Statistical Inference, Econometric Analysis and Matrix Algebra

1. Front Matter

   Pages i-xvi

   PDF

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

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.

• Econometrics
• Markov Chain
• Matrix Algebra
• Nonparametric Statistical Inference
• Quantitative Methods
• STATISTICA
• Statistcal Inference
• Stochastic Processes
• calculus

• 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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