Identification, estimating and testing in the restricted linear model

Estimation;Testing;62J05;62K99;statistics

Canonical Partitions in the Restricted Linear Model

In the linear model y = X + " under the restriction C = 0 a canonical partition C = [C0;C1] of the rows of C admits a simple representation of linear subspaces of values = X . Its use is shown for the identification, estimating and testing of linear combinations DB. Results are derived without imposing any rank conditions on X;C and D. Applications are in the field of experimental design with unbalanced data.

Linear time-invariant filters of infinite order for non-stationary processes

Statistical Methods;mathematische statistiek

Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

Estimation;mathematische statistiek

A weak law of large numbers for m-dependent random variables with unbounded M

Statistical Methods;mathematische statistiek

Density of the least squares estimator in the multivariate linear model with arbitrarily normal variables

Estimation;Multivariate Analysis;statistics

Estimation in linear regression under the presence of heteroskedasticity of a completely unknown form

Estimation;mathematische statistiek

Density of the f-statistic in the linear model with arbitrarily normal distributed errors

Estimation;mathematische statistiek

Blackjack in Holland Casino's: Basic, optimal and winning strategies

This paper considers the cardgame Blackjack according to the rules of Holland Casino's in the Netherlands. Expected gains of strategies are derived with simulation and also with analytic tools. New effiency concepts based on the gains of the basic and the optimal strategy are introduced. A general method for approximating expected gains for strategies based on card counting systems is developed. In particular it is shown how Thorp's Ten Count system and the High Low system should be used in order to get positive expected gains. This implies that in Holland Casino's it is possible to beat the dealer in practice.Gambling;Probability;60E05;Black Jack;62J05;Linear Regression;probability theory