生长曲线模型及其统计诊断(英)

作者：本社编

ISBN：10位［7030195329］13位［9787030195326］

出版社：科学出版社

出版日期：2007-1-1

定价：￥86.00元

内容提要Thisbookdiscussesthetheoryofagrowthcurvemodel(GCM)withparticularemphasisontatisticaldiagnostics,whichismainlybasedonrecentworkondiagnosticsmadebytheauthorsandtheircollaborators.ThisbookisintendedforresearcherswhoareworkingintheareaoftheoreticalstudiesrelatedtotheGCMaswellasmultivariatestatisticaldiagnostics,andforappliedstatisticiansworkinginapplicationoftheGCMtopracticalareas.

目录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