T
T. W. Anderson
Researcher at Stanford University
Publications - 179
Citations - 43704
T. W. Anderson is an academic researcher from Stanford University. The author has contributed to research in topics: Estimator & Autoregressive model. The author has an hindex of 52, co-authored 179 publications receiving 42299 citations. Previous affiliations of T. W. Anderson include Columbia University & Carnegie Mellon University.
Papers
More filters
ReportDOI
Theory and Applications of Elliptically Contoured and Related Distributions
T. W. Anderson,Kai-Tai Fang +1 more
TL;DR: A survey of recent work on distribution theory and statistical inference for elliptically contoured distributions can be found in this paper, where the authors emphasize the contributions of the authors and of the students and associates of the second author and give a picture of multivariate analysis that is particularly active in the People's Republic of China.
Journal ArticleDOI
Distribution of the Circular Serial Correlation Coefficient for Residuals from a Fitted Fourier Series
R. L. Anderson,T. W. Anderson +1 more
TL;DR: In this article, the authors considered the observations are considered to be normally distributed with constant variance and means consisting of linear combinations of certain trigonometric functions, and the likelihood ratio criterion for testing the independence of the observations against the alternatives of circular serial correlation of a given lag is found to be a function of the CSC coefficient for residuals from the fitted Fourier series.
Journal ArticleDOI
Some inequalities on characteristic roots of matrices
T. W. Anderson,S. Das Gupta +1 more
Journal ArticleDOI
Comparing Single-Equation Estimators in a Simultaneous Equation System
TL;DR: In this article, a comparison of estimators is made on the basis of their mean squared errors and their concentrations of probability computed by means of asymptotic expansions of their distributions when the disturbance variance tends to zero and alternatively when the sample size increases indefinitely.