Analytical Methods in Statistics AMISTAT, Prague, November 2015 /

• 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: Statistics.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...

Πίνακας περιεχομένων:

• 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).