MULTIVARIATE STATISTICS: THEORY AND APPLICATIONS

by Tonu Kollo (Editor)

Overview

The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson-Kotz-Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial Lecture. Extensions of linear models to multivariate exponential dispersion models and Growth Curve models are presented, and several papers on classification methods are included. Applications range from insurance mathematics to medical and industrial statistics and sampling algorithms.

Product Details

ISBN-13:	9789814449410
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	03/25/2013
Sold by:	Barnes & Noble
Format:	eBook
Pages:	180
File size:	12 MB
Note:	This product may take a few minutes to download.

Table of Contents

Preface v

Organizing Committees vii

Variable Selection and Post-Estimation of Regression Parameters Using Quasi-Likelihood Approach S. Fallahpour S. E. Ahmed 1

Maximum Likelihood Estimates for Markov-Additive Processes of Arrivals by Aggregated Data A. M. Andronov 17

A Simple and Efficient Method of Estimation of the Parameters of a Bivariate Birnbaum-Saunders Distribution Based on Type-II Censored Samples N. Balakrishnan X. Zhu 34

Analysis of Contingent Valuation Data with Self-Selected Rounded WTP-Intervals Collected by Two-Steps Sampling Plans Yu. K. Belyaev B. Kriström 48

Optimal Classification of Multivariate GRF Observations K. Ducinskas L. Dreiziene 61

Multivariate Exponential Dispersion Models B. Jørgensen J. R. Martínez 73

Statistical Inference with the Limited Expected Value Function M. Käärik H. Kadarik 99

Shrinkage Estimation via Penalized Least Squares in Linear Regression with an Application to Hip Fracture Treatment Costs A. Liski E. P. Liski U. Häkkinen 112

K-Nearest Neighbors as Pricing Tool in Insurance: A Comparative Study K. Pärna R. Kangro A. Kaasik M. Möls 130

Statistical Study of Factors Affecting Knee Joint Space and Osteophytes in the Population with Early Knee Osteoarthritis T. von Rosen A. E. Tamm A. O. Tamm I Traat 141

Simultaneous Confidence Region for ρ and δ² in a Multivariate Linear Model with Uniform Correlation Structure J. Zezula D. Klein 157

Author Index 167