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Author : Pamela Ann Ohman
Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.E/5 ( download)
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:
Author : Ronald W. Butler
Publisher : Cambridge University Press
ISBN 13 : 1139466518
Total Pages : 548 pages
Book Rating : 4.1/5 (394 download)
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.
Author : Jens Ledet Jensen
Publisher : Oxford University Press
ISBN 13 : 9780198522959
Total Pages : 348 pages
Book Rating : 4.5/5 (229 download)
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.
Author : Philippe Flajolet
Publisher : Cambridge University Press
ISBN 13 : 1139477161
Total Pages : 825 pages
Book Rating : 4.1/5 (394 download)
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.
Author : Ying-ming Jou
Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4.E/5 ( download)
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:
Author : Yue Kuen Kwok
Publisher : Springer
ISBN 13 : 3319741012
Total Pages : 134 pages
Book Rating : 4.3/5 (197 download)
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 134 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.
Author : Marc Moore
Publisher : IMS
ISBN 13 : 9780940600577
Total Pages : 532 pages
Book Rating : 4.6/5 (5 download)
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:
Author : R. Wong
Publisher : Academic Press
ISBN 13 : 1483220710
Total Pages : 561 pages
Book Rating : 4.4/5 (832 download)
Download or read book Asymptotic Approximations of Integrals written by R. Wong and published by Academic Press. This book was released on 2014-05-10 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic Approximations of Integrals deals with the methods used in the asymptotic approximation of integrals. Topics covered range from logarithmic singularities and the summability method to the distributional approach and the Mellin transform technique for multiple integrals. Uniform asymptotic expansions via a rational transformation are also discussed, along with double integrals with a curve of stationary points. For completeness, classical methods are examined as well. Comprised of nine chapters, this volume begins with an introduction to the fundamental concepts of asymptotics, followed by a discussion on classical techniques used in the asymptotic evaluation of integrals, including Laplace's method, Mellin transform techniques, and the summability method. Subsequent chapters focus on the elementary theory of distributions; the distributional approach; uniform asymptotic expansions; and integrals which depend on auxiliary parameters in addition to the asymptotic variable. The book concludes by considering double integrals and higher-dimensional integrals. This monograph is intended for graduate students and research workers in mathematics, physics, and engineering.
Author : Rolf-Dieter Reiss
Publisher : Springer Science & Business Media
ISBN 13 : 1461396204
Total Pages : 363 pages
Book Rating : 4.4/5 (613 download)
Download or read book Approximate Distributions of Order Statistics written by Rolf-Dieter Reiss and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications. Particular emphasis is placed on results concern ing the accuracy oflimit theorems, on higher order approximations, and other approximations in quite a general sense. Contrary to the classical limit theorems that primarily concern the weak convergence of distribution functions, our main results will be formulated in terms of the variational and the Hellinger distance. These results will form the proper springboard for the investigation of parametric approximations of nonparametric models of joint distributions of order statistics. The approxi mating models include normal as well as extreme value models. Several applications will show the usefulness of this approach. Other recent developments in statistics like nonparametric curve estima tion and the bootstrap method will be studied as far as order statistics are concerned. 1n connection with this, graphical methods will, to some extent, be explored.
Author : Henry M. Streby
Publisher : CRC Press
ISBN 13 : 1315355639
Total Pages : 246 pages
Book Rating : 4.3/5 (153 download)
Download or read book Golden-winged Warbler Ecology, Conservation, and Habitat Management written by Henry M. Streby and published by CRC Press. This book was released on 2016-10-26 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Golden-winged Warblers (Vermivora chrysoptera) are migratory songbirds that breed in temperate North America, primarily in the Great Lakes region with remnant populations throughout the Appalachian Mountains, and winter in Central and northern South America. Their breeding range has contracted dramatically in the Appalachian Mountains and many populations have dramatically declined, likely due to habitat loss, competition and interbreeding with Blue-winged Warblers (Vermivora pinus), andglobal climate change.. As a result of population declines in much of the eastern portion of their breeding range, Golden-winged Warblers are listed as endangered or threatened in 10 U.S. states and in Canada and have been petitioned for protection under the U.S. Endangered Species Act. Published in collaboration with and on behalf of The American Ornithological Society, this volume in the highly-regarded Studies in Avian Biology series compiles extensive, current research on Golden-winged Warblers and summarizes what is known and identifies many remaining unknowns, providing a wealth of peer-reviewed science on which future research and listing decisions can be based.
Author : John E. Kolassa
Publisher : Springer Science & Business Media
ISBN 13 : 1475742770
Total Pages : 194 pages
Book Rating : 4.4/5 (757 download)
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 194 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 sub ject, 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 on 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.
Author : Stanislav Anatolyev
Publisher : CRC Press
ISBN 13 : 1439838267
Total Pages : 230 pages
Book Rating : 4.4/5 (398 download)
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: This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Author : José M Álvarez-Castro
Publisher : Frontiers Media SA
ISBN 13 : 2889194442
Total Pages : 100 pages
Book Rating : 4.8/5 (891 download)
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.
Author : Raymond L. Chambers
Publisher : CRC Press
ISBN 13 : 1584886323
Total Pages : 393 pages
Book Rating : 4.5/5 (848 download)
Download or read book Maximum Likelihood Estimation for Sample Surveys written by Raymond L. Chambers and published by CRC Press. This book was released on 2012-05-02 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample Surveys presents an overview of likelihood methods for the analysis of sample survey data that account for the selection methods used, and includes all necessary background material on likelihood inference. It covers a range of data types, including multilevel data, and is illustrated by many worked examples using tractable and widely used models. It also discusses more advanced topics, such as combining data, non-response, and informative sampling. The book presents and develops a likelihood approach for fitting models to sample survey data. It explores and explains how the approach works in tractable though widely used models for which we can make considerable analytic progress. For less tractable models numerical methods are ultimately needed to compute the score and information functions and to compute the maximum likelihood estimates of the model parameters. For these models, the book shows what has to be done conceptually to develop analyses to the point that numerical methods can be applied. Designed for statisticians who are interested in the general theory of statistics, Maximum Likelihood Estimation for Sample Surveys is also aimed at statisticians focused on fitting models to sample survey data, as well as researchers who study relationships among variables and whose sources of data include surveys.
Author : Christopher A. Field
Publisher : IMS
ISBN 13 : 9780940600188
Total Pages : 166 pages
Book Rating : 4.6/5 (1 download)
Download or read book Small Sample Asymptotics written by Christopher A. Field and published by IMS. This book was released on 1990 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Teresa M. Przytycka
Publisher : Springer
ISBN 13 : 3319167065
Total Pages : 385 pages
Book Rating : 4.3/5 (191 download)
Download or read book Research in Computational Molecular Biology written by Teresa M. Przytycka and published by Springer. This book was released on 2015-03-25 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 19th Annual International Conference on Research in Computational Molecular Biology, RECOMB 2015, held in Warsaw, Poland, in April 2015. The 36 extended abstracts were carefully reviewed and selected from 170 submissions. They report on original research in all areas of computational molecular biology and bioinformatics.
Author : Jerome Morio
Publisher : Woodhead Publishing
ISBN 13 : 0081001118
Total Pages : 217 pages
Book Rating : 4.0/5 (81 download)
Download or read book Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems written by Jerome Morio and published by Woodhead Publishing. This book was released on 2015-11-16 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases. Provides a broad overview of the practical approach of rare event methods. Includes algorithms that are applied to aerospace benchmark test cases Offers insight into practical tuning issues
