Sign-Based Methods in Linear Statistical Models (Translations of Mathematical Monographs) - Hardcover

Inhaltsangabe

Translated from the original Russian by D.B. Chibisov. Part one covers linear and factor models involving independent observations. In the second part, linear models of time series, primarily autoregressive models, are considered. The sign-based approach is based on the assumption that random errors take positive or negative values with equal probabilities. Under this assumption, the sign procedures are distribution-free, their procedures are robust to violations of model assumptions, and they have fairly high relative asymptotic efficiency. No index. Annotation c. by Book News, Inc., Portland, Or.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.