Statistical inference in elliptically contoured and related distributions:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | German |
| Veröffentlicht: |
New York
Allerton Press
1990
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 498 S. |
| ISBN: | 0898640482 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV004166864 | ||
| 003 | DE-604 | ||
| 005 | 19901210 | ||
| 007 | t | ||
| 008 | 901207s1990 |||| 00||| gerod | ||
| 020 | |a 0898640482 |9 0-89864-048-2 | ||
| 035 | |a (OCoLC)20490516 | ||
| 035 | |a (DE-599)BVBBV004166864 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a ger | |
| 049 | |a DE-12 |a DE-384 |a DE-824 |a DE-945 |a DE-11 | ||
| 050 | 0 | |a QA273.6 | |
| 082 | 0 | |a 519.2 |2 20 | |
| 084 | |a QH 234 |0 (DE-625)141549: |2 rvk | ||
| 084 | |a SK 840 |0 (DE-625)143261: |2 rvk | ||
| 245 | 1 | 0 | |a Statistical inference in elliptically contoured and related distributions |c ed. by Kai-Tai Fang ... |
| 264 | 1 | |a New York |b Allerton Press |c 1990 | |
| 300 | |a VIII, 498 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Analyse multidimensionnelle |2 ram | |
| 650 | 4 | |a Analyse multivariée | |
| 650 | 4 | |a Distribution (Théorie des probabilités) | |
| 650 | 7 | |a Distribution (Théorie des probabilités) |2 ram | |
| 650 | 7 | |a Multivariate analyse |2 gtt | |
| 650 | 7 | |a Waarschijnlijkheidstheorie |2 gtt | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Multivariate analysis | |
| 650 | 0 | 7 | |a Multivariate Analyse |0 (DE-588)4040708-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Elliptische Verteilung |0 (DE-588)4253008-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Elliptische Verteilung |0 (DE-588)4253008-8 |D s |
| 689 | 0 | 1 | |a Multivariate Analyse |0 (DE-588)4040708-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Fang, Kaitai |d 1940- |e Sonstige |0 (DE-588)124276628 |4 oth | |
| 856 | 4 | 2 | |m GBV Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002598402&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-002598402 | ||
Datensatz im Suchindex
| _version_ | 1804118378055467008 |
|---|---|
| adam_text | IMAGE 1
STATISTICAL INFERENCE IN
ELLIPTICALLY CONTOURED AND RELATED DISTRIBUTIONS
EDITED BY
KAI-TAI FANG & T.W. ANDERSON
ALLERTON PRESS INC. / NEW YORK
IMAGE 2
STATISTICAL INFERENCE IN ELLIPTICALLY
CONTOURED AND RELATED DISTRIBUTIONS
STATISTICAL I N F E R E N CE IN ELLIPTICALLY C O N T O U R ED A ND
RELATED D I S T R I B U T I O NS
EDITED BY
KAI-TAI FANG, INSTITUTE OF APPLIED MATHEMATICS, ACADEMIA SINICA,
BEIJING, CHINA AND T. W. ANDERSON, DEPARTMENT OF STATISTICS, STANFORD
UNIVERSITY, STANFORD, CA 94305, USA
TABLE OF CONTENTS
PREFACE (I)
CONTRIBUTORS (VIII)
I. DISTRIBUTION THEORY
[1] ANDERSON, T.W. AND FANG, K.T., ON THE THEORY OF MULTIVARIATE
ELLIPTICALLY CONTOURED DISTRIBUTIONS AND THEIR APPLICATIONS 1
[2] FANG, K.T. AND CHEN, H.F., RELATIONSHIPS AMONG CLASSES OF SPHERICAL
MATRIX DISTRIBU TIONS 25
[3] FANG, K.T. AND CHEN, H.F., ON THE SPECTRAL DECOMPOSITIONS OF
SPHERICAL MATRIX DISTRI BUTIONS AND SOME OF THEIR SUBCLASSES 37
[4] ZHANG, Y.T., FANG, K.T. AND CHEN, H.F., MATRIX ELLIPTICALLY
CONTOURED DISTRIBUTIONS 47
[5] ZHANG, H.C. AND FANG, K.T., SOME PROPERTIES OF LEFT-SPHERICAL AND
RIGHT-SPHERICAL MA TRIX DISTRIBUTIONS 59
[6] ZHANG, H . C, THE STOCHASTIC DECOMPOSITION OF A KIND OF INFINITE
RANDOM MATRIX . .. .71
[7] FAN, J., GENERALIZED NON-CENTRAL T-, F- AND T 2 - DISTRIBUTIONS 79
[8] HSU, H., NONCENTRAL DISTRIBUTIONS OF QUADRATIC FORMS FOR
ELLIPTICALLY CONTOURED DISTRIBU TIONS 97
[9] XU, J.L., INVERSE DIRICHLET DISTRIBUTION AND ITS APPLICATIONS 103
[10] FAN, J., ON ROTATIONAL INVARIANT DISTRIBUTIONS 115
IMAGE 3
[11] FANG, K.T. AND FANG, B.Q., GENERALIZED SYMMETRIE DIRICHLET
DISTRIBUTIONS 127
IT. QUADRATIC FORMS AND COCHRAN S THEOREM
[12] ANDERSON, T.W. AND FANG, K.T., COCHRAN S THEOREM FOR ELLIPTICALLY
CONTOURED DISTRIBU TIONS 137
[13] FANG, K.T. AND WU, Y.H., DISTRIBUTION OF QUADRATIC FORMS AND
COCHRAN S THEOREM 147
[14] FANG, K.T., FAN, J. AND XU, J.L., THE DISTRIBUTIONS OF QUADRATIC
FORMS OF RANDOM IDEMPOTENT MATRICES WITH THEIR APPLICATIONS 163
[15] FAN, J., DISTRIBUTIONS OF QUADRATIC FORMS AND NON-CENTRAL COCHRAN S
THEOREM 177
[16] ZHANG, H.C., THE DISTRIBUTION OF THE SQUARED SUM OF THE INDEPENDENT
CAUCHY VARIABLES 193
III. ESTIMATION, ADMISSIBILITY, AND TESTING HYPOTHESES
[17] ANDERSON, T.W. AND FANG, K.T., INFERENCE IN MULTIVARIATE
ELLIPTICALLY CONTOURED DISTRI BUTIONS BASED ON MAXIMUM LIKELIHOOD 201
[18] ANDERSON, T.W., FANG, K.T. AND HSU, H., MAXIMUM- LIKELIHOOD
ESTIMATES AND LIKELIHOOD-RATIO CRITERIA FOR MULTIVARIATE ELLIPTICALLY
CONTOURED DISTRIBUTIONS 217
[19] FANG, K.T., XU, J.L. AND TENG, C.Y., LIKELIHOOD RATIO CRITERIA FOR
TESTING HYPOTHESES ABOUT PARAMETERS OF ELLIPTICALLY CONTOURED
DISTRIBUTIONS 225
[20] HSU, H., GENERALIZED T 2 -TEST FOR MULTIVARIATE ELLIPTICALLY
CONTOURED DISTRIBUTIONS . 243
[21] HSU, H., INVARIANT TESTS FOR MULTIVARIATE ELLIPTICALLY CONTOURED
DISTRIBUTIONS 257
[22] FAN, J. AND FANG, K.T., INADMISSIBILITY OF SAMPLE MEAN AND SAMPLE
REGRESSION COEFFICIENTS FOR ELLIPTICALLY CONTOURED DISTRIBUTIONS 275
[23] FAN, J. AND FANG, K.T., INADMISSIBILITY OF THE USUAL ESTIMATOR FOR
THE LOCATION PARAM ETERS OF SPHERICALLY SYMMETRIE DISTRIBUTIONS 291
[24] FAN, J. AND FANG, K.T., MINIMAX ESTIMATORS AND STEIN S TWO-STAGE
ESTIMATORS OF LOCATION PARAMETERS 299
[25] FAN, J., SHRINKAGE ESTIMATORS AND RIDGE REGRESSION ESTIMATORS FOR
ELLIPTICALLY CONTOURED DISTRIBUTIONS 313
[26] QUAN, H., SOME OPTIMAL PROPERTIES OF TESTING HYPOTHESES IN
ELLIPTICALLY CONTOURED DIS TRIBUTIONS 327
[27 QUAN, H. AND FANG, K.T., UNBIASEDNESS OF THE PARAMETER TESTS FOR
GENERALIZED MULTI VARIATE DISTRIBUTIONS 343
IMAGE 4
IV. THE MULTIVARIATE LI-NORM SYMMETRIE DISTRIBUTIONS
[28] FANG, K . T. AND FANG, B.Q., SOME FAMILIES OF MULTIVARIATE
SYMMETRIE DISTRIBUTIONS RE LATED TO EXPONENTIAL DISTRIBUTION 361
[29] FANG, K . T. AND FANG, B.Q., THE I-NORM SYMMETRIE M A T R IX
VARIATE DISTRIBUTIONS . 373
[30] FANG, B.Q. AND FANG, K.T., M LE AND LRC FOR LOCATION AND SCALE
PARAMETERS OF THE T NORM SYMMETRIE MULTIVARIATE DISTRIBUTIONS 385
[31] FANG, B.Q. AND FANG, K.T., DISTRIBUTIONS OF ORDER STATISTICS OF THE
I-NORM SYMMETRIE MULTIVARIATE DISTRIBUTIONS AND APPLICATIONS 397
V. CHARACTERIZATIONS
[32] ZHANG, H.C. AND FANG, K.T., SOME CHARACTERISTICS OF NORMAL M A T R
IX VARIATE
DISTRIBUTION 407
[33] FAN, J. AND FANG, K.T., MAXIMUM LIKELIHOOD CHARACTERIZATION OF
DISTRIBUTIONS . .. .421
[34] FANG, B.Q. AND FANG, K.T., A CHARACTERIZATION OF MULTIVARIATE
I-NORM SYMMETRIE DISTRIBUTIONS 429
VI. MISCELLANEOUS
[35] LI, G., MOMENTS OF A R A N D OM VECTOR AND ITS QUADRATIC FORM 433
[36] FANG, K . T. AND XU, J.L., THE DIRECT OPERATIONS OF SYMMETRIE AND
LOWER-TRIANGULAR MATRICES WITH THEIR APPLICATIONS 441
[37] FANG, K . T. AND XU, J.L., THE MILLS RATIO OF MULTIVARIATE NORMAL
DISTRIBUTIONS AND
SPHERICAL DISTRIBUTIONS 457
[38] XU, J.L. AND FANG, K.T., THE EXPECTED VALUES OF ZONAL POLYNOMIALS
OF ELLIPTICALLY CONTOURED DISTRIBUTIONS 469
[39] QUAN, H., FANG, K . T. AND TENG, C.Y., THE APPLICATION OF
INFORMATION FUNCTION FOR
SPHERICAL DISTRIBUTION 481
[40] FANG, K . T. AND FAN, J., ASYMPTOTIC PROPERTIES OF ESTIMATION AND
HYPOTHESIS TESTING FOR DISTRIBUTIONS WITH ROTATIONAL SYMMETRIES 487
PERMISSIONS 497
INDEX: THE NUMBERS OF REFERENCES APPEARING IN THIS VOLUME 498
|
| any_adam_object | 1 |
| author_GND | (DE-588)124276628 |
| building | Verbundindex |
| bvnumber | BV004166864 |
| callnumber-first | Q - Science |
| callnumber-label | QA273 |
| callnumber-raw | QA273.6 |
| callnumber-search | QA273.6 |
| callnumber-sort | QA 3273.6 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 234 SK 840 |
| ctrlnum | (OCoLC)20490516 (DE-599)BVBBV004166864 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01849nam a2200469 c 4500</leader><controlfield tag="001">BV004166864</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19901210 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">901207s1990 |||| 00||| gerod</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0898640482</subfield><subfield code="9">0-89864-048-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)20490516</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV004166864</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">ger</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA273.6</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 234</subfield><subfield code="0">(DE-625)141549:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 840</subfield><subfield code="0">(DE-625)143261:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Statistical inference in elliptically contoured and related distributions</subfield><subfield code="c">ed. by Kai-Tai Fang ...</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York</subfield><subfield code="b">Allerton Press</subfield><subfield code="c">1990</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 498 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analyse multidimensionnelle</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse multivariée</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Théorie des probabilités)</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Distribution (Théorie des probabilités)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Multivariate analyse</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Waarschijnlijkheidstheorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Multivariate analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Multivariate Analyse</subfield><subfield code="0">(DE-588)4040708-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Elliptische Verteilung</subfield><subfield code="0">(DE-588)4253008-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Elliptische Verteilung</subfield><subfield code="0">(DE-588)4253008-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Multivariate Analyse</subfield><subfield code="0">(DE-588)4040708-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fang, Kaitai</subfield><subfield code="d">1940-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)124276628</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002598402&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-002598402</subfield></datafield></record></collection> |
| id | DE-604.BV004166864 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:09:20Z |
| institution | BVB |
| isbn | 0898640482 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002598402 |
| oclc_num | 20490516 |
| open_access_boolean | |
| owner | DE-12 DE-384 DE-824 DE-945 DE-11 |
| owner_facet | DE-12 DE-384 DE-824 DE-945 DE-11 |
| physical | VIII, 498 S. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Allerton Press |
| record_format | marc |
| spelling | Statistical inference in elliptically contoured and related distributions ed. by Kai-Tai Fang ... New York Allerton Press 1990 VIII, 498 S. txt rdacontent n rdamedia nc rdacarrier Analyse multidimensionnelle ram Analyse multivariée Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Elliptische Verteilung (DE-588)4253008-8 gnd rswk-swf Elliptische Verteilung (DE-588)4253008-8 s Multivariate Analyse (DE-588)4040708-1 s DE-604 Fang, Kaitai 1940- Sonstige (DE-588)124276628 oth GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002598402&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Statistical inference in elliptically contoured and related distributions Analyse multidimensionnelle ram Analyse multivariée Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd Elliptische Verteilung (DE-588)4253008-8 gnd |
| subject_GND | (DE-588)4040708-1 (DE-588)4253008-8 |
| title | Statistical inference in elliptically contoured and related distributions |
| title_auth | Statistical inference in elliptically contoured and related distributions |
| title_exact_search | Statistical inference in elliptically contoured and related distributions |
| title_full | Statistical inference in elliptically contoured and related distributions ed. by Kai-Tai Fang ... |
| title_fullStr | Statistical inference in elliptically contoured and related distributions ed. by Kai-Tai Fang ... |
| title_full_unstemmed | Statistical inference in elliptically contoured and related distributions ed. by Kai-Tai Fang ... |
| title_short | Statistical inference in elliptically contoured and related distributions |
| title_sort | statistical inference in elliptically contoured and related distributions |
| topic | Analyse multidimensionnelle ram Analyse multivariée Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd Elliptische Verteilung (DE-588)4253008-8 gnd |
| topic_facet | Analyse multidimensionnelle Analyse multivariée Distribution (Théorie des probabilités) Multivariate analyse Waarschijnlijkheidstheorie Distribution (Probability theory) Multivariate analysis Multivariate Analyse Elliptische Verteilung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002598402&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT fangkaitai statisticalinferenceinellipticallycontouredandrelateddistributions |