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Diverging Moments And Parameter Estimation
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Book Synopsis Statistical Inference Based on Divergence Measures by : Leandro Pardo
Download or read book Statistical Inference Based on Divergence Measures written by Leandro Pardo and published by CRC Press. This book was released on 2018-11-12 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this p
Book Synopsis Non-Linear Variability in Geophysics by : D. Schertzer
Download or read book Non-Linear Variability in Geophysics written by D. Schertzer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: consequences of broken symmetry -here parity-is studied. In this model, turbulence is dominated by a hierarchy of helical (corkscrew) structures. The authors stress the unique features of such pseudo-scalar cascades as well as the extreme nature of the resulting (intermittent) fluctuations. Intermittent turbulent cascades was also the theme of a paper by us in which we show that universality classes exist for continuous cascades (in which an infinite number of cascade steps occur over a finite range of scales). This result is the multiplicative analogue of the familiar central limit theorem for the addition of random variables. Finally, an interesting paper by Pasmanter investigates the scaling associated with anomolous diffusion in a chaotic tidal basin model involving a small number of degrees of freedom. Although the statistical literature is replete with techniques for dealing with those random processes characterized by both exponentially decaying (non-scaling) autocorrelations and exponentially decaying probability distributions, there is a real paucity of literature appropriate for geophysical fields exhibiting either scaling over wide ranges (e. g. algebraic autocorrelations) or extreme fluctuations (e. g. algebraic probabilities, divergence of high order statistical moments). In fact, about the only relevant technique that is regularly used -fourier analysis (energy spectra) -permits only an estimate of a single (power law) exponent. If the fields were mono-fractal (characterized by a single fractal dimension) this would be sufficient, however their generally multifractal character calls for the development of new techniques.
Book Synopsis Scaling, Fractals and Wavelets by : Patrice Abry
Download or read book Scaling, Fractals and Wavelets written by Patrice Abry and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scaling is a mathematical transformation that enlarges or diminishes objects. The technique is used in a variety of areas, including finance and image processing. This book is organized around the notions of scaling phenomena and scale invariance. The various stochastic models commonly used to describe scaling — self-similarity, long-range dependence and multi-fractals — are introduced. These models are compared and related to one another. Next, fractional integration, a mathematical tool closely related to the notion of scale invariance, is discussed, and stochastic processes with prescribed scaling properties (self-similar processes, locally self-similar processes, fractionally filtered processes, iterated function systems) are defined. A number of applications where the scaling paradigm proved fruitful are detailed: image processing, financial and stock market fluctuations, geophysics, scale relativity, and fractal time-space.
Book Synopsis Journal of the American Statistical Association by :
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2009 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Information Theoretic Approach to Econometrics by : George G. Judge
Download or read book An Information Theoretic Approach to Econometrics written by George G. Judge and published by Cambridge University Press. This book was released on 2011-12-12 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.
Book Synopsis A Practical Guide to Heavy Tails by : Robert Adler
Download or read book A Practical Guide to Heavy Tails written by Robert Adler and published by Springer Science & Business Media. This book was released on 1998-10-26 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Twenty-four contributions, intended for a wide audience from various disciplines, cover a variety of applications of heavy-tailed modeling involving telecommunications, the Web, insurance, and finance. Along with discussion of specific applications are several papers devoted to time series analysis, regression, classical signal/noise detection problems, and the general structure of stable processes, viewed from a modeling standpoint. Emphasis is placed on developments in handling the numerical problems associated with stable distribution (a main technical difficulty until recently). No index. Annotation copyrighted by Book News, Inc., Portland, OR
Book Synopsis The Statistical Stability Phenomenon by : Igor I. Gorban
Download or read book The Statistical Stability Phenomenon written by Igor I. Gorban and published by Springer. This book was released on 2016-10-17 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph investigates violations of statistical stability of physical events, variables, and processes and develops a new physical-mathematical theory taking into consideration such violations – the theory of hyper-random phenomena. There are five parts. The first describes the phenomenon of statistical stability and its features, and develops methods for detecting violations of statistical stability, in particular when data is limited. The second part presents several examples of real processes of different physical nature and demonstrates the violation of statistical stability over broad observation intervals. The third part outlines the mathematical foundations of the theory of hyper-random phenomena, while the fourth develops the foundations of the mathematical analysis of divergent and many-valued functions. The fifth part contains theoretical and experimental studies of statistical laws where there is violation of statistical stability. The monograph should be of particular interest to engineers and scientists in general who study the phenomenon of statistical stability and use statistical methods for high-precision measurements, prediction, and signal processing over long observation intervals.
Book Synopsis Identification, Adaptation, Learning by : Sergio Bittanti
Download or read book Identification, Adaptation, Learning written by Sergio Bittanti and published by Springer Science & Business Media. This book was released on 1996-07-01 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects the lectures given at the NATO Advanced Study Institute From Identijication to Learning held in Villa Olmo, Como, Italy, from August 22 to September 2, 1994. The school was devoted to the themes of Identijication, Adaptation and Learning, as they are currently understood in the Information and Contral engineering community, their development in the last few decades, their inter connections and their applications. These titles describe challenging, exciting and rapidly growing research areas which are of interest both to contral and communication engineers and to statisticians and computer scientists. In accordance with the general goals of the Institute, and notwithstanding the rat her advanced level of the topics discussed, the presentations have been generally kept at a fairly tutorial level. For this reason this book should be valuable to a variety of rearchers and to graduate students interested in the general area of Control, Signals and Information Pracessing. As the goal of the school was to explore a common methodologicalline of reading the issues, the flavor is quite interdisciplinary. We regard this as an original and valuable feature of this book.
Book Synopsis Charts and Approximate Formulas for the Estimation of Aeroelastic Effects on the Lateral Control of Swept and Unswept Wings by : Almer D. Crim
Download or read book Charts and Approximate Formulas for the Estimation of Aeroelastic Effects on the Lateral Control of Swept and Unswept Wings written by Almer D. Crim and published by . This book was released on 1952 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Inference by : Ayanendranath Basu
Download or read book Statistical Inference written by Ayanendranath Basu and published by CRC Press. This book was released on 2011-06-22 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by "Minimum Distance Estimation" is literally huge. Filling a statistical resource gap, Stati
Book Synopsis New Developments in Statistical Information Theory Based on Entropy and Divergence Measures by : Leandro Pardo
Download or read book New Developments in Statistical Information Theory Based on Entropy and Divergence Measures written by Leandro Pardo and published by MDPI. This book was released on 2019-05-20 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald’s statistics, likelihood ratio statistics and Rao’s score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.
Book Synopsis Unequal We Stand by : Jonathan Heathcote
Download or read book Unequal We Stand written by Jonathan Heathcote and published by DIANE Publishing. This book was released on 2010-10 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors conducted a systematic empirical study of cross-sectional inequality in the U.S., integrating data from various surveys. The authors follow the mapping suggested by the household budget constraint from individual wages to individual earnings, to household earnings, to disposable income, and, ultimately, to consumption and wealth. They document a continuous and sizable increase in wage inequality over the sample period. Changes in the distribution of hours worked sharpen the rise in earnings inequality before 1982, but mitigate its increase thereafter. Taxes and transfers compress the level of income inequality, especially at the bottom of the distribution, but have little effect on the overall trend. Charts and tables. This is a print-on-demand publication; it is not an original.
Book Synopsis Density Ratio Estimation in Machine Learning by : Masashi Sugiyama
Download or read book Density Ratio Estimation in Machine Learning written by Masashi Sugiyama and published by Cambridge University Press. This book was released on 2012-02-20 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces theories, methods and applications of density ratio estimation, a newly emerging paradigm in the machine learning community.
Book Synopsis Generalized Method of Moments by : Alastair R. Hall
Download or read book Generalized Method of Moments written by Alastair R. Hall and published by Oxford University Press. This book was released on 2005 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recentimportant developments in the field. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, and illustrates all inference techniques using empiricalexamples in macroeconomics and finance.Building from the instrumental variables estimator in static linear models, it presents the asymptotic statistical theory of GMM in nonlinear dynamic models. Within this framework it covers classical results on estimation and inference techniques, such as the overidentifying restrictions test andtests of structural stability, and reviews the finite sample performance of these inference methods. And it discusses in detail recent developments on covariance matrix estimation, the impact of model misspecification, moment selection, the use of the bootstrap, and weak instrumentasymptotics.
Download or read book NASA Technical Paper written by and published by . This book was released on 1989 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis DSGE Models in Macroeconomics by : Nathan Balke
Download or read book DSGE Models in Macroeconomics written by Nathan Balke and published by Emerald Group Publishing. This book was released on 2012-11-29 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy
Download or read book Rainfall written by Firat Y. Testik and published by John Wiley & Sons. This book was released on 2013-05-02 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 191. Rainfall: State of the Science offers the most up-to-date knowledge on the fundamental and practical aspects of rainfall. Each chapter, self-contained and written by prominent scientists in their respective fields, provides three forms of information: fundamental principles, detailed overview of current knowledge and description of existing methods, and emerging techniques and future research directions. The book discusses Rainfall microphysics: raindrop morphodynamics, interactions, size distribution, and evolution Rainfall measurement and estimation: ground-based direct measurement (disdrometer and rain gauge), weather radar rainfall estimation, polarimetric radar rainfall estimation, and satellite rainfall estimation Statistical analyses: intensity-duration-frequency curves, frequency analysis of extreme events, spatial analyses, simulation and disaggregation, ensemble approach for radar rainfall uncertainty, and uncertainty analysis of satellite rainfall products The book is tailored to be an indispensable reference for researchers, practitioners, and graduate students who study any aspect of rainfall or utilize rainfall information in various science and engineering disciplines.
