Статистический анализ экономических данных
Финансово-экономические дисциплины
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Paulson D.S. Applied Statistical Designs for the Researcher
Marcel Dekker Inc – 2003, 708 pages
ISBN: 0824740858
Showcasing a discussion of the experimental process and a review of basic statistics, this volume provides methodologies to identify general data distribution, skewness, and outliers. It features a unique classification of the nonparametric analogs of their parametric counterparts according to the strength of the collected data. Applied Statistical Designs for the Researcher discusses three varieties of the Student t test, including a comparison of two different groups with different variances; two groups with the same variance; and a matched, paired group. It introduces the analysis of variance and Latin Square designs and presents screening approaches to comparing two factors and their interactions.
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. Unlike previous publications, this volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique for estimation and prognostication problems is suggested. This approach lends itself to numerous applications in various practical problems, several of which are discussed in detail The book is useful resource for graduate students, PhD students, as well as for researchers who specialize in applied statistics and optimization. This book may also be useful to specialists in other branches of applied mathematics, technology, econometrics and finance
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