Ebook: Advanced Linear Modeling: Multivariate, Time Series, and Spatial Data; Nonparametric Regression and Response Surface Maximization
Author: Ronald Christensen (auth.)
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Statistical Theory and Methods
- Series: Springer Texts in Statistics
- Year: 2001
- Publisher: Springer-Verlag New York
- Edition: 2
- Language: English
- pdf
This is the second edition of Linear Models for Multivariate, Time Series and Spatial Data. It has a new title to indicate that it contains much new material. The primary changes are the addition of two new chapters: one on nonparametric regression and one on response surface maximization. As before, the presentations focus on the linear model aspects of the subject. For example, in the nonparametric regression chapter there is very little about kernal regression estimation but quite a bit about series approxi mations, splines, and regression trees, all of which can be viewed as linear modeling. The new edition also includes various smaller changes. Of particular note are a subsection in Chapter 1 on modeling longitudinal (repeated measures) data and a section in Chapter 6 on covariance structures for spatial lattice data. I would like to thank Dale Zimmerman for the suggestion of incor porating material on spatial lattices. Another change is that the subject index is now entirely alphabetical.
This book introduces several topics related to linear model theory: multivariate linear models, discriminant analysis, principal components, factor analysis, time series in both the frequency and time domains, and spatial data analysis. The second edition adds new material on nonparametric regression, response surface maximization, and longitudinal models. The book provides a unified approach to these disparate subject and serves as a self-contained companion volume to the author's Plane Answers to Complex Questions: The Theory of Linear Models. Ronald Christensen is Professor of Statistics at the University of New Mexico. He is well known for his work on the theory and application of linear models having linear structure. He is the author of numerous technical articles and several books and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. "Advanced Linear Modeling is unique in that a diverse collection of methodologies are all formulated and developed in the framework of linear models. Many topics that often seem obscure or esoteric to graduate students seem much more tangible when cast in the setting of linear models, e.g., Fourier transformations, Kalman filtering, and kriging. Professor Christensen's text effectively shows how a myriad of methodologies can be viewed and developed utilizing the same results that are used to create the foundations for regression and ANOVA modeling. The sections and chapters that have been added to Advanced Linear Modeling are all strong and will serve to enhance what is already an excellent text." (Joseph Cavanaugh, University of Missouri-Columbia) Also Available: Christensen, Ronald. Plane Answers to Complex Questions: The Theory of
This book introduces several topics related to linear model theory: multivariate linear models, discriminant analysis, principal components, factor analysis, time series in both the frequency and time domains, and spatial data analysis. The second edition adds new material on nonparametric regression, response surface maximization, and longitudinal models. The book provides a unified approach to these disparate subject and serves as a self-contained companion volume to the author's Plane Answers to Complex Questions: The Theory of Linear Models. Ronald Christensen is Professor of Statistics at the University of New Mexico. He is well known for his work on the theory and application of linear models having linear structure. He is the author of numerous technical articles and several books and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. "Advanced Linear Modeling is unique in that a diverse collection of methodologies are all formulated and developed in the framework of linear models. Many topics that often seem obscure or esoteric to graduate students seem much more tangible when cast in the setting of linear models, e.g., Fourier transformations, Kalman filtering, and kriging. Professor Christensen's text effectively shows how a myriad of methodologies can be viewed and developed utilizing the same results that are used to create the foundations for regression and ANOVA modeling. The sections and chapters that have been added to Advanced Linear Modeling are all strong and will serve to enhance what is already an excellent text." (Joseph Cavanaugh, University of Missouri-Columbia) Also Available: Christensen, Ronald. Plane Answers to Complex Questions: The Theory of
Content:
Front Matter....Pages i-xiii
Multivariate Linear Models....Pages 1-73
Discrimination and Allocation....Pages 74-111
Principal Components and Factor Analysis....Pages 112-151
Frequency Analysis of Time Series....Pages 152-199
Time Domain Analysis....Pages 200-268
Linear Models for Spatial Data: Kriging....Pages 269-311
Nonparametric Regression....Pages 312-343
Response Surface Maximization....Pages 344-376
Back Matter....Pages 377-399
This book introduces several topics related to linear model theory: multivariate linear models, discriminant analysis, principal components, factor analysis, time series in both the frequency and time domains, and spatial data analysis. The second edition adds new material on nonparametric regression, response surface maximization, and longitudinal models. The book provides a unified approach to these disparate subject and serves as a self-contained companion volume to the author's Plane Answers to Complex Questions: The Theory of Linear Models. Ronald Christensen is Professor of Statistics at the University of New Mexico. He is well known for his work on the theory and application of linear models having linear structure. He is the author of numerous technical articles and several books and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. "Advanced Linear Modeling is unique in that a diverse collection of methodologies are all formulated and developed in the framework of linear models. Many topics that often seem obscure or esoteric to graduate students seem much more tangible when cast in the setting of linear models, e.g., Fourier transformations, Kalman filtering, and kriging. Professor Christensen's text effectively shows how a myriad of methodologies can be viewed and developed utilizing the same results that are used to create the foundations for regression and ANOVA modeling. The sections and chapters that have been added to Advanced Linear Modeling are all strong and will serve to enhance what is already an excellent text." (Joseph Cavanaugh, University of Missouri-Columbia) Also Available: Christensen, Ronald. Plane Answers to Complex Questions: The Theory of
Content:
Front Matter....Pages i-xiii
Multivariate Linear Models....Pages 1-73
Discrimination and Allocation....Pages 74-111
Principal Components and Factor Analysis....Pages 112-151
Frequency Analysis of Time Series....Pages 152-199
Time Domain Analysis....Pages 200-268
Linear Models for Spatial Data: Kriging....Pages 269-311
Nonparametric Regression....Pages 312-343
Response Surface Maximization....Pages 344-376
Back Matter....Pages 377-399
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