Studies in Econometrics Time Series and Multivariate Statistics

Karlin, Samuel & Amemiya, Takeshi & Goodman, Leo A. Edited By

ISBN 10: 0123987504 / ISBN 13: 9780123987501

Published by Academic Press, New York, 1983

About this Item

570 pages. In Honor of Theodore W. Anderson. contributors: David R. Brillinger, Haiganoush K. Preisler, Arthur S. Goldberger, Cheng Hsiao, Somesh Das Gupta, C. Fang, P. R. Krishnaiah, Yosef Rinott and others. call label removed from spine, sticker on rear cover and last page, pocket on inside rear cover, stamped on page edges, typical internal stamps including withdrawn stamp. bookplate on inside front cover of Professor Thomas J. Higgins. ; Ex University Library; 6 1/4 x 9 1/4 ".

Seller Inventory # 98433

Bibliographic Details

• Title: Studies in Econometrics Time Series and Multivariate Statistics
• Publisher: Academic Press, New York
• Publication Date: 1983
• Language: English
• ISBN 10: 0123987504
• ISBN 13: 9780123987501
• Binding: Hardcover
• Condition: Very Good with no dust jacket
• Seller catalogs:
  • Science, Physical Sciences, & Math

About this title

Synopsis

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.