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portada The Coordinate-Free Approach to Linear Models Hardback (Cambridge Series in Statistical and Probabilistic Mathematics)
Type
Physical Book
Year
2006
Language
English
Pages
214
Format
Hardcover
Dimensions
26.2 x 18.1 x 1.8 cm
Weight
0.54 kg.
ISBN
0521868424
ISBN13
9780521868426
Edition No.
1

The Coordinate-Free Approach to Linear Models Hardback (Cambridge Series in Statistical and Probabilistic Mathematics)

Michael J. Wichura (Author) · Cambridge University Press · Hardcover

The Coordinate-Free Approach to Linear Models Hardback (Cambridge Series in Statistical and Probabilistic Mathematics) - Wichura, Michael J.

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Synopsis "The Coordinate-Free Approach to Linear Models Hardback (Cambridge Series in Statistical and Probabilistic Mathematics) "

This book is about the coordinate-free, or geometric, approach to the theory of linear models; more precisely, Model I ANOVA and linear regression models with nonrandom predictors in a finite-dimensional setting. This approach is more insightful, more elegant, more direct, and simpler than the more common matrix approach to linear regression, analysis of variance, and analysis of covariance models in statistics. The book discusses the intuition behind and optimal properties of various methods of estimating and testing hypotheses about unknown parameters in the models. Topics covered include inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and nonoptimal properties of Gauss-Markov, Bayes, and shrinkage estimators under the assumption of normality, the optimal properties of F-tests, and the analysis of covariance and missing observations.

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