Basic statistical definitions and theorems. Subspaces and projections. Properties of the multivariate and spherical normal distributions. Introduction to linear models. A sufficient statistic. Estimation. Tests about the mean. Simultaneous confidence intervals - scheffe type. Te…
The accuracy of a Sample Meam. Random Samples and Probabilities. The Emperical Disttribuition Function and the Plug-in Principle. Standard Erros and Estimated Standard Erros. The Bootstrap Estimate of Standard Error. Bootstrap Standard Erros: Some Exemples. More Complicated Data…
Lp-norm estimation in linear regression; The nonlinear l1-norm estimation problem; The nonlinear L OO-norm estimation proble; The nonlinear Lp-norm estimation problem; Statistical aspects of Lp-norm estimators; Application of Lp-norm estimation.
Introduction. The basic bootstraps. Further ideas. Tests. Confidence intervals. Linear regression. Further topics in regression. Complex dependence. Improved calculation. Semiparametric likelihood inference. Computer implementation.
by Zarembka, P.
fromEconomic Theory and Mathematical Economics
Model selection; Linear models; Multiple-equation models.
Deciding how to do the study; Small-scale sampling with limited resources; Simple and pseudo-simple random sampling; Cluster sampling; How big should the sample be? Stratified sampling; Multistage samples; Sampling variance estimation from complex samples; Special topics in samp…
Angular data and frequency distributions; Descriptive measures; Basic concepts and theoretical models; Fundamental theorems and distributions theory; Point estimation; Tests for samples from von Mises populations; Nonparametric test; Distribution on spheres; Inference problems o…
Models and their uses; Decision makers; The rules of the game: extensive and strategic forms; Individual preferences and utility; Characteristic function, core, and stable sets; The value solution; Two-person zero-sum-games; Noncooperative solutions to non-constant-sum games; Ot…
Systems with queues and service of type one; Some boundary problems for processes continuous from below with independent increments. Their connection with the distribution of w(t); Boundary problems for sequences with independent increments and factorization identities; Properti…
