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

Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.; Tiurin, Iurii Nikolaevich

Hardcover

ISBN 10: 0821803719 ISBN 13: 9780821803714

Publisher: American Mathematical Society, 1997

Synopsis

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.

Edition details

• Publisher: American Mathematical Society
• Publication date: 1997
• Language: English
• ISBN 10: 0821803719
• ISBN 13: 9780821803714
• Binding: Hardcover
• Number of pages: 248