Statistical Inference, Econometric Analysis and Matrix Algebra

Schipp, Bernhard; Kräer, Walter

Statistical Inference, Econometric Analysis and Matrix Algebra

Edited by Bernhard Schipp () and Walter Kräer ()

in Springer Books from Springer

Date: 2009
ISBN: 978-3-7908-2121-5
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Chapters in this book:

Adaptive Tests for the c-Sample Location Problem: Herbert Büning
On Nonparametric Tests for Trend Detection in Seasonal Time Series: Oliver Morell and Roland Fried
Nonparametric Trend Tests for Right-Censored Survival Times: Sandra Leissen, Uwe Ligges, Markus Neuhäuser and Ludwig A. Hothorn
Penalty Specialists Among Goalkeepers: A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga: Björn Bornkamp, Arno Fritsch, Oliver Kuss and Katja Ickstadt
Permutation Tests for Validating Computer Experiments: Thomas Mühlenstädt and Ursula Gather
Exact and Generalized Confidence Intervals in the Common Mean Problem: Joachim Hartung and Guido Knapp
Locally Optimal Tests of Independence for Archimedean Copula Families: Jörg Rahnenführer
Optimal Designs for Treatment-Control Comparisons in Microarray Experiments: Joachim Kunert, R. J. Martin and Sabine Rothe
Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model: Razaw al Sarraj and Dietrich von Rosen
Implications of Dimensionality on Measurement Reliability: Kimmo Vehkalahti, Simo Puntanen and Lauri Tarkkonen
Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator: Ron C. Mittelhammer and George G. Judge
More on the F-test under Nonspherical Disturbances: Walter Krämer and Christoph Hanck
Optimal Estimation in a Linear Regression Model using Incomplete Prior Information: Helge Toutenburg, Shalabh and Christian Heumann
Minimum Description Length Model Selection in Gaussian Regression under Data Constraints: Erkki P. Liski and Antti Liski
Self-exciting Extreme Value Models for Stock Market Crashes: Rodrigo Herrera and Bernhard Schipp
Consumption and Income: A Spectral Analysis: D.S.G. Pollock
Improved Estimation Strategy in Multi-Factor Vasicek Model: S. Ejaz Ahmed, Sévérien Nkurunziza and Shuangzhe Liu
Bounds on Expected Coupling Times in a Markov Chain: Jeffrey J. Hunter
Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes: Wilfried Hazod
Further Results on Samuelson's Inequality: Richard William Farebrother
Revisitation of Generalized and Hypergeneralized Projectors: Oskar Maria Baksalary
On Singular Periodic Matrices: Jürgen Groß
Testing Numerical Methods Solving the Linear Least Squares Problem: Claus Weihs
On the Computation of the Moore—Penrose Inverse of Matrices with Symbolic Elements: Karsten Schmidt
On Permutations of Matrix Products: Hans Joachim Werner and Ingram Olkin
Some Comments on Fisher's α Index of Diversity and on the Kazwini Cosmography: Oskar Maria Baksalary, Ka Lok Chu, Simo Puntanen and George P.H. Styan
Ultimatum Games and Fuzzy Information: Philip Sander and Peter Stahlecker
Are Bernstein's Examples on Independent Events Paradoxical?: Czesław Stępniak and Tomasz Owsiany
A Classroom Example to Demonstrate Statistical Concepts: Dietrich Trenkler

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-7908-2121-5

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DOI: 10.1007/978-3-7908-2121-5

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