- Main Menu-

Catalogue Tag Display

MARC 21

Analytical Methods in Statistics: AMISTAT, Prague, November 2015
Tag	Description
020	$a9783319513133
082	$a519.5
099	$aOnline resource: Springer
245	$aAnalytical Methods in Statistics$h[EBook]$bAMISTAT, Prague, November 2015$cedited by Jaromir Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta.
260	$aCham$bSpringer International Publishing$c2017.
300	$bonline resource.
440	$aSpringer proceedings in mathematics & statistics$x2194-1009 ;$v193
505	$aPreface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression Quantile and Averaged Regression Quantile Processes (Jana Jureckov? -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Mat? Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pe?ta and Zdenek Hl?ka) -- On Existence of Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad).
520	$aThis volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.
538	$aOnline access to this digital book is restricted to subscription institutions through IP number (only for SISSA internal users)
700	$aAntoch, Jaromír$eeditor.
700	$aJurečková, Jana$eeditor.
700	$aMaciak, Matúš$eeditor.
700	$aPešta, Michal$eeditor.
710	$aSpringerLink (Online service)
830	$v193
856	$uhttp://dx.doi.org/10.1007/978-3-319-51313-3