Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker: 36 - Rilegato

 
9780792386360: Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker: 36

Sinossi

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines.

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Contenuti

Introduction to the Book. 1. Some Comments and a Bibliography on the Frucht-Kantorovich and Wielandt Inequalities. 2. On Matrix Trace Kantorovich-type Inequalities. 3. Matrix Inequality Applications in Econometrics. 4. On a Generalisation of the Covariance Matrix of the Multinomial Distribution. 5. A General Method of Testing for Random Parameter Variation in Statistical Models. 6. Dual Scaling and Correspondence Analysis of Rank Order Data. 7. Continuous Extensions of Matrix Formulations in Correspondence Analysis, with Applications to the FGM Family of Distributions. 8. Utility Maximisation and Mode of Payment. 9. Gibbs Sampling in B-VAR Models with Latent Variables. 10. Least-Squares Autoregression with Near-unit Root. 11. Efficiency Comparisons for a System GMM Estimator in Dynamic Panel Data Models. 12. The Rank Condition for Forward Looking Models. 13. Notes on the Elementary Properties of Permutation and Reflection Matrices. 14. S-Ancillarity and Strong Exogeneity. 15. Asymptotic Inference Based on Eigenprojections of Covariance and Correlation Matrices. 16. On a Fisher-Cornish Type Expansion of Wishart Matrices. 17. Scaled and Adjusted Restricted Tests in Multi-Sample analysis of Moment Structures. 18. Asymptotic Behaviour of Sums of Powers of Residuals in the Classic Linear Regression Model. 19. Matrix Methods for Solving Nonlinear Dynamic Optimisation Models. 20. Computers, Multilinear Algebra and Statistics. Author Index. Subject Index.

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9781461370802: Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker: 36

Edizione in evidenza

ISBN 10:  1461370809 ISBN 13:  9781461370802
Casa editrice: Springer, 2012
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