Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum

Download Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814476617
Total Pages : 698 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum by : Vijay Nair

Download or read book Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum written by Vijay Nair and published by World Scientific. This book was released on 2007-03-15 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much more flexible and realistic models and methods. These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical inference. All of these developments have, in turn, stimulated new research in theoretical statistics.This volume provides an up-to-date overview of recent advances in statistical modeling and inference. Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models, nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the book is an essential reference for researchers, graduate students, and practitioners.

Essays in Nonlinear Time Series Econometrics

Download Essays in Nonlinear Time Series Econometrics PDF Online Free

Author :
Publisher : OUP Oxford
ISBN 13 : 0191669547
Total Pages : 393 pages
Book Rating : 4.1/5 (916 download)

DOWNLOAD NOW!


Book Synopsis Essays in Nonlinear Time Series Econometrics by : Niels Haldrup

Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.

Modeling Dependence in Econometrics

Download Modeling Dependence in Econometrics PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3319033956
Total Pages : 570 pages
Book Rating : 4.3/5 (19 download)

DOWNLOAD NOW!


Book Synopsis Modeling Dependence in Econometrics by : Van-Nam Huynh

Download or read book Modeling Dependence in Econometrics written by Van-Nam Huynh and published by Springer Science & Business Media. This book was released on 2013-11-18 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the relation between others can be well approximated by linear functions. As a result of this complexity, when we apply traditional statistical techniques - developed for science and engineering - to process economic data, the inadequate treatment of dependence leads to misleading models and erroneous predictions. Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis. To make economic models more adequate, we need more accurate techniques for describing dependence. Such techniques are currently being developed. This book contains description of state-of-the-art techniques for modeling dependence and economic applications of these techniques. Most of these research developments are centered around the notion of a copula - a general way of describing dependence in probability theory and statistics. To be even more adequate, many papers go beyond traditional copula techniques and take into account, e.g., the dynamical (changing) character of the dependence in economics.

Three Essays on Simulation-based Estimation of Multivariate Models with Unobserved Heterogeneity

Download Three Essays on Simulation-based Estimation of Multivariate Models with Unobserved Heterogeneity PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 374 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis Three Essays on Simulation-based Estimation of Multivariate Models with Unobserved Heterogeneity by : Murat Khairzhanuly Munkin

Download or read book Three Essays on Simulation-based Estimation of Multivariate Models with Unobserved Heterogeneity written by Murat Khairzhanuly Munkin and published by . This book was released on 2001 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays in Honor of M. Hashem Pesaran

Download Essays in Honor of M. Hashem Pesaran PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1802620656
Total Pages : 376 pages
Book Rating : 4.8/5 (26 download)

DOWNLOAD NOW!


Book Synopsis Essays in Honor of M. Hashem Pesaran by : Alexander Chudik

Download or read book Essays in Honor of M. Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

Multivariate Data Analysis

Download Multivariate Data Analysis PDF Online Free

Author :
Publisher : Pearson Higher Ed
ISBN 13 : 0133792684
Total Pages : 816 pages
Book Rating : 4.1/5 (337 download)

DOWNLOAD NOW!


Book Synopsis Multivariate Data Analysis by : Joseph Hair

Download or read book Multivariate Data Analysis written by Joseph Hair and published by Pearson Higher Ed. This book was released on 2016-08-18 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the eBook of the printed book and may not include any media, website access codes, or print supplements that may come packaged with the bound book. For graduate and upper-level undergraduate marketing research courses. For over 30 years, Multivariate Data Analysis has provided readers with the information they need to understand and apply multivariate data analysis. Hair et. al provides an applications-oriented introduction to multivariate analysis for the non-statistician. By reducing heavy statistical research into fundamental concepts, the text explains to readers how to understand and make use of the results of specific statistical techniques. In this Seventh Edition, the organization of the chapters has been greatly simplified. New chapters have been added on structural equations modeling, and all sections have been updated to reflect advances in technology, capability, and mathematical techniques.

Essays in Honor of Joon Y. Park

Download Essays in Honor of Joon Y. Park PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1837532125
Total Pages : 449 pages
Book Rating : 4.8/5 (375 download)

DOWNLOAD NOW!


Book Synopsis Essays in Honor of Joon Y. Park by : Yoosoon Chang

Download or read book Essays in Honor of Joon Y. Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

System And Bayesian Reliability: Essays In Honor Of Professor Richard E Barlow On His 70th Birthday

Download System And Bayesian Reliability: Essays In Honor Of Professor Richard E Barlow On His 70th Birthday PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814489344
Total Pages : 438 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis System And Bayesian Reliability: Essays In Honor Of Professor Richard E Barlow On His 70th Birthday by : Yu Hayakawa

Download or read book System And Bayesian Reliability: Essays In Honor Of Professor Richard E Barlow On His 70th Birthday written by Yu Hayakawa and published by World Scientific. This book was released on 2001-12-21 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of articles on reliability systems and Bayesian reliability analysis. Written by reputable researchers, the articles are self-contained and are linked with literature reviews and new research ideas. The book is dedicated to Emeritus Professor Richard E Barlow, who is well known for his pioneering research on reliability theory and Bayesian reliability analysis.

Essays in Honor of Cheng Hsiao

Download Essays in Honor of Cheng Hsiao PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1789739578
Total Pages : 468 pages
Book Rating : 4.7/5 (897 download)

DOWNLOAD NOW!


Book Synopsis Essays in Honor of Cheng Hsiao by : Dek Terrell

Download or read book Essays in Honor of Cheng Hsiao written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2020-04-15 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Essays on Contemporary Psychometrics

Download Essays on Contemporary Psychometrics PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 303110370X
Total Pages : 461 pages
Book Rating : 4.0/5 (311 download)

DOWNLOAD NOW!


Book Synopsis Essays on Contemporary Psychometrics by : L. Andries van der Ark

Download or read book Essays on Contemporary Psychometrics written by L. Andries van der Ark and published by Springer Nature. This book was released on 2023-03-17 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book 'Essays on Contemporary Psychometrics' provides an overview of contemporary psychometrics, the science devoted to the advancement of quantitative measurement practices in psychology, education and the social sciences. The volume consists of four parts, each having several chapters on cutting-edge work in the field. Part I, General Perspectives on Psychometrics, includes expert views on topics such as psychological models vs. measurement models, using tests in decision making, artificial intelligence, and psychometric network models. Part II, Factor Analysis and Classical Test Theory, the type of psychometrics that is still used most often in the social and behavioral sciences, includes state-of-the-art contributions on test-score reliability, change-score reliability, handling missing data in principal component analysis, test equating, and conditional standard errors of measurement. Part III, Item Response Theory, the leading form of psychometrics in modern educational measurement, includes discussions of sampling from many conditional distributions, transparent score reporting, nonparametric item response theory, and targeted testing. Part IV, New Psychometrics, discusses recently developed ideas beyond classical test theory and item response theory, including topics related to computer adaptive testing, response-time modelling, validity indices, diagnostic classification models, and the sparse latent class model for ordinal measurements. Together, these four parts provide an overview of the current state-of-the-art in psychometrics in educational measurement. They are a valuable source of information for graduate students who (intend to) study psychometrics and need an overview of the field, and for researchers interested in the current developments in the field. Chapters [3], [5], [8], [16] and [19] are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.

Introduction to Bayesian Estimation and Copula Models of Dependence

Download Introduction to Bayesian Estimation and Copula Models of Dependence PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118959019
Total Pages : 314 pages
Book Rating : 4.1/5 (189 download)

DOWNLOAD NOW!


Book Synopsis Introduction to Bayesian Estimation and Copula Models of Dependence by : Arkady Shemyakin

Download or read book Introduction to Bayesian Estimation and Copula Models of Dependence written by Arkady Shemyakin and published by John Wiley & Sons. This book was released on 2017-03-20 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents an introduction to Bayesian statistics, presents an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC,Bayesian regression, and Bayesian analysis of statistical modelsof dependence, and features a focus on copulas for risk management Introduction to Bayesian Estimation and Copula Models of Dependence emphasizes the applications of Bayesian analysis to copula modeling and equips readers with the tools needed to implement the procedures of Bayesian estimation in copula models of dependence. This book is structured in two parts: the first four chapters serve as a general introduction to Bayesian statistics with a clear emphasis on parametric estimation and the following four chapters stress statistical models of dependence with a focus of copulas. A review of the main concepts is discussed along with the basics of Bayesian statistics including prior information and experimental data, prior and posterior distributions, with an emphasis on Bayesian parametric estimation. The basic mathematical background of both Markov chains and Monte Carlo integration and simulation is also provided. The authors discuss statistical models of dependence with a focus on copulas and present a brief survey of pre-copula dependence models. The main definitions and notations of copula models are summarized followed by discussions of real-world cases that address particular risk management problems. In addition, this book includes: • Practical examples of copulas in use including within the Basel Accord II documents that regulate the world banking system as well as examples of Bayesian methods within current FDA recommendations • Step-by-step procedures of multivariate data analysis and copula modeling, allowing readers to gain insight for their own applied research and studies • Separate reference lists within each chapter and end-of-the-chapter exercises within Chapters 2 through 8 • A companion website containing appendices: data files and demo files in Microsoft® Office Excel®, basic code in R, and selected exercise solutions Introduction to Bayesian Estimation and Copula Models of Dependence is a reference and resource for statisticians who need to learn formal Bayesian analysis as well as professionals within analytical and risk management departments of banks and insurance companies who are involved in quantitative analysis and forecasting. This book can also be used as a textbook for upper-undergraduate and graduate-level courses in Bayesian statistics and analysis. ARKADY SHEMYAKIN, PhD, is Professor in the Department of Mathematics and Director of the Statistics Program at the University of St. Thomas. A member of the American Statistical Association and the International Society for Bayesian Analysis, Dr. Shemyakin's research interests include informationtheory, Bayesian methods of parametric estimation, and copula models in actuarial mathematics, finance, and engineering. ALEXANDER KNIAZEV, PhD, is Associate Professor and Head of the Department of Mathematics at Astrakhan State University in Russia. Dr. Kniazev's research interests include representation theory of Lie algebras and finite groups, mathematical statistics, econometrics, and financial mathematics.

Counting Statistics for Dependent Random Events

Download Counting Statistics for Dependent Random Events PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 303064250X
Total Pages : 206 pages
Book Rating : 4.0/5 (36 download)

DOWNLOAD NOW!


Book Synopsis Counting Statistics for Dependent Random Events by : Enrico Bernardi

Download or read book Counting Statistics for Dependent Random Events written by Enrico Bernardi and published by Springer Nature. This book was released on 2021-03-22 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order to tackle and simplify complex problems, without disregarding the hierarchy of or interconnections between the relevant variables. These problems typically arise in real-world applications and computations involving big data in finance, insurance and banking, where experts are confronted with counting variables in monitoring random events. In this new approach, combinatorial distributions of random events are the core element. In order to deal with the high-dimensional features of the problem, the combinatorial techniques are used together with a clustering approach, where groups of variables sharing common characteristics and similarities are identified and the dependence structure within groups is taken into account. The original problems can then be modeled using new classes of copulas, referred to here as clusterized copulas, which are essentially based on preliminary groupings of variables depending on suitable characteristics and hierarchical aspects. The book includes examples and real-world data applications, with a special focus on financial applications, where the new algorithms’ performance is compared to alternative approaches and further analyzed. Given its scope, the book will be of interest to master students, PhD students and researchers whose work involves or can benefit from the innovative methodologies put forward here. It will also stimulate the empirical use of new approaches among professionals and practitioners in finance, insurance and banking.

On Copula Density Estimation and Measures of Multivariate Association

Download On Copula Density Estimation and Measures of Multivariate Association PDF Online Free

Author :
Publisher : BoD – Books on Demand
ISBN 13 : 3844101217
Total Pages : 202 pages
Book Rating : 4.8/5 (441 download)

DOWNLOAD NOW!


Book Synopsis On Copula Density Estimation and Measures of Multivariate Association by : Thomas Blumentritt

Download or read book On Copula Density Estimation and Measures of Multivariate Association written by Thomas Blumentritt and published by BoD – Books on Demand. This book was released on 2012 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Measuring the degree of association between random variables is a task inherent in many practical applications such as risk management and financial modeling. Well-known measures like Spearman's rho and Kendall's tau can be expressed in terms of the underlying copula only, hence, being independent of the underlying univariate marginal distributions. Opposed to these classical measures of association, mutual information, which is derived from information theory, constitutes a fundamentally different approach of measuring association. Although this measure is likewise independent of the univariate margins, it is not a functional of the copula but of the corresponding copula density. Besides the theoretical properties of mutual information as a measure of multivariate association, possibilities to estimate the copula density based on observations of continuous distributions are investigated. To cope with the effect of boundary bias, new estimators are introduced and existing functionals are generalized to the multivariate case. The performance of these estimators is evaluated in comparison to common kernel density estimation schemes. To facilitate variance estimation by means of resampling methods like bootstrapping, an algorithm is introduced, which significantly reduces computation time in comparison with pre-implemented algorithms. In practical applications, complete continuous data is oftentimes not available to the analyst. Instead, categorial data derived from the underlying continuous distribution may be given. Hence, estimation of the copula and its density based on contingency tables is investigated. The newly developed estimators are employed to derive estimates of Spearman's rho and Kendall's tau and their performance is compared.

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Download Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814489158
Total Pages : 465 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan by : Tusheng Zhang

Download or read book Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan written by Tusheng Zhang and published by World Scientific. This book was released on 2012-07-17 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory.It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.

Research Papers in Statistical Inference for Time Series and Related Models

Download Research Papers in Statistical Inference for Time Series and Related Models PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 9819908035
Total Pages : 591 pages
Book Rating : 4.8/5 (199 download)

DOWNLOAD NOW!


Book Synopsis Research Papers in Statistical Inference for Time Series and Related Models by : Yan Liu

Download or read book Research Papers in Statistical Inference for Time Series and Related Models written by Yan Liu and published by Springer Nature. This book was released on 2023-05-31 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.

Nonlinear Statistical Modeling

Download Nonlinear Statistical Modeling PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521662468
Total Pages : 472 pages
Book Rating : 4.6/5 (624 download)

DOWNLOAD NOW!


Book Synopsis Nonlinear Statistical Modeling by : Takeshi Amemiya

Download or read book Nonlinear Statistical Modeling written by Takeshi Amemiya and published by Cambridge University Press. This book was released on 2001-01-08 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.

Dissertation Abstracts International

Download Dissertation Abstracts International PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 532 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2009-09 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: