Analytical Methods in Statistics AMISTAT, Prague, November 2015 /

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 approxi...

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Antoch, Jaromír (Επιμελητής έκδοσης), Jurečková, Jana (Επιμελητής έκδοσης), Maciak, Matúš (Επιμελητής έκδοσης), Pešta, Michal (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
Σειρά:Springer Proceedings in Mathematics & Statistics, 193
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 1 0 |a Analytical Methods in Statistics  |h [electronic resource] :  |b AMISTAT, Prague, November 2015 /  |c edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2017. 
300 |a IX, 207 p. 12 illus., 4 illus. in color.  |b online resource. 
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490 1 |a Springer Proceedings in Mathematics & Statistics,  |x 2194-1009 ;  |v 193 
505 0 |a 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 Jurečková) -- 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 (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- 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 |a 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. 
650 0 |a Statistics. 
650 0 |a Probabilities. 
650 1 4 |a Statistics. 
650 2 4 |a Statistical Theory and Methods. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Statistics for Business/Economics/Mathematical Finance/Insurance. 
700 1 |a Antoch, Jaromír.  |e editor. 
700 1 |a Jurečková, Jana.  |e editor. 
700 1 |a Maciak, Matúš.  |e editor. 
700 1 |a Pešta, Michal.  |e editor. 
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830 0 |a Springer Proceedings in Mathematics & Statistics,  |x 2194-1009 ;  |v 193 
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950 |a Mathematics and Statistics (Springer-11649)