The Collected Papers of T.W. Anderson (2-Volume Set) : 1943-1985 (Wiley Series in Probability and Statistics)

Styan, George P. H.

Wiley-Interscience（1990/09発売）

• 製本 Hardcover:ハードカバー版／ページ数 2 vols. 1,681 p.
• 言語 ENG
• 商品コード 9780471624226
• DDC分類 519.5

Full Description

These collected papers comprise the 109 research papers published by T.W.Anderson from 1943 to 1985. They cover a wide area of probability, statistics, econometrics, and matrix theory, including multivariate statistics and time series analysis.

Contents

Some Significance Tests for Normal Bivariate Distributions (D. Villars & T. Anderson); On the Theory of Testing Serial Correlation; Classification by Multivariate Analysis; A Test of Goodness of Fit; Some Recent Results in Latent Structure Analysis; On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations; Least Squares and Best Unbiased Estimates; A Test for Equality of Means when Covariance Matrices are Unequal; On Bayes Procedures for a Problem with Choice of Observations; Large Sample Distribution Theory for Estimates of the Parameters of a Latent Class Model; Tests for Randomness of Directions against Equatorial and Bimodal Alternatives; An Extremal Problem for Positive Definite Matrices; Maximum Likelihood Estimation in Autoregressive and Moving Average Models; A New Proof of Admissibility of Tests in the Multivariate Analysis of Variance; Maximum Likelihood estimation of the Parameters of a Multivariate Normal Distribution.