Knottnerus Paul (36 results)

Hardcover. Condition: Very Good. Dust Jacket Condition: Published Without Dust Jacket. 1st Edition. 417 pp. Tightly bound. Corners not bumped. Text is free of markings. No ownership markings. Published without a dust jacket. Printed boards. First Edition / First Printing. 9,8,7,6,5,4,3,2,1.

Condition: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.…

21 figs., XIX, 417 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Series in Statistics. Sprache: Englisch. …

Softcover. Condition: Good. No dust jacket. viii, 196 p.

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Condition: New. pp. 212.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume deals primarily with the classical question of how to draw conclusions about the population mean of a variable, given a sample with observations on that variable. Another classical question is how to use prior knowledge of an economic or definitional relationship between the popu lation means of several variables, provided that the variables are observed in a sample. The present volume is a compilation of two discussion papers and some additional notes on these two basic questions. The discussion papers and notes were prepared for a 15-hour course at Statistics Nether lands in Voorburg in February 2000. The first discussion paper is entitled 'A Memoir on Sampling and Rho, the Generalized Intrasample Correlation Coefficient' (1999). It describes a new approach to the problem of unequal probability sampling. The second discussion paper 'The General Restric tion Estimator' (2000), deals with the problem of how to find constrained estimators that obey a given set of restrictions imposed on the parameters to be estimated. Parts I and II of the volume provide a novel and systematic treatment of sampling theory considered from the angle of the sampling autocorrelation coefficient p (rho). The same concept plays an important role in the analysis of time series. Although this concept is also well known in sampling theory, for instance in cluster sampling and systematic sampling, generalizations of p for an arbitrary sampling design are to my knowledge not readily found in the literature.…

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q'. It turns out that the calculations can be carried out either analytically or in a recursive manner.…

Condition: New. pp. 440.

Paperback. Condition: Brand New. reprint edition. 204 pages. 9.61x6.69x0.48 inches. In Stock.

Taschenbuch. Condition: Neu. Sample Survey Theory | Some Pythagorean Perspectives | Paul Knottnerus | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2010 | Springer New York | EAN 9781441929884 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]springernature[dot]com | Anbieter: preigu. …

Taschenbuch. Condition: Neu. Linear Models with Correlated Disturbances | Paul Knottnerus | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | viii | Englisch | 1991 | Springer | EAN 9783540539018 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Condition: New. This book describes a novel approach to the theory of sampling from finite populations. The new unifying approach is based on the sampling autocorrelation coefficient. The author derives a general set of sampling equations that describe the estimators, t.

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book describes a novel approach to the theory of sampling from finite populations. The new unifying approach is based on the sampling autocorrelation coefficient. The author derives a general set of sampling equations that describe the estimators, their variances as well as the corresponding variance estimators. This volume will be useful for survey practitioners faced with complex surveys. 440 pp. Englisch.…

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q'. It turns out that the calculations can be carried out either analytically or in a recursive manner. 212 pp. Englisch.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey.…