Parameter Estimation and Hypothesis Testing in Linear Models

Karl-Rudolf Koch

ISBN 10: 3540652574 / ISBN 13: 9783540652571

Editore: Springer Berlin Heidelberg, 1999

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Druck auf Anfrage Neuware - Printed after ordering - The necessity to publish the second edition of this book arose when its third German edition had just been published. This second English edition is there fore a translation of the third German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1997. It differs from the first English edition by the addition of a new chapter on robust estimation of parameters and the deletion of the section on discriminant analysis, which has been more completely dealt with by the author in the book Bayesian In ference with Geodetic Applications, Springer-Verlag, Berlin Heidelberg New York, 1990. Smaller additions and deletions have been incorporated, to im prove the text, to point out new developments or to eliminate errors which became apparent. A few examples have been also added. I thank Springer-Verlag for publishing this second edition and for the assistance in checking the translation, although the responsibility of errors remains with the author. I also want to express my thanks to Mrs. Ingrid Wahl and to Mrs. Heidemarlen Westhiiuser who prepared the second edition. Bonn, January 1999 Karl-Rudolf Koch Preface to the First Edition This book is a translation with slight modifications and additions of the second German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1987.

Codice articolo 9783540652571

Dati bibliografici

• Titolo: Parameter Estimation and Hypothesis Testing in Linear Models
• Editore: Springer Berlin Heidelberg
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 3540652574
• ISBN 13: 9783540652571
• Rilegatura: Buch
• Edizione: seconda edizione
• Condizione: Neu
• Dimensioni: 240 L x 161 A x 25 P (millimetri) 240 millimetri di larghezza per 161 millimetri di altezza per 25 millimetri di profondità
• Peso: 707 grammi

Descrizione articolo

Riassunto

A treatment of estimating unknown parameters, testing hypotheses and estimating confidence intervals in linear models. Readers will find here presentations of the Gauss-Markoff model, the analysis of variance, the multivariate model, the model with unknown variance and covariance components and the regression model as well as the mixed model for estimating random parameters. A chapter on the robust estimation of parameters and several examples have been added to this second edition. The necessary theorems of vector and matrix algebra and the probability distributions of test statistics are derived so as to make this book self-contained. Geodesy students as well as those in the natural sciences and engineering will find the emphasis on the geodetic application of statistical models extremely useful.

Contenuti

1 Vector and Matrix Algebra.- 2 Probability Theory.- 3 Parameter Estimation in Linear Models.- 4 Hypothesis Testing, Interval Estimation and Test for Outliers.- References.