Statistical Techniques in Business and Economics

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Evans Estimating a population distribution of sequences of $k$ items from cross-sectional data. .. .. .. .. . 31--42 Howell Tong and Iris Yeung On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. .. .. 43--62 Dani Gamerman Dynamic Bayesian Models for Survival Data. .. .. .. .. .. .. .. .. . 63--79 A. Topics include: necessary and sufficient optimality conditions for constrained optimization; projected-gradient and two-phase accelerated subspace methods for bound-constrained optimization; simplex, interior-point, Bender's decomposition, and the Dantzig-Wolfe decomposition methods for linear programming; duality theory; penalty, augmented Lagrangian, sequential quadratic programming, and interior-point methods for general nonlinear programming.

Pages: 811

Publisher: McGraw-Hill Education (ISE Editions); Internat.10 r.e. edition (November 1998)

ISBN: 0071158081

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