A. M. Wesselman

The Population-Sample Decomposition Method

A Distribution-Free Estimation Technique for Minimum Distance Parameters

• Gebundenes Buch

Produktdetails

• International Studies in Economics and Econometrics 19
• Verlag: Springer / Springer Netherlands
• Artikelnr. des Verlages: 978-90-247-3603-4
• 1987.
• Seitenzahl: 256
• Erscheinungstermin: 30. September 1987
• Englisch
• Abmessung: 241mm x 164mm x 22mm
• Gewicht: 538g
• ISBN-13: 9789024736034
• ISBN-10: 902473603X
• Artikelnr.: 22111210

Inhaltsangabe

I. Introduction to the Population-Sample Decomposition Approach.- I.1 The linear statistical model.- I.2 Minimum distance parameters subject to minimal model assumptions.- II. The Estimation of Linear Relations; The Sample Part of PSD.- II.1 Method of moments and asymptotic distribution theory.- II.2 Asymptotic estimation of covariance functions.- III. Principal Relations.- III.1 Basic formulation of the principal relations.- III.2 The distance matrix Q.- III.3 Simultaneous equations systems.- III.4 Seemingly unrelated regressions.- III.5 Restricted seemingly unrelated regressions.- III.6 Canonical correlation analysis.- IV. Principal Factors.- IV.1 Basic formulation of principal factors.- IV.2 Principal relations versus principal factors.- IV. 3 Principal components analysis.- V. Goodness-of-Fit Measures.- V. 1 Coefficients of multiple correlation and angles between random vectors.- V.2 Coefficients of linear association for principal relations and principal factors.- V.3 Coefficients of linear association for simultaneous equations systems.- V.4 Coefficients of linear association for seemingly unrelated regressions.- VI. Review.- VI.1 A schematic representation of the parameters.- VI.2 List of notation and summary of results.- VII. Computational Aspects of the Population-Sample Decomposition.- VII.1 Fourth-order central moments.- VII.2 Pre- and post-multiplication of V by the gradient matrix.- VII.3 The PSD method in practice.- Preliminaries on matrix algebra.- References.- Author Index.