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Sign-Based Methods in Linear Statistical Models (Translations of Mathematical Monographs) - Hardcover
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.
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Sign-Based Methods in Linear Statistical Models. Translations of Mathematical Monographs, Volume 162.
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Sign-Based Methods in Linear Statistical Models. Translations of Mathematical Monographs, Volume 162
Published by
American Mathematical Society, 1997
ISBN 10: 0821803719
ISBN 13: 9780821803714
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Sign-Based Methods in Linear Statistical Models
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Sign-Based Methods in Linear Statistical Models (Translations of Mathematical Monographs)
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Sign-Based Methods in Linear Statistical Models
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Sign-Based Methods in Linear Statistical Models
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