ISBN：10位［7030195329］13位［9787030195326］
出版社：科學出版社
出版日期：2007-1-1
定價：￥86.00元
內容提要
Thisbookdiscussesthetheoryofagrowthcurvemodel(GCM)withparticularemphasisontatisticaldiagnostics,whichismainlybasedonrecentworkondiagnosticsmadebytheauthorsandtheircollaborators.ThisbookisintendedforresearcherswhoareworkingintheareaoftheoreticalstudiesrelatedtotheGCMaswellasmultivariatestatisticaldiagnostics,andforappliedstatisticiansworkinginapplicationoftheGCMtopracticalareas.
目錄
Preface
Acronyms
Notation
Chapter1Introduction
1.1GeneralRemarks
1.1.1StatisticalDiagnostics
1.1.20utliersandInfluentialObservation
1.2StatisticalDiagnosticsinMultivariateAnalysis
1.2.1MultipleOutliersinMultivariateData
1.2.2Statisticaldiagnosticsinmultivariatemodels
1.3GrowthCurveModel(GCM)
1.3.1ABriefReview
1.3.2CovarianceStructureSelection
1.4Summary
1.4.1StatisticalInference
1.4.2DiagnosticsWithinaIikelihoodFramework
1.4.3DiagnosticsWithinaBayesianFramework
1.5PreliminaryResults
1.5.1MatrixOperationandMatrixDerivative
1.5.2Matrix-variateNormalandtDistributions
1.6FurtherReadings
Chapter2GeneralizedLeastSquareEstimation
2.1GeneralRemarks
2.1.1ModelDefinition
2.1.2PracticalExamples
2.2GeneralizedLeastSquareEstimation
2.2.1GeneralizedLeastSquareEstimate(GLSE)
2.2.2BestLinearUnbiasedEstimate(BLUE)
2.2.3IllustrativeExamples
2.3AdmissibleEstimateofRegressionCoefficient
2.3.1Admissibility
2.3.2NecessaryandSufficientCondition
2.4BibliographicalNotes
Chapter3MaximumLikelihoodEstimation
3.1MaximumLikelihoodEstimation
3.1.1MaximumLikelihoodEstimate(MLE)
3.1.2ExpectationandVariance-covariance
3.1.3IllustrativeExamples
3.2Rao'sSimpleCovarianceStructure(SCS)
3.2.1ConditionThattheMLEIsIdenticaltotheGLSE
3.2.2EstimatesofDispersionComponents
3.2.3IllustrativeExamples
3.3RestrictedMaximumLikelihoodEstimation
3.3.1RestrictedMaximumLikelihood(REMLs)estimate
3.3.2REMLsEstimatesintheGCM
3.3.3IllustrativeExamples
3.4BibliographicalNotes
Chapter4DiscordantOutlierandInfluentialObservation
4.1GeneralRemarks
4.1.1DiscordantOutlier-GeneratingModel
4.1.2InfluentialObservation
4.2DiscordantOutlierDetectionintheGCMwithSCS
4.2.1MultipleIndividualDeletionModel(MIDM)
4.2.2MeanShiftRegressionModel(MSRM)
4.2.3MultipleDiscordantOutlierDetection
4.2.4IllustrativeExamples
4.3InfluentialObservationintheGCMwithSCS
4.3.1GeneralizedCook-typeDistance
4.3.2ConfidenceEllipsoid'sVolume
4.3.3InfluenceAssessmentonLinearCombination
4.3.4IllustrativeExamples
4.4DiscordantOutlierDetectionintheGCMwithUC
4.4.1MultipleIndividualDeletionModel(MIDM)
4.4.2MeanShiftRegressionModel(MSRM)
4.4.3MultipleDiscordantOutlierDetection
4.4.4IllustrativeExamples
……
Chapter5Likelihood-BasedLocalInfluence
Chapter6BayesianInfluenceAssessment
Chapter7BaryesianLocalInfluence
Appendix
