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Author : Kurt Hoffmann
Publisher : Springer
ISBN 13 :
Total Pages : 184 pages
Book Rating : 4.3/5 (91 download)
Download or read book Improved Estimation of Distribution Parameters: Stein-Type Estimators written by Kurt Hoffmann and published by Springer. This book was released on 1992-02 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. K. Md. Ehsanes Saleh
Publisher : John Wiley & Sons
ISBN 13 : 0471773743
Total Pages : 656 pages
Book Rating : 4.4/5 (717 download)
Download or read book Theory of Preliminary Test and Stein-Type Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2006-04-28 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theory of Preliminary Test and Stein-Type Estimation with Applications provides a com-prehensive account of the theory and methods of estimation in a variety of standard models used in applied statistical inference. It is an in-depth introduction to the estimation theory for graduate students, practitioners, and researchers in various fields, such as statistics, engineering, social sciences, and medical sciences. Coverage of the material is designed as a first step in improving the estimates before applying full Bayesian methodology, while problems at the end of each chapter enlarge the scope of the applications. This book contains clear and detailed coverage of basic terminology related to various topics, including: * Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivariate and discrete data models * Normal, non-normal, and nonparametric theory of estimation * Bayes and empirical Bayes methods * R-estimation and U-statistics * Confidence set estimation
Author : Marvin Gruber
Publisher : Routledge
ISBN 13 : 1351439162
Total Pages : 648 pages
Book Rating : 4.3/5 (514 download)
Download or read book Improving Efficiency by Shrinkage written by Marvin Gruber and published by Routledge. This book was released on 2017-11-01 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.
Author : V.G. Voinov
Publisher : Springer Science & Business Media
ISBN 13 : 9780792339397
Total Pages : 280 pages
Book Rating : 4.3/5 (393 download)
Download or read book Unbiased Estimators and their Applications written by V.G. Voinov and published by Springer Science & Business Media. This book was released on 1996-01-31 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a continuation of Unbiased Estimators and Their Applications, Vol. I: Univariate Case. It contains problems of parametric point estimation for multivariate probability distributions emphasizing problems of unbiased estimation. The volume consists of four chapters dealing, respectively, with some basic properties of multivariate continuous and discrete distributions, the general theory of point estimation in multivariate case, techniques for constructing unbiased estimators and applications of unbiased estimation theory in the multivariate case. These chapters contain numerous examples, many applications and are followed by a comprehensive Appendix which classifies and lists, in the form of tables, all known results relating to unbiased estimators of parameter functions for multivariate distributions. Audience: This volume will serve as a handbook on point unbiased estimation for researchers whose work involves statistics. It can also be recommended as a supplementary text for undergraduate and graduate students.
Author : Dominique Fourdrinier
Publisher : Springer
ISBN 13 : 3030021858
Total Pages : 339 pages
Book Rating : 4.0/5 (3 download)
Download or read book Shrinkage Estimation written by Dominique Fourdrinier and published by Springer. This book was released on 2018-11-27 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with improved statistical properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. Chapter 1 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error distributions when a residual vector is available. Chapter 7 then considers the problem of estimating a location vector which is constrained to lie in a convex set. Much of the chapter is devoted to one of two types of constraint sets, balls and polyhedral cones. In Chapter 8 the authors focus on loss estimation and data-dependent evidence reports. Appendices cover a number of technical topics including weakly differentiable functions; examples where Stein’s identity doesn’t hold; Stein’s lemma and Stokes’ theorem for smooth boundaries; harmonic, superharmonic and subharmonic functions; and modified Bessel functions.
Author : Jürgen Groß
Publisher : Springer Science & Business Media
ISBN 13 : 364255864X
Total Pages : 400 pages
Book Rating : 4.6/5 (425 download)
Download or read book Linear Regression written by Jürgen Groß and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers the basic theory of linear regression models and presents a comprehensive survey of different estimation techniques as alternatives and complements to least squares estimation. Proofs are given for the most relevant results, and the presented methods are illustrated with the help of numerical examples and graphics. Special emphasis is placed on practicability and possible applications. The book is rounded off by an introduction to the basics of decision theory and an appendix on matrix algebra.
Author : Catherine Kyrtsou
Publisher : Routledge
ISBN 13 : 042958394X
Total Pages : 273 pages
Book Rating : 4.4/5 (295 download)
Download or read book New Facets of Economic Complexity in Modern Financial Markets written by Catherine Kyrtsou and published by Routledge. This book was released on 2020-06-04 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world. Challenging the traditional hypotheses that lie behind financial market functioning, new evidence is provided about the hidden factors fuelling bubbles, the impact of agents’ heterogeneity, the importance of endogeneity in the information transmission mechanism, the dynamics of herding, the sources of volatility, the portfolio optimization techniques, the financial innovation and the trend identification in a nonlinear time-series framework. Presenting the advances made in financial market analysis, and putting emphasis on nonlinear dynamics, this book suggests interdisciplinary methodologies for the study of well-known stylised facts and financial abnormalities. This book was originally published as a special issue of The European Journal of Finance.
Author : Aman Ullah
Publisher : Oxford University Press
ISBN 13 : 0198774478
Total Pages : 241 pages
Book Rating : 4.1/5 (987 download)
Download or read book Finite Sample Econometrics written by Aman Ullah and published by Oxford University Press. This book was released on 2004-05-20 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
Author : Cory Terrell
Publisher : Scientific e-Resources
ISBN 13 : 1839473290
Total Pages : 299 pages
Book Rating : 4.8/5 (394 download)
Download or read book Predictions in Time Series Using Regression Models written by Cory Terrell and published by Scientific e-Resources. This book was released on 2019-09-02 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression methods have been a necessary piece of time arrangement investigation for over a century. As of late, new advancements have made real walks in such territories as non-constant information where a direct model isn't fitting. This book acquaints the peruser with fresher improvements and more assorted regression models and methods for time arrangement examination. Open to any individual who knows about the fundamental present day ideas of factual deduction, Regression Models for Time Series Analysis gives a truly necessary examination of late measurable advancements. Essential among them is the imperative class of models known as summed up straight models (GLM) which gives, under a few conditions, a bound together regression hypothesis reasonable for constant, all out, and check information. The creators stretch out GLM methodology deliberately to time arrangement where the essential and covariate information are both arbitrary and stochastically reliant. They acquaint readers with different regression models created amid the most recent thirty years or somewhere in the vicinity and condense traditional and later outcomes concerning state space models.
Author : Erik Grafarend
Publisher : Springer Science & Business Media
ISBN 13 : 3642222412
Total Pages : 1026 pages
Book Rating : 4.6/5 (422 download)
Download or read book Applications of Linear and Nonlinear Models written by Erik Grafarend and published by Springer Science & Business Media. This book was released on 2012-08-15 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here we present a nearly complete treatment of the Grand Universe of linear and weakly nonlinear regression models within the first 8 chapters. Our point of view is both an algebraic view as well as a stochastic one. For example, there is an equivalent lemma between a best, linear uniformly unbiased estimation (BLUUE) in a Gauss-Markov model and a least squares solution (LESS) in a system of linear equations. While BLUUE is a stochastic regression model, LESS is an algebraic solution. In the first six chapters we concentrate on underdetermined and overdeterimined linear systems as well as systems with a datum defect. We review estimators/algebraic solutions of type MINOLESS, BLIMBE, BLUMBE, BLUUE, BIQUE, BLE, BIQUE and Total Least Squares. The highlight is the simultaneous determination of the first moment and the second central moment of a probability distribution in an inhomogeneous multilinear estimation by the so called E-D correspondence as well as its Bayes design. In addition, we discuss continuous networks versus discrete networks, use of Grassmann-Pluecker coordinates, criterion matrices of type Taylor-Karman as well as FUZZY sets. Chapter seven is a speciality in the treatment of an overdetermined system of nonlinear equations on curved manifolds. The von Mises-Fisher distribution is characteristic for circular or (hyper) spherical data. Our last chapter eight is devoted to probabilistic regression, the special Gauss-Markov model with random effects leading to estimators of type BLIP and VIP including Bayesian estimation. A great part of the work is presented in four Appendices. Appendix A is a treatment, of tensor algebra, namely linear algebra, matrix algebra and multilinear algebra. Appendix B is devoted to sampling distributions and their use in terms of confidence intervals and confidence regions. Appendix C reviews the elementary notions of statistics, namely random events and stochastic processes. Appendix D introduces the basics of Groebner basis algebra, its careful definition, the Buchberger Algorithm, especially the C. F. Gauss combinatorial algorithm.
Author : J.D. Holmes
Publisher : Elsevier
ISBN 13 : 0444601252
Total Pages : 516 pages
Book Rating : 4.4/5 (446 download)
Download or read book Wind Engineering 1983 3A written by J.D. Holmes and published by Elsevier. This book was released on 2012-12-02 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Wind Engineering 1983, Part A contains the proceedings of the Sixth International Conference on Wind Engineering, held in Gold Coast, Australia, on March 21-25, 1983 and in Auckland, New Zealand, on April 6-7, 1983 under the auspices of the International Association for Wind Engineering. The conference provided a forum for discussing topics related to wind energy and wind engineering, from wind characteristics and wind loading to full-scale measurement and modeling of buildings and other structures. Comprised of 36 chapters, this volume begins with an assessment of the wider application of reliability principles in the treatment of wind loading, paying particular attention to the influence of wind direction and the role of full-scale testing in reducing uncertainty. The reader is then introduced to wind characteristics, with emphasis on strong winds and tropical cyclones; wind loading of tall buildings and low-rise structures; and instrumentation and experimental techniques for wind loading. The base balance technique for the determination of dynamic wind loads is described, along with a detailed design method for pneumatic tubing systems and a digital system for the measurement of wind effects on large structures. The final two chapters deal with active modeling of large-scale turbulence and selection of local peak pressure coefficients for wind tunnel studies of buildings. This monograph will be of interest to students, practitioners, and researchers concerned with wind energy and wind engineering.
Author : Vladimir K. Dubovoj
Publisher : B. G. Teubner Gmbh
ISBN 13 :
Total Pages : 368 pages
Book Rating : 4.3/5 (91 download)
Download or read book Matricial Version of the Classical Schur Problem written by Vladimir K. Dubovoj and published by B. G. Teubner Gmbh. This book was released on 1992-02 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 980 pages
Book Rating : 4.:/5 (31 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1990 with total page 980 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Adrian E. Raftery
Publisher : CRC Press
ISBN 13 : 1420035398
Total Pages : 571 pages
Book Rating : 4.4/5 (2 download)
Download or read book Statistics in the 21st Century written by Adrian E. Raftery and published by CRC Press. This book was released on 2001-07-09 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume discusses an important area of statistics and highlights the most important statistical advances. It is divided into four sections: statistics in the life and medical sciences, business and social science, the physical sciences and engineering, and theory and methods of statistics.
Author : Erik W. Grafarend
Publisher : Springer Nature
ISBN 13 : 3030945987
Total Pages : 1127 pages
Book Rating : 4.0/5 (39 download)
Download or read book Applications of Linear and Nonlinear Models written by Erik W. Grafarend and published by Springer Nature. This book was released on 2022-10-01 with total page 1127 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides numerous examples of linear and nonlinear model applications. Here, we present a nearly complete treatment of the Grand Universe of linear and weakly nonlinear regression models within the first 8 chapters. Our point of view is both an algebraic view and a stochastic one. For example, there is an equivalent lemma between a best, linear uniformly unbiased estimation (BLUUE) in a Gauss–Markov model and a least squares solution (LESS) in a system of linear equations. While BLUUE is a stochastic regression model, LESS is an algebraic solution. In the first six chapters, we concentrate on underdetermined and overdetermined linear systems as well as systems with a datum defect. We review estimators/algebraic solutions of type MINOLESS, BLIMBE, BLUMBE, BLUUE, BIQUE, BLE, BIQUE, and total least squares. The highlight is the simultaneous determination of the first moment and the second central moment of a probability distribution in an inhomogeneous multilinear estimation by the so-called E-D correspondence as well as its Bayes design. In addition, we discuss continuous networks versus discrete networks, use of Grassmann–Plucker coordinates, criterion matrices of type Taylor–Karman as well as FUZZY sets. Chapter seven is a speciality in the treatment of an overjet. This second edition adds three new chapters: (1) Chapter on integer least squares that covers (i) model for positioning as a mixed integer linear model which includes integer parameters. (ii) The general integer least squares problem is formulated, and the optimality of the least squares solution is shown. (iii) The relation to the closest vector problem is considered, and the notion of reduced lattice basis is introduced. (iv) The famous LLL algorithm for generating a Lovasz reduced basis is explained. (2) Bayes methods that covers (i) general principle of Bayesian modeling. Explain the notion of prior distribution and posterior distribution. Choose the pragmatic approach for exploring the advantages of iterative Bayesian calculations and hierarchical modeling. (ii) Present the Bayes methods for linear models with normal distributed errors, including noninformative priors, conjugate priors, normal gamma distributions and (iii) short outview to modern application of Bayesian modeling. Useful in case of nonlinear models or linear models with no normal distribution: Monte Carlo (MC), Markov chain Monte Carlo (MCMC), approximative Bayesian computation (ABC) methods. (3) Error-in-variables models, which cover: (i) Introduce the error-in-variables (EIV) model, discuss the difference to least squares estimators (LSE), (ii) calculate the total least squares (TLS) estimator. Summarize the properties of TLS, (iii) explain the idea of simulation extrapolation (SIMEX) estimators, (iv) introduce the symmetrized SIMEX (SYMEX) estimator and its relation to TLS, and (v) short outview to nonlinear EIV models. The chapter on algebraic solution of nonlinear system of equations has also been updated in line with the new emerging field of hybrid numeric-symbolic solutions to systems of nonlinear equations, ermined system of nonlinear equations on curved manifolds. The von Mises–Fisher distribution is characteristic for circular or (hyper) spherical data. Our last chapter is devoted to probabilistic regression, the special Gauss–Markov model with random effects leading to estimators of type BLIP and VIP including Bayesian estimation. A great part of the work is presented in four appendices. Appendix A is a treatment, of tensor algebra, namely linear algebra, matrix algebra, and multilinear algebra. Appendix B is devoted to sampling distributions and their use in terms of confidence intervals and confidence regions. Appendix C reviews the elementary notions of statistics, namely random events and stochastic processes. Appendix D introduces the basics of Groebner basis algebra, its careful definition, the Buchberger algorithm, especially the C. F. Gauss combinatorial algorithm.
Author : Gennadij A. Leonov
Publisher : Springer
ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.:/5 (45 download)
Download or read book Non-Local Methods for Pendulum-Like Feedback Systems written by Gennadij A. Leonov and published by Springer. This book was released on 1992-04 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
ISBN 13 : 1781903077
Total Pages : 576 pages
Book Rating : 4.7/5 (819 download)
Download or read book Essays in Honor of Jerry Hausman written by Badi H. Baltagi and published by Emerald Group Publishing. This book was released on 2012-12-17 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
