Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Display
Catalogue Display
Asymptotic Statistics: Proceedings of the Fifth Prague Symposium, held from September 4–9, 1993 /
.
Bookmark this Record
Catalogue Record 45818
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 45818
.
Reviews
Catalogue Record 45818
.
British Library
Resolver for RSN-45818
Google Scholar
Resolver for RSN-45818
WorldCat
Resolver for RSN-45818
Catalogo Nazionale SBN
Resolver for RSN-45818
GoogleBooks
Resolver for RSN-45818
ICTP Library
Resolver for RSN-45818
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Asymptotic Statistics ([EBook] :) : Proceedings of the Fifth Prague Symposium, held from September 4–9, 1993 / / edited by Petr Mandl, Marie Hušková.
Added Personal Name
Mandl, Petr
editor.
Hušková, Marie
editor.
Other name(s)
SpringerLink (Online service)
Publication
Heidelberg : : Physica-Verlag HD : : Imprint: Physica, , 1994.
Physical Details
X, 474 p. : online resource.
Series
Contributions to Statistics
1431-1968
ISBN
9783642579844
Summary Note
The Prague Symposia on Asymptotic Statistics represent a twenty years' tradi tion of contacts between Czech mathematical statisticians and the conference partic ipants. Both, as the organizers hope, return from the Symposia to their work with fresh ideas and new information. The Fifth Prague Symposium was held from September 4 to September 9,1993 at the Faculty of Mathematics and Physics, Charles University. It was sponsored by the Bernoulli Society for Mathematical Statistics and Probability, the Czech Statistical the Czech Society of Actuaries, Ceska Pojistovna-Insurance and Reinsur Society, ance Corporation, and the IFIP WG 7.7. Asymptotic Statistics, a prolific source of methodological concepts, dominated the program of the Symposium. Special sessions were devoted to Mathematics of Insurance and Finance and to Stochastic Programming. The papers presented at the Symposium are published in two parts. Part 1 is .. Part 2 is Number 3, Volume 30 (1994) of the journal Kybernetika, this volume comprising the papers of the authors who were not able to meet the early editorial deadline. The editors of the Proceedings would like to express their sincere thanks to the authors for valuable contributions, to the reviewers for prompt and careful reading the papers, to J. Antoch for his advice with technical part of the Proceedings. Finally they also express their appreciation of the kind cooperation with the Publishing House Physica-Verlag and the journal Kybernetika in bringing out the volumes. Part of the Proceedings was typeset by AN(S-TEX, the macrosystem of the Ame rican Mathematical Society.:
Contents note
Invited papers -- Procedures for the detection of multiple changes in series of independent observations -- Probing for information in two-stage stochastic programming and the associated consistency -- Outliers and switches in time series -- Fréchet differentiability and robust estimation -- Stein predictors and prediction regions -- Perpetuities and random equations -- On recent developments in the theory of set-indexed processes -- Regression rank scores scale statistics and studentization in linear models -- On an argmax-distribution connected to the Poisson process -- Asymptotic normality of regression M-estimators: Hadamard differentiability approaches -- Contributed papers -- Asymptotic theory for regression quantile estimators in the heteroscedastic regression model -- Nonnegative moving-average models -- Biased samples from a search and the asymptotic behaviour of Bayesian models -- A modification of least squares with high efficiency and high breakdown point in linear regression -- Significance of differences of estimates -- Adaptiveness in time series models -- Kernel estimators of integrated squared density derivatives in non-smooth cases -- Curve selection: A nonparametric approach -- Complete convergence -- Tests for heteroscedasticity based on regression quan-tiles and regression rank scores -- Parameter estimation by projecting on structural statistical models -- Some remarks on the joint estimation of the index and the scale parameter for stable processes -- Asymptotic behaviour of the error probabilities in the pseudo-likelihood ratio test for Gibbs-Markov distributions -- Detection of change in variance -- Shrinkage of maximum likelihood estimator of multivariate location -- Almost sure invariance principles for V- and U-statistics based on weakly dependent random variables -- On stability in two-stage stochastic nonlinear programming -- Spread inequality and efficiency of first and second order -- Confidence intervals for regression quantiles -- Spatial quantiles and their Bahadur-Kiefer representations -- Asymptotic expansions of error probabilities for tests -- An application of complex commutation functions -- One-sided deviations of a random walk without moment assumptions -- Asymptotic behaviour of one-step M-estimators in contaminated non-linear models -- Conditional rank tests for the two-sample problem with partially observed data -- Finiteness and continuity of differential entropy -- Characterizations of discrete probability distributions by the existence of regular conditional distributions respectively continutity from below of inner probability measures -- Diagnostics of regression model: test of goodness of fit -- On a multistage stochastic linear program -- Change point and jump estimates in an AMOC renewal model -- Conditions for consistency of MLE’s -- Improving maximum quasi-likelihood estimators.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-642-57984-4
Links to Related Works
Subject References:
Decision making
.
Mathematics
.
Operation Research/Decision Theory
.
Operations research
.
Probabilities
.
Probability theory and stochastic processes
.
Statistics
.
Statistics for Business/Economics/Mathematical Finance/Insurance
.
Authors:
Hušková, Marie
.
Mandl, Petr
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Contributions to Statistics
.
Classification:
519.2
.
.
ISBD Display
Catalogue Record 45818
.
Tag Display
Catalogue Record 45818
.
Related Works
Catalogue Record 45818
.
Marc XML
Catalogue Record 45818
.
Add Title to Basket
Catalogue Record 45818
.
Catalogue Information 45818
Beginning of record
.
Catalogue Information 45818
Top of page
.
Download Title
Catalogue Record 45818
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
45818
1
45818
-
2
45818
-
3
45818
-
4
45818
-
5
45818
-
Quick Search
Search for