{"product_id":"statistical-inference-for-models-with-multivariate-t-distributed-errors-hardback-9781118854051","title":"Statistical Inference for Models with Multivariate t-Distributed Errors (Hardback) 9781118854051","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStatistical Inference for Models with Multivariate t-Distributed Errors\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eA. K. Md. Ehsanes Saleh (Author), Mohammad Arashi (Author), S. M. M. Tabatabaey (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781118854051, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 17 October 2014\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e272 pages\u003cbr\u003e24.4 x 16.3 x 1.9 cm, 0.505 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eThis book summarizes the results of various models under normal theory with a brief review of the literature. \u003ci\u003eStatistical Inference for Models with Multivariate t-Distributed Errors\u003c\/i\u003e:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eIncludes a wide array of applications for the analysis of multivariate observations\u003c\/li\u003e \u003cli\u003eEmphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics\u003c\/li\u003e \u003cli\u003eContains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic\u003c\/li\u003e \u003cli\u003eAddresses linear regression models with non-normal errors with practical real-world examples\u003c\/li\u003e \u003cli\u003eUniquely addresses regression models in Student's \u003ci\u003et\u003c\/i\u003e-distributed errors and\u003ci\u003e t\u003c\/i\u003e-models\u003c\/li\u003e \u003cli\u003eSupplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher\u003c\/li\u003e \u003c\/ul\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eList of Figures xv\u003cbr\u003e \u003cbr\u003e List of Tables xvii\u003cbr\u003e \u003cbr\u003e Preface xix\u003cbr\u003e \u003cbr\u003e Glossary xxi\u003cbr\u003e \u003cbr\u003e List of Symbols xxiii\u003cbr\u003e \u003cbr\u003e \u003cb\u003e1 Introduction 1\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e1.1 Objective of the Book 1\u003cbr\u003e \u003cbr\u003e 1.2 Models Under Consideration 3\u003cbr\u003e \u003cbr\u003e \u003cb\u003e2 Preliminaries 7\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e2.1 Normal distribution 8\u003cbr\u003e \u003cbr\u003e 2.2 Chisquare distribution 8\u003cbr\u003e \u003cbr\u003e 2.3 Student’s t distributions 10\u003cbr\u003e \u003cbr\u003e 2.4 F distribution 14\u003cbr\u003e \u003cbr\u003e 2.5 Multivariate Normal distribution 16\u003cbr\u003e \u003cbr\u003e 2.6 Multivariate t distribution 17\u003cbr\u003e \u003cbr\u003e 2.7 Problems 28\u003cbr\u003e \u003cbr\u003e \u003cb\u003e3 Location Model 31\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e3.1 Model Specification 32\u003cbr\u003e \u003cbr\u003e 3.2 Unbiased Estimates of \u003ci\u003e_\u003c\/i\u003e and \u003ci\u003e_\u003c\/i\u003e\u003csup\u003e2\u003c\/sup\u003e and test of hypothesis 32\u003cbr\u003e \u003cbr\u003e 3.3 Estimators 36\u003cbr\u003e \u003cbr\u003e 3.4 Bias and MSE Expressions of the Location Estimators 38\u003cbr\u003e \u003cbr\u003e 3.5 Various Estimates of Variance 48\u003cbr\u003e \u003cbr\u003e 3.6 Problems 60\u003cbr\u003e \u003cbr\u003e \u003cb\u003e4 Simple Regression Model 61\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e4.1 Introduction 62\u003cbr\u003e \u003cbr\u003e 4.2 Estimation and Testing of \u003cb\u003e\u003ci\u003e_\u003c\/i\u003e\u003c\/b\u003e 62\u003cbr\u003e \u003cbr\u003e 4.3 Properties of Intercept Parameter 66\u003cbr\u003e \u003cbr\u003e 4.4 Comparison 69\u003cbr\u003e \u003cbr\u003e 4.5 Numerical Illustration 72\u003cbr\u003e \u003cbr\u003e 4.6 Problems 77\u003cbr\u003e \u003cbr\u003e \u003cb\u003e5 ANOVA 79\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e5.1 Model Specification 80\u003cbr\u003e \u003cbr\u003e 5.2 Proposed Estimators and Testing 80\u003cbr\u003e \u003cbr\u003e 5.3 Bias, MSE and Risk Expressions 85\u003cbr\u003e \u003cbr\u003e 5.4 Risk Analysis 87\u003cbr\u003e \u003cbr\u003e 5.5 Problems 93\u003cbr\u003e \u003cbr\u003e \u003cb\u003e6 Parallelism Model 95\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e6.1 Model Specification 96\u003cbr\u003e \u003cbr\u003e 6.2 Estimation of the Parameters and Test of Parallelism 97\u003cbr\u003e \u003cbr\u003e 6.3 Bias, MSE, and Risk Expressions 103\u003cbr\u003e \u003cbr\u003e 6.4 Risk Analysis 106\u003cbr\u003e \u003cbr\u003e 6.5 Problems 110\u003cbr\u003e \u003cbr\u003e \u003cb\u003e7 Multiple Regression Model 111\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e7.1 Model Specification 112\u003cbr\u003e \u003cbr\u003e 7.2 Shrinkage Estimators and Testing 112\u003cbr\u003e \u003cbr\u003e 7.3 Bias and Risk Expressions 116\u003cbr\u003e \u003cbr\u003e 7.4 Comparison 120\u003cbr\u003e \u003cbr\u003e 7.5 Problems 126\u003cbr\u003e \u003cbr\u003e \u003cb\u003e8 Ridge Regression 127\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e8.1 Model Specification 128\u003cbr\u003e \u003cbr\u003e 8.2 Proposed Estimators 129\u003cbr\u003e \u003cbr\u003e 8.3 Bias, MSE, and Risk Expressions 130\u003cbr\u003e \u003cbr\u003e 8.4 Performance of the Estimators 135\u003cbr\u003e \u003cbr\u003e 8.5 Choice of Ridge Parameter 153\u003cbr\u003e \u003cbr\u003e 8.6 Problems 164\u003cbr\u003e \u003cbr\u003e \u003cb\u003e9 Multivariate Models 165\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e9.1 Location Model 166\u003cbr\u003e \u003cbr\u003e 9.2 Testing of Hypothesis and Several Estimators of Local Parameter 167\u003cbr\u003e \u003cbr\u003e 9.3 Bias, Quadratic Bias, MSE, and Risk Expressions 169\u003cbr\u003e \u003cbr\u003e 9.4 Risk Analysis of the Estimators 171\u003cbr\u003e \u003cbr\u003e 9.5 Simple Multivariate Linear Model 175\u003cbr\u003e \u003cbr\u003e 9.6 Problems 180\u003cbr\u003e \u003cbr\u003e \u003cb\u003e10 Bayesian Analysis 181\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e10.1 Introduction (Zellner’s Model) 181\u003cbr\u003e \u003cbr\u003e 10.2 Conditional Bayesian Inference 183\u003cbr\u003e \u003cbr\u003e 10.3 Matrix Variate t Distribution 185\u003cbr\u003e \u003cbr\u003e 10.4 Bayesian Analysis in Multivariate Regression Model 187\u003cbr\u003e \u003cbr\u003e 10.5 Problems 194\u003cbr\u003e \u003cbr\u003e \u003cb\u003e11 Linear Prediction Models 195\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e11.1 Model \u0026amp; Preliminaries 196\u003cbr\u003e \u003cbr\u003e 11.2 Distribution of SRV and RSS 197\u003cbr\u003e \u003cbr\u003e 11.3 Regression Model for Future Responses 199\u003cbr\u003e \u003cbr\u003e 11.4 Predictive Distributions of FRV and FRSS 200\u003cbr\u003e \u003cbr\u003e 11.5 An Illustration 206\u003cbr\u003e \u003cbr\u003e 11.6 Problems 208\u003cbr\u003e \u003cbr\u003e \u003cb\u003e12 Stein Estimation 209\u003cbr\u003e \u003cbr\u003e \u003c\/b\u003e12.1 Class of Estimators 210\u003cbr\u003e \u003cbr\u003e 12.2 Preliminaries and Some Theorems 213\u003cbr\u003e \u003cbr\u003e 12.3 Superiority Conditions 216\u003cbr\u003e \u003cbr\u003e 12.4 Problems 223\u003cbr\u003e \u003cbr\u003e References 225\u003cbr\u003e \u003cbr\u003e Subject Index 243\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52421376016664,"sku":"9781118854051","price":78.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781118854051.jpg?v=1784593269","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/statistical-inference-for-models-with-multivariate-t-distributed-errors-hardback-9781118854051","provider":"Freshly Printed Books","version":"1.0","type":"link"}