| Dewey Class |
519.5 |
| Titolo |
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) |
| Pubblicazione |
Cham : Springer International Publishing , 2017. |
| Physical Details |
: online resource. |
| Serie |
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 |
| Link alle Opere Legate |
Riferimenti soggetto: .
Probabilities .
Statistics .
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Corporate Authors:
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