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GeneralizedLeastSquares(WileySeriesinProbabilityandStatistics)

GeneralizedLeastSquares(WileySeriesinProbabilityandStatistics)

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作者: Takeaki Kariya 著 , Hiroshi Kurata 著

出版社: Wiley&Sons

出版时间: 2004-08

ISBN: 9780470866979

定价: 1288.50

装帧: 精装

页数: 312页

正文语种: 英语

丛书: WileySeriesinProabilityandStatistics

分类: 外文古旧书>英文书>工程技术

Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous approach. The book covers in depth the 'lower and upper bounds approach', pioneered by the first author, which is widely regarded as a very powerful and useful tool for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.
内容简介:
Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous approach. The book covers in depth the 'lower and upper bounds approach', pioneered by the first author, which is widely regarded as a very powerful and useful tool for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.

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