Bibliographic Information

Parameter estimation and hypothesis testing in linear models

Karl-Rudolf Koch

Springer, c1999

2nd updated and enlarged ed

Other Title

Parameterschätzung und Hypothesentests in linearen Modellen

Uniform Title

Koch, Karl-Rudolf -- Parameterschätzung und Hypothesentests in linearen Modellen

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Note

"This is a translation of the 3rd German edition "Parameterschätzung und Hypothesentests in linearen Modellen" -- T.p. verso

Includes bibliographical references and index

Description and Table of Contents

Description

A treatment of estimating unknown parameters, testing hypotheses and estimating confidence intervals in linear models. Readers will find here presentations of the Gauss-Markoff model, the analysis of variance, the multivariate model, the model with unknown variance and covariance components and the regression model as well as the mixed model for estimating random parameters. A chapter on the robust estimation of parameters and several examples have been added to this second edition. The necessary theorems of vector and matrix algebra and the probability distributions of test statistics are derived so as to make this book self-contained. Geodesy students as well as those in the natural sciences and engineering will find the emphasis on the geodetic application of statistical models extremely useful.

Table of Contents

1 Vector and Matrix Algebra.- 2 Probability Theory.- 3 Parameter Estimation in Linear Models.- 4 Hypothesis Testing, Interval Estimation and Test for Outliers.- References.

by "Nielsen BookData"

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