Sign-Based Methods in Linear Statistical Models. Translations of Mathematical Monographs, Volume 162

M. V. Boldin, G. I. Simonova, and Yu. N. Tyurin

ISBN 10: 0821803719 / ISBN 13: 9780821803714

Published by American Mathematical Society, 1997

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234 pp., hardcover, ex library else text clean and binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1270700

Bibliographic Details

Title: Sign-Based Methods in Linear Statistical ...

Publisher: American Mathematical Society

Publication Date: 1997

Binding: Hardcover

Condition: Good

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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.