Download or read book Quadratic Forms in Random Variables written by A.M. Mathai and published by CRC Press. This book was released on 1992-02-24 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Textbook for a one-semester graduate course for students specializing in mathematical statistics or in multivariate analysis, or reference for theoretical as well as applied statisticians, confines its discussion to quadratic forms and second degree polynomials in real normal random vectors and matr

Download or read book The Distributions of Quadratic Forms on Normal Random Variables written by Bruno Baldessari and published by . This book was released on 1966 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Download or read book A Discussion of Quadratic Forms in Normally Distributed Random Variables written by Thomas Arthur Bray and published by . This book was released on 1953 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability Distributions Involving Gaussian Random Variables written by Marvin K. Simon and published by Springer Science & Business Media. This book was released on 2007-05-24 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians. The handbook is not specific to fixed research areas, but rather it has a generic flavor that can be applied by anyone working with probabilistic and stochastic analysis and modeling. Classic results are presented in their final form without derivation or discussion, allowing for much material to be condensed into one volume.

Download or read book Linear Model Theory written by Dale L. Zimmerman and published by Springer Nature. This book was released on 2020-11-02 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents a unified and rigorous approach to best linear unbiased estimation and prediction of parameters and random quantities in linear models, as well as other theory upon which much of the statistical methodology associated with linear models is based. The single most unique feature of the book is that each major concept or result is illustrated with one or more concrete examples or special cases. Commonly used methodologies based on the theory are presented in methodological interludes scattered throughout the book, along with a wealth of exercises that will benefit students and instructors alike. Generalized inverses are used throughout, so that the model matrix and various other matrices are not required to have full rank. Considerably more emphasis is given to estimability, partitioned analyses of variance, constrained least squares, effects of model misspecification, and most especially prediction than in many other textbooks on linear models. This book is intended for master and PhD students with a basic grasp of statistical theory, matrix algebra and applied regression analysis, and for instructors of linear models courses. Solutions to the book’s exercises are available in the companion volume Linear Model Theory - Exercises and Solutions by the same author.

Download or read book On Distribution of Quadratic Forms in Gaussian Random Variables written by Gerd Christoph and published by . This book was released on 1995 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Convergence of Quadratic Forms in P Stable Random Variables and Theta Sub P Radonifying Operators written by S. Cambanis and published by . This book was released on 1983 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: Necessary and sufficient conditions are given for the almost sure convergence of a quadratic form where (M sub j) is a sequence of i.i.d. p-stable random variables. A connection is established between the convergence of the quadratic form and a radonifying property of the infinite matrix operator (f sub kj). (Author).

Download or read book A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables written by David Lee Hanson and published by . This book was released on 1970 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Convergence of Linear and Quadratic Forms in Independent Random Variables to a Degenerate Limit written by Ronald Dean Platt and published by . This book was released on 1971 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Moments of Ratios of Quadratic Forms in Normal Random Variables written by Yong Bao and published by . This book was released on 2016 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we present both integral and infinite series expressions of mixed moments of two quadratic forms in normal random variables. We also present efficient numerical methods for computing the mixed moments under each approach.

Download or read book Linear Models and Time Series Analysis written by Marc S. Paolella and published by John Wiley & Sons. This book was released on 2018-12-17 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.

Download or read book Almost Sure Convergence of Bilinear and Quadratic Forms in Independent Random Variables written by P. Sjoegren and published by . This book was released on 1977 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Probability in the Tail of a Product of Random Variables and Related Rates of Convergence for Quadratic Forms written by Gary Nichol Griffiths and published by . This book was released on 1972 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributions of Central Quadratic Forms in Normal Variables written by Bruce Alan Williams and published by . This book was released on 1984 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quadratic functions of multivariate normal random variables arise with surprising frequency in certain social science theories. However, these seem to be rarely used in applications because of the numerical difficulties in computing their distribution function for an arbitrary positive definite quadratic form in multivariate normal variables. Alternative algorithms are reviewed. Comparison trials are reported to show that the new algorithm is at least a accurate and reliable as the alternative algorithms. (Author).

Download or read book Rational Quadratic Forms written by J. W. S. Cassels and published by Courier Dover Publications. This book was released on 2008-08-08 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploration of quadratic forms over rational numbers and rational integers offers elementary introduction. Covers quadratic forms over local fields, forms with integral coefficients, reduction theory for definite forms, more. 1968 edition.

Download or read book Bilinear Forms and Zonal Polynomials written by Arak M. Mathai and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with bilinear forms in real random vectors and their generalizations as well as zonal polynomials and their applications in handling generalized quadratic and bilinear forms. The book is mostly self-contained. It starts from basic principles and brings the readers to the current research level in these areas. It is developed with detailed proofs and illustrative examples for easy readability and self-study. Several exercises are proposed at the end of the chapters. The complicated topic of zonal polynomials is explained in detail in this book. The book concentrates on the theoretical developments in all the topics covered. Some applications are pointed out but no detailed application to any particular field is attempted. This book can be used as a textbook for a one-semester graduate course on quadratic and bilinear forms and/or on zonal polynomials. It is hoped that this book will be a valuable reference source for graduate students and research workers in the areas of mathematical statistics, quadratic and bilinear forms and their generalizations, zonal polynomials, invariant polynomials and related topics, and will benefit statisticians, mathematicians and other theoretical and applied scientists who use any of the above topics in their areas. Chapter 1 gives the preliminaries needed in later chapters, including some Jacobians of matrix transformations. Chapter 2 is devoted to bilinear forms in Gaussian real ran dom vectors, their properties, and techniques specially developed to deal with bilinear forms where the standard methods for handling quadratic forms become complicated.