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Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values
Get PDFsummary:The aim of this paper is to characterize the Multivariate Gauss-Markoff model as in () with singular covariance matrix and missing values. model and completed model are obtained by three transformations , and (cf. ()) of . The unified theory of estimation (Rao, 1973) which is of interest with respect to has been used. The characterization is reached by estimation of parameters: scalar and linear combination ( as in (), (), () as well as by the model of the form () (cf. Th. ). Moreover, testing linear hypothesis in the available model by test function as in () and () is considered. It is known (Oktaba 1992) that ten quantities in models and are identical (invariant). They permit to say that formulas for estimation and testing in both models are identical (Oktaba et al., 1988, Baksalary and Kala, 1981, Drygas, 1983). An algorithm and the program for calculations concerning estimation and testing in have been presented by Oktaba and Osypiuk (1993)
Angielsko-polski, polsko-angielski słownik statystyki matematycznej i teorii eksperymentu /
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Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
Get PDFsummary:The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. determinant ratios as products of independent chi-square distributions, moments for the determinants and the method of obtaining approximate densities of the determinants
Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model
Get PDFsummary:By using three theorems (Oktaba and Kieloch [3]) and Theorem 2.2 (Srivastava and Khatri [4]) three results are given in formulas (2.1), (2.8) and (2.11). They present asymptotically normal confidence intervals for the determinant in the MGM model , , scalar , with a matrix . A known random matrix has the expected value , where the matrix is a known matrix of an experimental design, is an unknown matrix of parameters and is the covariance matrix of being the symbol of the Kronecker product of matrices. A particular case of Srivastava and Khatri’s [4] theorem 2.2 was published by Anderson [1], p. 173, Th. 7.5.4, when , , and is a row vector
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
Get PDFsummary:This paper concerns generalized quadratic forms for the multivariate case. These forms are used to test linear hypotheses of parameters for the multivariate Gauss-Markoff model with singular covariance matrix. Distributions and independence of these forms are proved
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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