Calyampudi Radhakrishna Rao Livres

Revised and updated with the latest results, this Third Edition explores the theory and applications of linear models. The authors present a unified theory of inference from linear models and its generalizations with minimal assumptions. They not only use least squares theory, but also alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights of coverage include sensitivity analysis and model selection, an analysis of incomplete data, an analysis of categorical data based on a unified presentation of generalized linear models, and an extensive appendix on matrix theory.

This popular book now in its second edition provides an up-to-date account of the theory and applications of linear models. Some new features of this second edition are: sections on neural networks, regression-like equations in econometrics, regression diagnostics for removing an observation with animating graphics, and a new chapter devoted to software available for the models covered in the book. Some chapters have also been completely rewritten to include new results in the area.

Po výkladu teorie lineárních vektorových prostorů se zabývá teorií pravděpodobnosti, jejím matematickým aparátem a pojednává o důležitých statistických modelech spojitého typu, o metodě nejmenších čtverců a analýze rozptylu. V dalších kapitolách probírá kritéria a metody odhadu, asymptotické teorie a metody, statistickou indukci a mnohorozměrnou analýzu.