Analytical methods in statistics : AMISTAT, Prague, November 2015 / / edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta

• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
• Edizione: 1st ed. 2017.
• Descrizione fisica: 1 online resource (IX, 207 p. 12 illus., 4 illus. in color.)
• Disciplina: 519.2
• Soggetto topico: Statistics; Probabilities; Statistical Theory and Methods; Probability Theory and Stochastic Processes; Statistics for Business, Management, Economics, Finance, Insurance
• Persona (resp. second.): AntochJaromír; JurečkováJana; MaciakMatúš; PeštaMichal
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: 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).
• Sommario/riassunto: 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.
• Titolo autorizzato: Analytical Methods in Statistics
• ISBN: 3-319-51313-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910163148103321
• Lo trovi qui: Univ. Federico II
• Serie: Springer Proceedings in Mathematics & Statistics, . 2194-1009 ; ; 193