LINEAR MODELS (V6) (eBook)

An Integrated Approach

S Rao Jammalamadaka, Debasis Sengupta (Autoren)

eBook Download: PDF

2003
644 Seiten
World Scientific Publishing Company (Verlag)
978-981-256-490-0 (ISBN)

Infos

Linear Models: An Integrated Approach aims to provide a clear and deep understanding of the general linear model using simple statistical ideas. Elegant geometric arguments are also invoked as needed and a review of vector spaces and matrices is provided to make the treatment self-contained. Complex, matrix-algebraic methods, such as those used in the rank-deficient case, are replaced by statistical proofs that are more transparent and that show the parallels with the simple linear model.This book has the following special features:⢠Use of simple statistical ideas such as linear zero functions and covariance adjustment to explain the fundamental as well as advanced concepts⢠Emphasis on the statistical interpretation of complex algebraic results⢠A thorough treatment of the singular linear model, including the case of multivariate response⢠A unified discussion on models with a partially unknown dispersion matrix, including mixed-effects/variance-components models and models for spatial and time series data⢠Insight into updates on the linear model and their connection with diagnostics, design, variable selection, the Kalman filter, etc.⢠An extensive discussion on the foundations of linear inference, along with linear alternatives to least squares⢠Coverage of other special topics, such as collinearity, stochastic and inequality constraints, misspecified models, etc.⢠Simpler proofs of numerous known results⢠Pointers to current research through examples and exercises

Produkt-Details

• Erscheint lt. Verlag: 3.3.2003
• Reihe/Serie: Series On Multivariate Analysis
• Reihe/Serie: Series On Multivariate Analysis
• Reihe/Serie: SERIES ON MULTIVARIATE ANALYSIS
• Reihe/Serie: SERIES ON MULTIVARIATE ANALYSIS
• Verlagsort: Singapore
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• ISBN-10: 981-256-490-X / 981256490X
• ISBN-13: 978-981-256-490-0 / 9789812564900