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Statistical Inference, Econometric Analysis and Matrix Algebra

Festschrift in Honour of Götz Trenkler

  • Book
  • © 2009

Overview

Editors:
  1. Bernhard Schipp

    1. TU Dresden Fakultät Wirtschaftswissenschaften, Professur für Quantitative Verfahren, insb. Ökonometrie, Dresden, Germany

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  2. Walter Kräer

    1. TU Dortmund Fakultät Statistik, Lehrstuhl für Wirtschaftsund Sozialstatistik, Dortmund, Germany

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  • Unique collection of essays in quantitative methods, with 29 theoretical and practical contributions
  • Authors are George J. Judge, Ingram Olkin, George P.H. Styan, Bill Farebrother and many others
  • Includes supplementary material: sn.pub/extras

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Table of contents (29 chapters)

  1. Front Matter

    Pages i-xvi
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  2. Nonparametric Inference

    1. Adaptive Tests for the c-Sample Location Problem

      • Herbert Büning
      Pages 3-17

    2. On Nonparametric Tests for Trend Detection in Seasonal Time Series

      • Oliver Morell, Roland Fried
      Pages 19-39

    3. Nonparametric Trend Tests for Right-Censored Survival Times

      • Sandra Leissen, Uwe Ligges, Markus Neuhäuser, Ludwig A. Hothorn
      Pages 41-61

    4. Penalty Specialists Among Goalkeepers: A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga

      • Björn Bornkamp, Arno Fritsch, Oliver Kuss, Katja Ickstadt
      Pages 63-76

    5. Permutation Tests for Validating Computer Experiments

      • Thomas Mühlenstädt, Ursula Gather
      Pages 77-82

  3. Parametric Inference

    1. Exact and Generalized Confidence Intervals in the Common Mean Problem

      • Joachim Hartung, Guido Knapp
      Pages 85-102

    2. Locally Optimal Tests of Independence for Archimedean Copula Families

      • Jörg Rahnenführer
      Pages 103-112

  4. Design of Experiments and Analysis of Variance

    1. Optimal Designs for Treatment-Control Comparisons in Microarray Experiments

      • Joachim Kunert, R. J. Martin, Sabine Rothe
      Pages 115-124

    2. Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model

      • Razaw al Sarraj, Dietrich von Rosen
      Pages 125-142

    3. Implications of Dimensionality on Measurement Reliability

      • Kimmo Vehkalahti, Simo Puntanen, Lauri Tarkkonen
      Pages 143-160

  5. Linear Models and Applied Econometrics

    1. Robust Moment Based Estimation and Inference: The Generalized Cressie-Read Estimator

      • Ron C. Mittelhammer, George G. Judge
      Pages 163-177

    2. More on the F-test under Nonspherical Disturbances

      • Walter Krämer, Christoph Hanck
      Pages 179-184

    3. Optimal Estimation in a Linear Regression Model using Incomplete Prior Information

      • Helge Toutenburg, Shalabh, Christian Heumann
      Pages 185-199

    4. Minimum Description Length Model Selection in Gaussian Regression under Data Constraints

      • Erkki P. Liski, Antti Liski
      Pages 201-208

    5. Self-exciting Extreme Value Models for Stock Market Crashes

      • Rodrigo Herrera, Bernhard Schipp
      Pages 209-231

    6. Consumption and Income: A Spectral Analysis

      • D.S.G. Pollock
      Pages 233-252

  6. Stochastic Processes

    1. Improved Estimation Strategy in Multi-Factor Vasicek Model

      • S. Ejaz Ahmed, Sévérien Nkurunziza, Shuangzhe Liu
      Pages 255-270

    2. Bounds on Expected Coupling Times in a Markov Chain

      • Jeffrey J. Hunter
      Pages 271-294

    3. Multiple Self-decomposable Laws on Vector Spaces and on Groups: The Existence of Background Driving Processes

      • Wilfried Hazod
      Pages 295-307
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Keywords

About this book

This Festschrift is dedicated to Götz Trenkler on the occasion of his 65th birthday. As can be seen from the long list of contributions, Götz has had and still has an enormous range of interests, and colleagues to share these interests with. He is a leading expert in linear models with a particular focus on matrix algebra in its relation to statistics. He has published in almost all major statistics and matrix theory journals. His research activities also include other areas (like nonparametrics, statistics and sports, combination of forecasts and magic squares, just to mention afew). Götz Trenkler was born in Dresden in 1943. After his school years in East G- many and West-Berlin, he obtained a Diploma in Mathematics from Free University of Berlin (1970), where he also discovered his interest in Mathematical Statistics. In 1973, he completed his Ph.D. with a thesis titled: On a distance-generating fu- tion of probability measures. He then moved on to the University of Hannover to become Lecturer and to write a habilitation-thesis (submitted 1979) on alternatives to the Ordinary Least Squares estimator in the Linear Regression Model, a topic that would become his predominant ?eld of research in the years to come.

Editors and Affiliations

  • TU Dresden Fakultät Wirtschaftswissenschaften, Professur für Quantitative Verfahren, insb. Ökonometrie, Dresden, Germany

    Bernhard Schipp

  • TU Dortmund Fakultät Statistik, Lehrstuhl für Wirtschaftsund Sozialstatistik, Dortmund, Germany

    Walter Kräer

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