Ebook: Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler

This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments and in the analysis of variance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and show once more how useful a tool this is in modern mathematics-based data analysis. The book will therefore be of key interest to anybody working as a practitioner in statistical data analysis or as a researcher in modern statistical science.

---

This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments and in the analysis of variance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and show once more how useful a tool this is in modern mathematics-based data analysis. The book will therefore be of key interest to anybody working as a practitioner in statistical data analysis or as a researcher in modern statistical science.

Content:
Front Matter....Pages i-xvi
Adaptive Tests for the c-Sample Location Problem....Pages 3-17
On Nonparametric Tests for Trend Detection in Seasonal Time Series....Pages 19-39
Nonparametric Trend Tests for Right-Censored Survival Times....Pages 41-61
Penalty Specialists Among Goalkeepers: A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga....Pages 63-76
Permutation Tests for Validating Computer Experiments....Pages 77-82
Exact and Generalized Confidence Intervals in the Common Mean Problem....Pages 85-102
Locally Optimal Tests of Independence for Archimedean Copula Families....Pages 103-112
Optimal Designs for Treatment-Control Comparisons in Microarray Experiments....Pages 115-124
Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model....Pages 125-142
Implications of Dimensionality on Measurement Reliability....Pages 143-160
Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator....Pages 163-177
More on the F-test under Nonspherical Disturbances....Pages 179-184
Optimal Estimation in a Linear Regression Model using Incomplete Prior Information....Pages 185-199
Minimum Description Length Model Selection in Gaussian Regression under Data Constraints....Pages 201-208
Self-exciting Extreme Value Models for Stock Market Crashes....Pages 209-231
Consumption and Income: A Spectral Analysis....Pages 233-252
Improved Estimation Strategy in Multi-Factor Vasicek Model....Pages 255-270
Bounds on Expected Coupling Times in a Markov Chain....Pages 271-294
Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes....Pages 295-307
Further Results on Samuelson's Inequality....Pages 311-316
Revisitation of Generalized and Hypergeneralized Projectors....Pages 317-324
On Singular Periodic Matrices....Pages 325-332
Testing Numerical Methods Solving the Linear Least Squares Problem....Pages 333-347
On the Computation of the Moore—Penrose Inverse of Matrices with Symbolic Elements....Pages 349-358
On Permutations of Matrix Products....Pages 359-365
Ultimatum Games and Fuzzy Information....Pages 369-394
Are Bernstein's Examples on Independent Events Paradoxical?....Pages 395-409
A Classroom Example to Demonstrate Statistical Concepts....Pages 411-414
Back Matter....Pages 415-424
....Pages 425-434