Overview

The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson–Kotz–Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial Lecture. Extensions of linear models to multivariate exponential dispersion models and Growth Curve models are presented, and several papers on classification methods are included. Applications range from insurance mathematics to medical and industrial statistics and sampling algorithms.Contents: Variable Selection and Post-Estimation of Regression Parameters Using Quasi-Likelihood Approach (S Fallahpour and S E Ahmed) Maximum Likelihood Estimates for Markov-Additive Processes of Arrivals by Aggregated Data (A M Andronov) A Simple and Efficient Method of Estimation of the Parameters of a Bivariate Birnbaum-Saunders Distribution Based on Type-II Censored Samples (N Balakrishnan and X Zhu) Analysis of Contingent Valuation Data with Self-Selected Rounded WTP-Intervals Collected by Two-Steps Sampling Plans (Yu K Belyaev and B Kriström) Optimal Classification of Multivariate GRF Observations (K Dučinskas and L Dreižienė) Multivariate Exponential Dispersion Models (B Jørgensen and J R Martínez) Statistical Inference with the Limited Expected Value Function (M Käärik and H Kadarik) Shrinkage Estimation via Penalized Least Squares in Linear Regression with an Application to Hip Fracture Treatment Costs (A Liski, E P Liski and U Häkkinen) K-Nearest Neighbors as Pricing Tool in Insurance: A Comparative Study (K Pärna, R Kangro, A Kaasik and M Möls) Statistical Study of Factors Affecting Knee Joint Space and Osteophytes in the Population with Early Knee Osteoarthritis (T von Rosen, A E Tamm, A O Tamm and I Traat) Simultaneous Confidence Region for ρ and σ2 in a Multivariate Linear Model with Uniform Correlation Structure (I Žežula and D Klein) Readership: Graduated students and Professional researchers in mathematics.

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