دانلود کتاب Multivariate statistics: theory and applications: proceedings of IX Tartu Conference on Multivariate Statistics and XX International Workshop on Matrices and Statistics

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CONTENTS......Page 10
Preface......Page 6
Organizing Committees......Page 8
1. Introduction......Page 12
2.1. Pretest Estimations......Page 14
2.2. Absolute Penalty Estimator (APE)......Page 15
3. Asymptotic Distribution Bias and Risk......Page 16
4. Monte Carlo Simulation......Page 20
6. Proofs......Page 23
References......Page 27
1. Introduction......Page 28
2. Markov-Additive Process of arrivals......Page 29
3. Problem of parameter estimation......Page 33
4. Derivatives of the expectation......Page 34
4.2. Derivatives of with respect to......Page 35
5.1. Derivatives of C with respect to......Page 36
5.2. Derivatives of C with respect to......Page 37
6. Score function......Page 40
8. Numerical example......Page 41
Acknowledgement......Page 43
References......Page 44
1. Introduction......Page 45
2. Bivariate Birnbaum-Saunders Distribution and Some Properties......Page 46
3. Form of Data......Page 47
4. Estimation Based on Type-II Censored Samples......Page 48
6. Illustrative Data Analysis......Page 50
7. Concluding Remarks......Page 55
References......Page 58
Analysis of Contingent Valuation Data with Self-Selected Rounded WTP-Intervals Collected by Two-Steps Sampling Plans Yu. K. Belyaev and B. Kristrom......Page 59
Basic assumptions......Page 60
Sampling design......Page 61
Statistical model and corresponding log likelihood......Page 64
Numerical experiment......Page 67
References......Page 70
1. Introduction......Page 72
2. The main concepts and definitions......Page 74
3. The asymptotic approximation of ER......Page 78
4. Example and discussions......Page 81
References......Page 82
1. Introduction......Page 84
2.1. Multivariate proper dispersion models......Page 85
2.2. Ordinary exponential dispersion models......Page 86
3.1. The bivariate case......Page 87
3.2. The trivariate and multivariate cases......Page 89
4.2. A multivariate Poisson model......Page 93
4.3. A multivariate binomial model......Page 95
4.4. A multivariate negative binomial model......Page 97
5.1. General......Page 98
5.2. A multivariate gamma model......Page 99
6.1. The univariate case......Page 101
6.2. The multivariate construction......Page 102
7. Multivariate generalized linear models......Page 105
8. Discussion......Page 107
References......Page 108
1. Limited expected value function......Page 110
1.1. Definiton and properties......Page 111
2.1. Setup......Page 112
2.2. Simulations......Page 115
Appendix A.1. Gamma distribution......Page 118
Appendix A.2. Weibull distribution......Page 119
Appendix A.3. Pareto distribution......Page 121
References......Page 122
1. Introduction......Page 123
2. The model......Page 124
3. Model selection and averaging......Page 126
4.1. Shrinkage estimation......Page 129
4.2. Penalized LS estimation......Page 130
4.3. Good PenLS shrinkage estimators......Page 133
4.5. Implementation using penalized LS......Page 135
5. The costs of initial hospitalization for a first hip fracture......Page 136
6. Simulation experiments......Page 137
7. Concluding remarks......Page 138
References......Page 139
1. Introduction......Page 141
2.1. Basic steps of k-NN......Page 143
2.2. Feature weighting......Page 144
2.5. Handling missing data......Page 146
3.1. Classification and Regression Trees......Page 147
3.3. Numerical results......Page 148
4. Conclusions......Page 150
References......Page 151
Statistical Study of Factors Affecting Knee Joint Space and Osteophytes in the Population with Early Knee Osteoarthritis T. von Rosen, A. E. Tamm, A. O. Tamm and I. Traat......Page 152
1. Introduction......Page 153
2. Subject selection......Page 154
3. Measurements......Page 155
4. Statistical analysis......Page 156
5. Results......Page 157
6. Discussion......Page 163
Acknowledgments......Page 165
References......Page 166
1. Estimators and their distribution......Page 168
2. Confidence regions......Page 171
References......Page 176
Author Index......Page 178