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

 
9780792386360: Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker: 36
Rilegato
ISBN 10: 0792386361 ISBN 13: 9780792386360
Casa editrice: SPRINGER NATURE, 2000

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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Editore
SPRINGER NATURE
Data di pubblicazione
2000
Lingua
Inglese
ISBN 10 
0792386361
ISBN 13 
9780792386360
Rilegatura
Copertina rigida
Numero di pagine
298
Redattore
Heijmans Risto D. H., Pollock D. S. G., Satorra Albert
Contatto del produttore
Elevation
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Hamburg
22391
Germania

Altre edizioni note dello stesso titolo

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
Brossura