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Field name	Details
Dewey Class	330.015195
Title	Statistical Inference, Econometric Analysis and Matrix Algebra ([EBook]) : Festschrift in Honour of Götz Trenkler / edited by Bernhard Schipp, Walter Kräer.
Author	Schipp, Bernhard
Added Personal Name	Kräer, Walter
Other name(s)	SpringerLink (Online service)
Publication	Heidelberg : Physica-Verlag HD , 2009.
Physical Details	: online resource.
ISBN	9783790821215
Summary Note	This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments and in the analysis of variance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and show once more how useful a tool this is in modern mathematics-based data analysis. The book will therefore be of key interest to anybody working as a practitioner in statistical data analysis or as a researcher in modern statistical science.:
Contents note	Part I Nonparametric Inference: Adaptive Tests for the c-Sample Location Problem -- On Nonparametric Tests for Trend Detection in Seasonal Time Series -- Nonparametric Trend Tests for Right-Censored Survival Times -- Penalty Specialists Among Goalkeepers - A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga -- Part II Parametric Inference: Exact and Generalized Confidence Intervals in the Common Mean Problem -- Permutation Tests for Validating Computer Experiments -- Locally Optimal Tests of Independence for Archimedean Copula Families -- Part III Design of Experiments and Analysis of Variance: Optimal Designs for Treatment-Control Comparisons in Microarray Experiments -- Improving Hendersonâs Method 3 Approach when Estimating Variance Components in a two-way mixed linear model -- Implications of Dimensionality on Measurement Reliability -- Part IV Linear Models and Applied Econometrics Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator -- More on the F-test under Nonspherical Disturbances -- Optimal Estimation in a Linear Regression Model Using Incomplete Prior Information -- Minimum Decription Length Model Selection in Gaussian Regression under Data Constraints -- Self-Exciting Extreme Value Models for Stock Market Crashes -- Consumption and Income: A Spectral Analysis -- Part V Stochastic Processes Improved Estimation Strategy in Multi-Factor Vasicek Model: Bounds on Expected Coupling Times in a Markov Chain -- Multiple Selfdecomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes -- Part VI Matrix Algebra and Matrix Computations: Further Results on Samuelsonâs Inequality -- Revisitation of Generalized and Hypergeneralized Projectors -- On Singular Periodic Matrices -- Testing Numerical Methods Solving the Linear Least Squares Problem -- On the Computation of the Moore-Penrose Inverse of Matrices with Symbolic Elements -- On Permutations of Matrix Products -- Part VII Special Topics: Some Comments on Fisherâs a Index of Diversity and on the Kazwini Cosmography -- Ultimatum Games and Fuzzy Information -- Are Bernsteinâs Examples on Independent Events Paradoxical? -- A Classroom Example to Demonstrate Statistical Concepts -- Selected Publications of Götz Trenkler -- List of Contributors.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-7908-2121-5
Links to Related Works	Subject References: Economics . Economics/Management Science, general . Game Theory, Economics, Social and Behav. Sciences . Mathematics . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: editor . Kräer, Walter . Schipp, Bernhard . Corporate Authors: SpringerLink (Online service) . Classification: 330.015195 .

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Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler

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