Institute of Mathematical Statistics Lecture Notes - Monograph Series

Weighted empiricals and linear models

Hira L Koul

Lecture Notes--Monograph Series, Volume 21
Hayward, CA: Institute of Mathematical Statistics, 1992.
264 pp.

Subjects:

62G20 (primary)
62-02 (secondary)
62G30 (secondary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215461502
Mathmatical Reviews number (MathSciNet): MR1218395
ISBN:0-940600-28-5

Copyright © 1992, Institute of Mathematical Statistics.

Miscellaneous Frontmatter

i-x

Introduction

1-9

Asymptotic Properties of Weighted Empiricals

10-43

Linear Rank and Signed Rank Statistics

44-70

M, R and Some Scale Estimators

71-104

Minimum Distance Estimators

105-175

Goodness-of-Fit Tests for the Errors

176-208

Autoregression

209-255

Appendix

256-257

Bibliography

258-264

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series