lemma on Optimization of a Matrix Function and a Review of the Unified Theory of Linear Estimation (C.R. Rao). Robust Lower Rank
Approximation of Matrices (G. Antille). Block Independence in Generalized Inverse: A Coordinate Free Look (S.K. Mitra). Generalized Inverses and Generalized Convexity (J.-P. Schellhorn). Multivariate Analysis. Distance Analysis in Discrimination and Classification Using Both Continuous and Categorical Variables (C.M. Cuadras). Stein Type Estimators for Regression Coefficients in a Multivariate Linear Model under Elliptical Distributions (C.G. Khatri). Cuts, Deep Cuts and Minimal Ellipsoids (P.E. Nüesch). On the Principal Component Analysis of Three-Way Data Matrices (A. Rizzi). Special Topics in Data Analysis. Joint Determination of Autoregressive Order and Degree of Differencing (T.M. Pukkila). Analysis of Discrete Longitudinal Data: Infinite-Lag Markov Models (F. Mehran). Statistics for Stochastic Processes: Applications to Engineering and Finance (A.F. Gualtierotti). Statistical Analysis of Macromolecular Sequences Pattern Probablities under the Dinucleotide Permutation Model (J. Kleffe). Computing Robust Covariances with Collinear Data (A. Marazzi). Preposterior Analysis in Software Testing (N.D. Singpurwalla). A View of Harmonizable Processes (M.M. Rao).
- Edition: 1
- Published: July 1, 1989
- No. of pages (eBook): 630
- Imprint: North Holland
- Language: English
- Paperback ISBN: 9781493307166
- eBook ISBN: 9781483296111
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