Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93

Tadeusz Calinski, Radoslaw Kala (Herausgeber)

Buch | Softcover

306 Seiten

2012 | Softcover reprint of the original 1st ed. 1994
Springer (Verlag)
978-94-010-4436-3 (ISBN)

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The International Conference on Linear Statistical Inference LINSTAT'93 was held in Poznan, Poland, from May 31 to June 4, 1993. The purpose of the confer ence was to enable scientists, from various countries, engaged in the diverse areas of statistical sciences and practice to meet together and exchange views and re sults related to the current research on linear statistical inference in its broadest sense. Thus, the conference programme included sessions on estimation, prediction and testing in linear models, on robustness of some relevant statistical methods, on estimation of variance components appearing in linear models, on certain gen eralizations to nonlinear models, on design and analysis of experiments, including optimality and comparison of linear experiments, and on some other topics related to linear statistical inference. Within the various sessions 22 invited papers and 37 contributed papers were presented, 12 of them as posters. The conference gathered 94 participants from eighteen countries of Europe, North America and Asia. There were 53 participants from abroad and 41 from Poland. The conference was the second of this type, devoted to linear statistical inference. The first was held in Poznan in June, 4-8, 1984. Both belong to the series of confer ences on mathematical statistics and probability theory organized under the auspices of the Committee of Mathematics of the Polish Academy of Sciences, due to the ini tiative and efforts of its Mathematical Statistics Section. In the years 1973-1993 there were held in Poland nineteen such conferences, some of them international.

Estimation, Prediction and Testing in Linear Models.- Increments for (co)kriging with trend and pseudo-covariance estimation.- On the presentation of the minimax linear estimator in the convex linear model.- Estimation of parameters in a special type of random effects model.- Recent results in multiple testing: several treatments vs. a specified treatment.- Multiple-multivariate-sequential T2-comparisons.- On diagnosing collinearity-influential points in linear regression.- Using nonnegative minimum biased quadratic estimation for variable selection in the linear regression model.- Partial least squares and a linear model.- Robustness.- One-way analysis of variance under Tukey contamination: a small sample case simulation study.- A note on robust estimation of parameters in mixed unbalanced models.- Optimal bias bounds for robust estimation in linear models.- Estimation of Variance Components.- Geometrical relations among variance component estimators.- Asymptotic efficiencies of MINQUE and ANOVA variance component estimates in the nonnormal random model.- On asymptotic normality of admissible invariant quadratic estimators of variance components.- Admissible nonnegative invariant quadratic estimation in linear models with two variance components.- About the multimodality of the likelihood function when estimating the variance components in a one-way classification by means of the ML or REML method.- Nonlinear Generalizations.- Prediction domain in nonlinear models.- The geometry of nonlinear inference: accounting of prior and boundaries.- Design and Analysis of Experiments.- General balance: artificial theory or practical relevance?.- Optimality of generally balanced experimental block designs.- Optimality of the orthogonal block design for robust estimation under mixed models.- On generalized binary proper efficiency-balanced block designs.- Design of experiments and neighbour methods.- A new look into composite designs.- Using the complex linear model to search for an optimal juxtaposition of regular fractions.- Some directions in comparison of linear experiments: a review.- Properties of comparison criteria of normal experiments.- Miscellanea.- Characterizations of oblique and orthogonal projectors.- Asymptotic properties of least squares parameter estimators in a dynamic errors-in-variables model.- A generic look at factor analysis.- On Q-covariance and its applications.- List of Referees.- Contributor Index.

Reihe/Serie	Mathematics and Its Applications ; 306
Reihe/Serie	Mathematics and Its Applications ; 306
Zusatzinfo	XVIII, 306 p.
Verlagsort	Dordrecht
Sprache	englisch
Maße	160 x 240 mm
Themenwelt	Mathematik / Informatik ► Informatik ► Theorie / Studium
	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Geometrie / Topologie
	Mathematik / Informatik ► Mathematik ► Statistik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	94-010-4436-8 / 9401044368
ISBN-13	978-94-010-4436-3 / 9789401044363
Zustand	Neuware