Statistical Inference, Econometric Analysis and Matrix Algebra

Statistical Inference, Econometric Analysis and Matrix Algebra

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This Festschrift is dedicated to GAptz Trenkler on the occasion of his 65th birthday. As can be seen from the long list of contributions, GAptz has had and still has an enormous range of interests, and colleagues to share these interests with. He is a leading expert in linear models with a particular focus on matrix algebra in its relation to statistics. He has published in almost all major statistics and matrix theory journals. His research activities also include other areas (like nonparametrics, statistics and sports, combination of forecasts and magic squares, just to mention afew). GAptz Trenkler was born in Dresden in 1943. After his school years in East G- many and West-Berlin, he obtained a Diploma in Mathematics from Free University of Berlin (1970), where he also discovered his interest in Mathematical Statistics. In 1973, he completed his Ph.D. with a thesis titled: On a distance-generating fu- tion of probability measures. He then moved on to the University of Hannover to become Lecturer and to write a habilitation-thesis (submitted 1979) on alternatives to the Ordinary Least Squares estimator in the Linear Regression Model, a topic that would become his predominant ?eld of research in the years to come.Stock. Market. Crashes. Rodrigo Herrera and Bernhard Schipp Abstract We demonstrate the usefulness of Extreme value Theory (EVT) to evaluate magnitudes of stock market crashes and provide ... ex- treme price movements correspond to market corrections and also to stock market crashes. On October 19, 1987, known as Black Monday, the Saamp;P500 index fell by 20, 5% of its value in a single session.

Title:Statistical Inference, Econometric Analysis and Matrix Algebra
Author:Bernhard Schipp, Walter Krämer
Publisher:Springer Science & Business Media - 2008-11-27


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