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Optimal Unbiased Estimation of Variance Components, James D. Malley


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Автор: James D. Malley
Название:  Optimal Unbiased Estimation of Variance Components
ISBN: 9780387964492
Издательство: Springer
Классификация:
ISBN-10: 0387964495
Обложка/Формат: Paperback
Страницы: 146
Вес: 0.26 кг.
Дата издания: 01.12.1986
Серия: Lecture Notes in Statistics
Язык: English
Размер: 244 x 170 x 9
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: The clearest way into the Universe is through a forest wilderness. John MuIr As recently as 1970 the problem of obtaining optimal estimates for variance components in a mixed linear model with unbalanced data was considered a miasma of competing, generally weakly motivated estimators, with few firm gUidelines and many simple, compelling but Unanswered questions. Then in 1971 two significant beachheads were secured: the results of Rao 1971a, 1971b] and his MINQUE estimators, and related to these but not originally derived from them, the results of Seely 1971] obtained as part of his introduction of the no ion of quad- ratic subspace into the literature of variance component estimation. These two approaches were ultimately shown to be intimately related by Pukelsheim 1976], who used a linear model for the com- ponents given by Mitra 1970], and in so doing, provided a mathemati- cal framework for estimation which permitted the immediate applica- tion of many of the familiar Gauss-Markov results, methods which had earlier been so successful in the estimation of the parameters in a linear model with only fixed effects. Moreover, this usually enor- mous linear model for the components can be displayed as the starting point for many of the popular variance component estimation tech- niques, thereby unifying the subject in addition to generating answers.


Unbiased Estimators and their Applications

Автор: V.G. Voinov; M.S. Nikulin
Название: Unbiased Estimators and their Applications
ISBN: 0792339398 ISBN-13(EAN): 9780792339397
Издательство: Springer
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Цена: 13275.00 р.
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Описание: Contains problems of parametric point estimation for multivariate probability distributions emphasizing problems of unbiased estimation. This book covers some basic properties of multivariate continuous and discrete distributions, the general theory of point estimation in multivariate case, and techniques for constructing unbiased estimators.

Approaching the kannan-lovasz-simonovits and variance conjectures

Автор: Alonso-gutierrez, David Bastero, Jesus
Название: Approaching the kannan-lovasz-simonovits and variance conjectures
ISBN: 3319132628 ISBN-13(EAN): 9783319132624
Издательство: Springer
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Цена: 4890.00 р.
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Описание: Focusing on two central conjectures of Asymptotic Geometric Analysis, the Kannan-Lovasz-Simonovits spectral gap conjecture and the variance conjecture, these Lecture Notes present the theory in an accessible way, so that interested readers, even those who are not experts in the field, will be able to appreciate the treated topics.

Analysis Of Variance, Design & Regr

Автор: Christensen
Название: Analysis Of Variance, Design & Regr
ISBN: 1498730140 ISBN-13(EAN): 9781498730143
Издательство: Taylor&Francis
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Цена: 17609.00 р.
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Описание:

Analysis of Variance, Design, and Regression: Linear Modeling for Unbalanced Data, Second Edition presents linear structures for modeling data with an emphasis on how to incorporate specific ideas (hypotheses) about the structure of the data into a linear model for the data. The book carefully analyzes small data sets by using tools that are easily scaled to big data. The tools also apply to small relevant data sets that are extracted from big data.

New to the Second Edition

  • Reorganized to focus on unbalanced data
  • Reworked balanced analyses using methods for unbalanced data
  • Introductions to nonparametric and lasso regression
  • Introductions to general additive and generalized additive models
  • Examination of homologous factors
  • Unbalanced split plot analyses
  • Extensions to generalized linear models
  • R, Minitab(R), and SAS code on the author's website

The text can be used in a variety of courses, including a yearlong graduate course on regression and ANOVA or a data analysis course for upper-division statistics students and graduate students from other fields. It places a strong emphasis on interpreting the range of computer output encountered when dealing with unbalanced data.

A Programmed Text in Statistics Book 4: Tests on Variance and Regression

Автор: J. Hine
Название: A Programmed Text in Statistics Book 4: Tests on Variance and Regression
ISBN: 041213750X ISBN-13(EAN): 9780412137501
Издательство: Springer
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Цена: 11179.00 р.
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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

Автор: Corinne Berzin; Alain Latour; Jos? R. Le?n
Название: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
ISBN: 3319078747 ISBN-13(EAN): 9783319078748
Издательство: Springer
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Цена: 11878.00 р.
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Описание: The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.


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