The linear model and hypothesis [Documento eletrónico] : a general unifying theory / George Seber
Language: eng.Country: Switzerland, Swiss Confederation.Publication: Cham : Springer International Publishing, 2015Description: IX, 205 p.ISBN: 978-3-319-21930-1.Series: Springer Series in StatisticsSubject - Topical Name: Estatística matemática | Estatística Online Resources:Click here to access onlineItem type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
E-Books | Biblioteca NOVA FCT Online | Não Ficção | QA276.SPR FCT 96752 (Browse shelf(Opens below)) | 1 | Available |
Colocação: Online
This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent matrices, thus largely avoiding the need to involve matrix ranks. It is shown that all the hypotheses encountered are either linear or asymptotically linear, and that all the underlying models used are either exactly or asymptotically linear normal models. This equivalence can be used, for example, to extend the concept of orthogonality in the analysis of variance to other models, and to show that the asymptotic equivalence of the likelihood ratio, Wald, and Score (Lagrange Multiplier) hypothesis tests generally applies.
There are no comments on this title.