Studies in Econometrics, Time Series, and Multivariate Statistics:

Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics.This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal d...

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Bibliographic Details
Main Author: Karlin, Samuel (Author)
Format: Electronic eBook
Language:English
Published: Kent Elsevier Science 2014
Subjects:
Online Access:FAW01
Summary:Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics.This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included.This book will prove useful to statisticians, mathematicians, and advance mathematics students
Item Description:Description based on publisher supplied metadata and other sources
Physical Description:1 online resource (591 pages)
ISBN:9781483268033
9780123987501

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