Mathematical Statistics and Probability Theory: Proceedings, Sixth International Conference, Wisła (Poland), 1978: Lecture Notes in Statistics, cartea 2
Editat de W. Klonecki, A. Kozek, J. Rosinskien Limba Engleză Paperback – 11 iul 1980
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Specificații
ISBN-13: 9780387904931
ISBN-10: 038790493X
Pagini: 373
Ilustrații: 373 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.56 kg
Ediția:Softcover reprint of the original 1st ed. 1980
Editura: Springer
Colecția Springer
Seria Lecture Notes in Statistics
Locul publicării:New York, NY, United States
ISBN-10: 038790493X
Pagini: 373
Ilustrații: 373 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.56 kg
Ediția:Softcover reprint of the original 1st ed. 1980
Editura: Springer
Colecția Springer
Seria Lecture Notes in Statistics
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
A Model for Nonparametric Regression Analysis of Counting Processes.- On Superpositions of Random Measures and Point Processes.- Application and Optimality of the Chi-Square Test of Fit for Testing ? — Validity of Parametric Models.- On the Notion of Efficiency of a Block Design.- An Asymptotic Expansion for Distributions of C (?) Test Statistics.- Properties of Realizations of Random Fields.- Monotone Dependence Function: Background, New Results and Applications.- Lifetesting for Matched Pairs.- D-Optimum Designs for the Interblock-Model.- Locally Best Linear Estimation in Euclidean Vector Spaces.- On Statistical Problems of Stochastic Processes with Penetrable Boundaries.- On Two-Sided Nonparametric Tests for the Two-Sample Problem.- On Limit Theorems for Sums of Dependent Hilbert Space Valued Random Variables.- C. R. Rao’s MINQUE for Replicated and Multivariate Observations.- Invariant Quadratic Unbiased Estimation for Variance Components.- Mixtures of Infinitely Divisible Distributions as Limit Laws for Sums of Dependent Random Variables.- Conditional Expectations of Selectors and Jensen’s Inequality.- Some Results on Biased Linear Estimation Applied to Variance Component Estimation.- Estimation Problem for the Exponential Class of Distributions from Delayed Observations.- Statistical Analysis of Nonestimable Functionals. Part I: Estimation.- A Correcting Note to “Statistical Analysis of Nonestimable Functions. Part I: Estimation”.- Estimation for Some Classes of Gaussian Markov Processes.- Estimation of Regression Parameters of Gaussian Markov Processes.- Some Remarks on the Central Limit Theorem in Branch Spaces.- Characterization of Covariance Operators Which Guarantee the CLT.- Fixed Precision Estimate of Mean of a Gaussian Sequence with UnknownCovariance Structure.- A Characterization of Best Linear Unbiased Estimators in the General Linear Model.