The Coordinate-Free Approach to Linear Models by Michael J Wichura

The Coordinate-Free Approach to Linear Models by Michael J Wichura

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The Coordinate-Free Approach to Linear Models by Michael J Wichura

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 non-random 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 range from linear algebra, such as inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and non-optimal properties of Gauss-Markov, Bayes, and shrinkage estimators under assumption of normality, the optimal properties of F-test, and the analysis of covariance and missing observations.
'Compelementary subjects are sketched in sequences of insightful exercises to the reader' Zentralblatt MATH
Professor Wichura has 37 years of teaching experience in the Department of Statistics at the University of Chicago. He has served as an Associate Editor for the Annals of Probability and was the Database Editor for the Current Index to Statistics from 1995 to 2000. He is the author of the PiCTeX macros (for drawing pictures in TeX) and the PiCTeX manual, and also of the TABLE macros and the TABLE manual.
SKU Unavailable
ISBN 13 9780521868426
ISBN 10 0521868424
Title The Coordinate-Free Approach to Linear Models
Author Michael J Wichura
Series Cambridge Series In Statistical And Probabilistic Mathematics
Condition Unavailable
Binding Type Hardback
Publisher Cambridge University Press
Year published 2006-10-23
Number of pages 214
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.