Advanced Studies in Theoretical and Applied Econometrics

Innovations in Multivariate Statistical Analysis

A Festschrift for Heinz Neudecker

Editors: Heijmans, Risto D.H., Pollock, D.S.G., Satorra, Albert (Eds.)

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eBook $189.00
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  • ISBN 978-1-4615-4603-0
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Hardcover $239.00
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Softcover $239.00
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About this book

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines. Amongst these are the disciplines to which Neudecker has contributed directly - namely econometrics, economics, psychometrics and multivariate analysis.
This book aims to illustrate how powerful the tools of matrix analysis have become as weapons in the statistician's armoury. The majority of its chapters are concerned primarily with theoretical innovations, but all of them have applications in view, and some of them contain extensive illustrations of the applied techniques.
This book will provide research workers and graduate students with a cross-section of innovative work in the fields of matrix methods and multivariate statistical analysis. It should be of interest to students and practitioners in a wide range of subjects which rely upon modern methods of statistical analysis.
The contributors to the book are themselves practitioners of a wide range of subjects including econometrics, psychometrics, educational statistics, computation methods and electrical engineering, but they find a common ground in the methods which are represented in the book. It is envisaged that the book will serve as an important work of reference and as a source of inspiration for some years to come.

Table of contents (20 chapters)

  • Some Comments and a Bibliography on the Frucht—Kantorovich and Wielandt Inequalities

    Alpargu, Gülhan (et al.)

    Pages 1-38

  • On Matrix Trace Kantorovich-type Inequalities

    Liu, Shuangzhe

    Pages 39-50

  • Matrix Inequality Applications in Econometrics

    Bekker, Paul (et al.)

    Pages 51-66

  • On a Generalisation of the Covariance Matrix of the Multinomial Distribution

    Trenkler, Götz

    Pages 67-73

  • A General Method of Testing for Random Parameter Variation in Statistical Models

    McCabe, B. P. M. (et al.)

    Pages 75-85

Buy this book

eBook $189.00
price for USA (gross)
  • ISBN 978-1-4615-4603-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $239.00
price for USA
  • ISBN 978-0-7923-8636-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $239.00
price for USA
  • ISBN 978-1-4613-7080-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Innovations in Multivariate Statistical Analysis
Book Subtitle
A Festschrift for Heinz Neudecker
Editors
  • Risto D.H. Heijmans
  • D.S.G. Pollock
  • Albert Satorra
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
36
Copyright
2000
Publisher
Springer US
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-1-4615-4603-0
DOI
10.1007/978-1-4615-4603-0
Hardcover ISBN
978-0-7923-8636-0
Softcover ISBN
978-1-4613-7080-2
Series ISSN
1570-5811
Edition Number
1
Number of Pages
XIII, 298
Topics