04241nam 22005895 450 991016314810332120220401164121.03-319-51313-310.1007/978-3-319-51313-3(CKB)3710000001041190(DE-He213)978-3-319-51313-3(MiAaPQ)EBC4793350(PPN)198341245(EXLCZ)99371000000104119020170127d2017 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierAnalytical methods in statistics AMISTAT, Prague, November 2015 /edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (IX, 207 p. 12 illus., 4 illus. in color.)Springer Proceedings in Mathematics & Statistics,2194-1009 ;1933-319-51312-5 Includes bibliographical references.Preface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression Quantile and Averaged Regression Quantile Processes (Jana Jurečková) -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- On Existence of Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad).This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.Springer Proceedings in Mathematics & Statistics,2194-1009 ;193StatisticsProbabilitiesStatistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Statistics.Probabilities.Statistical Theory and Methods.Probability Theory and Stochastic Processes.Statistics for Business, Management, Economics, Finance, Insurance.519.2Antoch Jaromíredthttp://id.loc.gov/vocabulary/relators/edtJurečková Janaedthttp://id.loc.gov/vocabulary/relators/edtMaciak Matúšedthttp://id.loc.gov/vocabulary/relators/edtPešta Michaledthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK9910163148103321Analytical Methods in Statistics1562363UNINA