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Analytical Methods in Statistics: AMISTAT, Prague, November 2015

Analytical Methods in Statistics: AMISTAT, Prague, November 2015
Catalogue Information
Field name Details
Dewey Class 519.5
Title Analytical Methods in Statistics ([EBook]) : AMISTAT, Prague, November 2015 / edited by Jaromir Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta.
Added Personal Name Antoch, Jaromír editor.
Jurečková, Jana editor.
Maciak, Matúš editor.
Pešta, Michal editor.
Other name(s) SpringerLink (Online service)
Publication Cham : Springer International Publishing , 2017.
Physical Details : online resource.
Series Springer Proceedings in Mathematics & Statistics 2194-1009 ; ; 193
ISBN 9783319513133
Summary Note This 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.:
Contents note Preface -- 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).
System details note Online access to this digital book is restricted to subscription institutions through IP number (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-3-319-51313-3
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