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Innovations in Multivariate Statistical Analysis

A Festschrift for Heinz Neudecker

  • R. D. H. Heijmans
  • D. S. G. Pollock
  • A. Satorra

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 36)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Paul Bekker, Tom Wansbeek
    Pages 51-66
  3. Ruud H. Koning, Geert Ridder
    Pages 117-136
  4. Jan R. Magnus, Thomas J. Rothenberg
    Pages 157-173
  5. H. Peter Boswijk
    Pages 201-205
  6. D. G. Nel, P. C. N. Groenewald
    Pages 223-232
  7. Hans M. Amman, David A. Kendrick
    Pages 257-276
  8. D. S. G. Pollock
    Pages 277-287
  9. Back Matter
    Pages 289-298

About this book

Introduction

The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines. Amongst these are the disciplines to which Neudecker has contributed directly - namely econometrics, economics, psychometrics and multivariate analysis.
This book aims to illustrate how powerful the tools of matrix analysis have become as weapons in the statistician's armoury. The majority of its chapters are concerned primarily with theoretical innovations, but all of them have applications in view, and some of them contain extensive illustrations of the applied techniques.
This book will provide research workers and graduate students with a cross-section of innovative work in the fields of matrix methods and multivariate statistical analysis. It should be of interest to students and practitioners in a wide range of subjects which rely upon modern methods of statistical analysis.
The contributors to the book are themselves practitioners of a wide range of subjects including econometrics, psychometrics, educational statistics, computation methods and electrical engineering, but they find a common ground in the methods which are represented in the book. It is envisaged that the book will serve as an important work of reference and as a source of inspiration for some years to come.

Keywords

Analysis Covariance matrix Estimator Sage Statistical Analysis Statistical Models econometrics linear algebra linear regression optimization

Editors and affiliations

  • R. D. H. Heijmans
    • 1
  • D. S. G. Pollock
    • 2
  • A. Satorra
    • 3
  1. 1.Department of EconometricsUniversity of AmsterdamThe Netherlands
  2. 2.Department of Economics, Queen Mary CollegeUniversity of LondonUK
  3. 3.Departament d’Economia i EmpresaUniversitat Pompeu FabraSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4615-4603-0
  • Copyright Information Kluwer Academic Publishers 2000
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-7080-2
  • Online ISBN 978-1-4615-4603-0
  • Series Print ISSN 1570-5811
  • Buy this book on publisher's site