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Approximated And Estimated Saddlepoint Approximations
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Book Synopsis Saddlepoint Approximations by : Jens Ledet Jensen
Download or read book Saddlepoint Approximations written by Jens Ledet Jensen and published by Oxford University Press. This book was released on 1995 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out examples.
Book Synopsis Approximated and Estimated Saddlepoint Approximations by : Pamela Ann Ohman
Download or read book Approximated and Estimated Saddlepoint Approximations written by Pamela Ann Ohman and published by . This book was released on 1997 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Saddlepoint Approximations with Applications by : Ronald W. Butler
Download or read book Saddlepoint Approximations with Applications written by Ronald W. Butler and published by Cambridge University Press. This book was released on 2007-08-16 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.
Book Synopsis Application of the Saddlepoint Approximation to Estimating the Variance of a Function by : Ying-ming Jou
Download or read book Application of the Saddlepoint Approximation to Estimating the Variance of a Function written by Ying-ming Jou and published by . This book was released on 1997 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Saddlepoint Approximation Methods in Financial Engineering by : Yue Kuen Kwok
Download or read book Saddlepoint Approximation Methods in Financial Engineering written by Yue Kuen Kwok and published by Springer. This book was released on 2018-02-16 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.
Book Synopsis Mathematical Statistics and Applications by : Marc Moore
Download or read book Mathematical Statistics and Applications written by Marc Moore and published by IMS. This book was released on 2003 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Series Approximation Methods in Statistics by : John E. Kolassa
Download or read book Series Approximation Methods in Statistics written by John E. Kolassa and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this subject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, first, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the field. In presenting expansion limit theorems I have drawn heavily 011 notation of McCullagh (1987) and on the theorems presented by Feller (1971) on Edgeworth expansions. For saddlepoint notation and results I relied most heavily on the many papers of Daniels, and a review paper by Reid (1988). Throughout this book I have tried to maintain consistent notation and to present theorems in such a way as to make a few theoretical results useful in as many contexts as possible. This was not only in order to present as many results with as few proofs as possible, but more importantly to show the interconnections between the various facets of asymptotic theory. Special attention is paid to regularity conditions. The reasons they are needed and the parts they play in the proofs are both highlighted.
Book Synopsis Analytic Combinatorics by : Philippe Flajolet
Download or read book Analytic Combinatorics written by Philippe Flajolet and published by Cambridge University Press. This book was released on 2009-01-15 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytic combinatorics aims to enable precise quantitative predictions of the properties of large combinatorial structures. The theory has emerged over recent decades as essential both for the analysis of algorithms and for the study of scientific models in many disciplines, including probability theory, statistical physics, computational biology, and information theory. With a careful combination of symbolic enumeration methods and complex analysis, drawing heavily on generating functions, results of sweeping generality emerge that can be applied in particular to fundamental structures such as permutations, sequences, strings, walks, paths, trees, graphs and maps. This account is the definitive treatment of the topic. The authors give full coverage of the underlying mathematics and a thorough treatment of both classical and modern applications of the theory. The text is complemented with exercises, examples, appendices and notes to aid understanding. The book can be used for an advanced undergraduate or a graduate course, or for self-study.
Book Synopsis Methods for Estimation and Inference in Modern Econometrics by : Stanislav Anatolyev
Download or read book Methods for Estimation and Inference in Modern Econometrics written by Stanislav Anatolyev and published by CRC Press. This book was released on 2011-06-07 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also add
Book Synopsis Asymptotic Theory of Statistics and Probability by : Anirban DasGupta
Download or read book Asymptotic Theory of Statistics and Probability written by Anirban DasGupta and published by Springer Science & Business Media. This book was released on 2008-03-07 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.
Book Synopsis Encyclopedia of Statistical Sciences, Volume 1 by :
Download or read book Encyclopedia of Statistical Sciences, Volume 1 written by and published by John Wiley & Sons. This book was released on 2005-12-16 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt: ENCYCLOPEDIA OF STATISTICAL SCIENCES
Book Synopsis Energy Minimization Methods in Computer Vision and Pattern Recognition by : Anand Rangarajan
Download or read book Energy Minimization Methods in Computer Vision and Pattern Recognition written by Anand Rangarajan and published by Springer Science & Business Media. This book was released on 2005-10-31 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Workshop on Energy Minimization Methods in Computer Vision and Pattern Recognition, EMMCVPR 2005, held in St. Augustine, FL, USA in November 2005. The 24 revised full papers and 18 poster papers presented were carefully reviewed and selected from 120 submissions. The papers are organized in topical sections on probabilistic and informational approaches, combinatorial approaches, variational approaches, and other approaches and applications.
Book Synopsis Advances in Statistics - Theory and Applications by : Indranil Ghosh
Download or read book Advances in Statistics - Theory and Applications written by Indranil Ghosh and published by Springer Nature. This book was released on 2021-04-01 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.
Book Synopsis Saddlepoint Approximation for the Least Squares Estimation in First-order Autoregression by : Offer Lieberman
Download or read book Saddlepoint Approximation for the Least Squares Estimation in First-order Autoregression written by Offer Lieberman and published by . This book was released on 1994 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Models and Estimation of Genetic Effects by : José M Álvarez-Castro
Download or read book Models and Estimation of Genetic Effects written by José M Álvarez-Castro and published by Frontiers Media SA. This book was released on 2015-04-17 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ronald Fisher needed to develop elaborate models of genetic effects in order to set the foundations of Quantitative Genetics in his 1918 paper “The correlation between relatives on the supposition of Mendelian inheritance”. Since then, many significant implementations have been made to model genetic effects. However, at the verge of one century after Fisher’s kick-off, models of genetic effects keep on being discussed and implemented. Indeed, the relatively recent advent of QTL analyses challenged the state of the art of this field by providing researchers the opportunity to obtain and analyze estimates of genetic effects from real data. In this context, the development of this field was not exempt of some polemics, like the debate about the convenience of the functional and the statistical epistasis approaches. This research topic is meant to provide recent developments in models and estimation of genetic effects and to enrich the discussion about how and why models of genetic effects must be further developed and applied. The articles in this Research Topic shall thus extend, refine and/or provide a refresh look at Fisher’s original models of genetic effects and their application to genetic effects estimation and to improve our understanding of evolutionary processes and breeding programs.
Book Synopsis Aspects of Statistical Inference by : A. H. Welsh
Download or read book Aspects of Statistical Inference written by A. H. Welsh and published by John Wiley & Sons. This book was released on 1996-10-10 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relevant, concrete, and thorough--the essential data-based text onstatistical inference The ability to formulate abstract concepts and draw conclusionsfrom data is fundamental to mastering statistics. Aspects ofStatistical Inference equips advanced undergraduate and graduatestudents with a comprehensive grounding in statistical inference,including nonstandard topics such as robustness, randomization, andfinite population inference. A. H. Welsh goes beyond the standard texts and expertly synthesizesbroad, critical theory with concrete data and relevant topics. Thetext follows a historical framework, uses real-data sets andstatistical graphics, and treats multiparameter problems, yet isultimately about the concepts themselves. Written with clarity and depth, Aspects of Statistical Inference: * Provides a theoretical and historical grounding in statisticalinference that considers Bayesian, fiducial, likelihood, andfrequentist approaches * Illustrates methods with real-data sets on diabetic retinopathy,the pharmacological effects of caffeine, stellar velocity, andindustrial experiments * Considers multiparameter problems * Develops large sample approximations and shows how to use them * Presents the philosophy and application of robustness theory * Highlights the central role of randomization in statistics * Uses simple proofs to illuminate foundational concepts * Contains an appendix of useful facts concerning expansions,matrices, integrals, and distribution theory Here is the ultimate data-based text for comparing and presentingthe latest approaches to statistical inference.
Download or read book Biometrika written by D. M. Titterington and published by . This book was released on 2001 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2001 marks the centenary of Biometrika, one of the world's leading academic journals in statistical theory and methodology. In celebration of this, the book brings together two sets of papers from the journal. The first are specially commissioned articles that review the history of the journal and the most important contributions made by papers in the journal to a number of important areas of statistical activity, including general theory and methodology, surveys and time sets. The second group are a selection of particularly seminal articles from the journal's first hundred years. In the process these papers give a full description of the general development of statistical science during the twentieth century.
