Testing Restrictions In Linear Statistical Models: Restricted Least Squares Estimation

-15% su kodu: ENG15
67,17 
Įprasta kaina: 79,02 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
67,17 
Įprasta kaina: 79,02 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 79.0200 InStock
Nemokamas pristatymas į paštomatus per 11-15 darbo dienų užsakymams nuo 10,00 

Knygos aprašymas

In the Present Book Chapter - I is an introductory one. It contains the general introduction about the problem of testing linear restrictions on the parameters of the linear regression models, Chapter - II describes the concept and the estimation of parameters of linear model subject to the linear restrictions. Chapter - III deals with the review about the various tests for linear restrictions in the linear statistical models including Wald, Likelihood Ratio and Lagrange Multiplier tests. Chapter - IV gives the details about the various problems of testing equality between sets of regression coefficients in linear regression models, Chapter - V proposes some new criteria for testing linear restrictions on parameters in linear statistical models. Chapter - VI presents the conclusions. Several selected references for the present research work have been given under the title "BIBLIOGRAPHY".

Informacija

Autorius: K. V. S. D. P. Vara Prasad, Balasiddamuni Pagadala, R. V. S. S. Nagabhushana Rao,
Leidėjas: LAP LAMBERT Academic Publishing
Išleidimo metai: 2014
Knygos puslapių skaičius: 116
ISBN-10: 3659502863
ISBN-13: 9783659502866
Formatas: 220 x 150 x 7 mm. Knyga minkštu viršeliu
Kalba: Anglų

Pirkėjų atsiliepimai

Parašykite atsiliepimą apie „Testing Restrictions In Linear Statistical Models: Restricted Least Squares Estimation“

Būtina įvertinti prekę

Goodreads reviews for „Testing Restrictions In Linear Statistical Models: Restricted Least Squares Estimation“