ENGLISH

Random And Vector Measures

By Rao M.M.

Book information

Publisher
World Scientific
Year
2011
ISBN
9789814350815, 9814350818
Language
english
Format
PDF
Filesize
6 MB (6170517 bytes)
Series
Series on multivariate analysis, v. 9
Pages
548\548
Time added
2012-12-29 17:00:00

Description

Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are give in some detail using results of matrix algebra 1. Introduction and motivation -- 2. Second order random measures and representations -- 3. Random measures admitting controls -- 4. Random measures in Hilbert space: specialized analysis -- 5. More on random measures and integrals -- 6. Martingale type measures and their integrals -- 7. Multiple random measures and integrals -- 8. Vector measures and integrals -- 9. Random and vector multimeasures

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