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
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Journal ArticleDOI
Admissible significance tests in simultaneous equation models
TL;DR: The likelihood ratio test is invariant with respect to linear transformations of the endogenous and of the exogenous variables and is the best invariant test in the class of all tests as mentioned in this paper.
Journal ArticleDOI
The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models.
TL;DR: The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregressive of any (finite) order.
Journal ArticleDOI
Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model”
T. W. Anderson,Petter Laake +1 more
Book ChapterDOI
Measures of Variability
TL;DR: This chapter discusses the numerical evaluation of variability, an important feature of statistical data is their variability—how much the measurements differ from individual to individual.