Articoli correlati a Sign-Based Methods in Linear Statistical Models

Sign-Based Methods in Linear Statistical Models - Rilegato

Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.; Tiurin, Iurii Nikolaevich

 
9780821803714: Sign-Based Methods in Linear Statistical Models
Rilegato
ISBN 10: 0821803719 ISBN 13: 9780821803714
Casa editrice: Amer Mathematical Society, 1997

Sinossi

Translated from the original Russian by D.B. Chibisov. Part one covers linear and factor models involving independent observations. In the second part, linear models of time series, primarily autoregressive models, are considered. The sign-based approach is based on the assumption that random errors take positive or negative values with equal probabilities. Under this assumption, the sign procedures are distribution-free, their procedures are robust to violations of model assumptions, and they have fairly high relative asymptotic efficiency. No index. Annotation c. by Book News, Inc., Portland, Or.

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Editore
Amer Mathematical Society
Data di pubblicazione
1997
Lingua
Inglese
ISBN 10 
0821803719
ISBN 13 
9780821803714
Rilegatura
Copertina rigida
Numero di pagine
248
Contatto del produttore
non disponibile
Persona responsabile
non disponibile