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Linear statistical models / James H. Stapleton
| Linear statistical models / James H. Stapleton |
| Autore | STAPLETON, James H. |
| Pubbl/distr/stampa | New York : John Wiley & Sons, 1995 |
| Descrizione fisica | 449 p. : graf. ; 24 cm. |
| Disciplina | 519.538(Analisi della varianza e della covarianza) |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico | Modelli Lineari (statistica) |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005452510203316 |
STAPLETON, James H.
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| New York : John Wiley & Sons, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Linear statistical models / James H. Stapleton
| Linear statistical models / James H. Stapleton |
| Autore | Stapleton, James H. |
| Descrizione fisica | xiii, 449 p. : ill. ; 25 cm |
| Disciplina | 519.538 |
| Collana | Wiley series in probability and statistics. Probability and statistics |
| Soggetto topico | Linear models |
| ISBN | 0471571504 |
| Classificazione |
AMS 62J
LC QA279.S695 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001089489707536 |
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Stapleton, James H.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Mathematical Portfolio Theory and Analysis / / Siddhartha Pratim Chakrabarty, Ankur Kanaujiya
| Mathematical Portfolio Theory and Analysis / / Siddhartha Pratim Chakrabarty, Ankur Kanaujiya |
| Autore | Chakrabarty Siddhartha Pratim |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Birkhäuser, , [2023] |
| Descrizione fisica | 1 online resource (158 pages) |
| Disciplina | 519.538 |
| Collana | Compact Textbooks in Mathematics Series |
| Soggetto topico |
Analysis of variance
Portfolio management - Mathematical models |
| ISBN | 981-19-8544-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Mechanisms of Financial Markets -- Chapter 2. Fundamentals of Probability Theory -- Chapter 3. Asset Pricing Models -- Chapter 4. Mean-Variance Portfolio Theory -- Chapter 5. Utility Theory -- Chapter 6. Non-Mean-Variance Portfolio Theory -- Chapter 7. Optimal Portfolio Strategies -- Chapter 8. Bond Portfolio Optimization -- Chapter 9. Risk Management of Portfolios. |
| Record Nr. | UNINA-9910672447803321 |
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Chakrabarty Siddhartha Pratim
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| Singapore : , : Birkhäuser, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mixed models : theory and applications / Eugene Demidenko
| Mixed models : theory and applications / Eugene Demidenko |
| Autore | Demidenko, Eugene |
| Pubbl/distr/stampa | Hoboken, : Wiley-Interscience, ©2004 |
| Descrizione fisica | XVIII, 704 p. ; 24 cm |
| Disciplina | 519.538 |
| Soggetto topico | Analisi multivariata |
| ISBN | 0471601616 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0297402 |
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Demidenko, Eugene
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| Hoboken, : Wiley-Interscience, ©2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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mODa 11 - Advances in Model-Oriented Design and Analysis [[electronic resource] ] : Proceedings of the 11th International Workshop in Model-Oriented Design and Analysis held in Hamminkeln, Germany, June 12-17, 2016 / / edited by Joachim Kunert, Christine H. Müller, Anthony C. Atkinson
| mODa 11 - Advances in Model-Oriented Design and Analysis [[electronic resource] ] : Proceedings of the 11th International Workshop in Model-Oriented Design and Analysis held in Hamminkeln, Germany, June 12-17, 2016 / / edited by Joachim Kunert, Christine H. Müller, Anthony C. Atkinson |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIV, 254 p. 33 illus., 11 illus. in color.) |
| Disciplina | 519.538 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Statistics
Statistical Theory and Methods Statistics for Life Sciences, Medicine, Health Sciences Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistics and Computing/Statistics Programs |
| ISBN | 3-319-31266-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910254078303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Model-based analysis and optimisation of Haber-Bosch process designs for power-to-ammonia / / Izzat Iqbal Cheema
| Model-based analysis and optimisation of Haber-Bosch process designs for power-to-ammonia / / Izzat Iqbal Cheema |
| Autore | Cheema Izzat Iqbal |
| Pubbl/distr/stampa | Gottingen : , : Cuvillier Verlag, , 2019 |
| Descrizione fisica | 1 online resource (149 pages) |
| Disciplina | 519.538 |
| Soggetto topico | Analysis of variance |
| ISBN | 3-7369-8995-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910793528203321 |
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Cheema Izzat Iqbal
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| Gottingen : , : Cuvillier Verlag, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Model-based analysis and optimisation of Haber-Bosch process designs for power-to-ammonia / / Izzat Iqbal Cheema
| Model-based analysis and optimisation of Haber-Bosch process designs for power-to-ammonia / / Izzat Iqbal Cheema |
| Autore | Cheema Izzat Iqbal |
| Pubbl/distr/stampa | Gottingen : , : Cuvillier Verlag, , 2019 |
| Descrizione fisica | 1 online resource (149 pages) |
| Disciplina | 519.538 |
| Soggetto topico | Analysis of variance |
| ISBN | 3-7369-8995-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910818126803321 |
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Cheema Izzat Iqbal
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| Gottingen : , : Cuvillier Verlag, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling time-varying unconditional variance by means of a free-knot spline-GARCH model / / Oliver Old
| Modeling time-varying unconditional variance by means of a free-knot spline-GARCH model / / Oliver Old |
| Autore | Old Oliver |
| Pubbl/distr/stampa | Wiesbaden, Germany : , : Springer Gabler, , [2022] |
| Descrizione fisica | 1 online resource (260 pages) |
| Disciplina | 519.538 |
| Collana | Gabler theses |
| Soggetto topico |
Analysis of variance
Spline theory |
| ISBN |
9783658386184
9783658386177 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Foreword -- Acknowledgements -- Contents -- List of Figures -- List of Tables -- List of Abbreviations -- List of Symbols -- 1 Introduction -- 1.1 Motivation -- 1.2 Problem statement -- 1.3 Outline of the thesis -- 2 Financial time series -- 2.1 Definitions and properties -- 2.2 Stylized facts -- 2.3 Model specification -- 2.4 Univariate GARCH models -- 2.5 Long-range dependence and structural breaks -- 3 Smoothing long term volatility -- 3.1 Multiplicative decomposition of the conditional variance function -- 3.2 Spline functions -- 3.2.1 Truncated power spline function -- 3.2.2 B-spline functions -- 3.3 Model review -- 3.3.1 Spline volatility models -- 3.3.2 Spline-GARCH model -- 3.3.3 B-spline-GARCH model -- 3.3.4 P-spline GARCH model -- 4 Free-knot spline-GARCH model -- 4.1 Optimization -- 4.2 Estimation methods -- 4.2.1 Least-squares -- 4.2.2 Least-squares with free-knots -- 4.2.3 Jupp transformation -- 4.2.4 Quasi-maximum-likelihood -- 4.3 Model selection -- 4.4 Forecast evaluation -- 4.5 Starting vector -- 5 Simulation study -- 5.1 Previous studies -- 5.2 Simulation setup -- 5.2.1 Data generating process -- 5.2.2 Computational aspects -- 5.2.3 Sample statistics -- 5.2.4 Asymptotic statistics -- 5.2.5 Specification -- 5.2.6 Starting vectors -- 5.3 Model selection -- 5.4 Finite sample properties -- 6 Empirical study -- 6.1 Previous studies -- 6.2 In-sample analysis -- 6.3 Out-of-sample forecast -- 7 Conclusion -- 7.1 Research problems and contributions -- 7.2 Research questions -- 7.3 Limitations and future research -- 7.4 Concluding remarks -- References -- Appendices -- A Standardized Student's t-distribution -- B Derivatives -- B.1 Free-knot spline-GARCH model -- B.2 P-spline-GARCH model -- C Tables -- C.1 Simulation study: knots -- C.2 Simulation study: Finite sample properties -- C.3 Empirical study -- D Figures.
D.1 Simulation study: distribution of knot selection -- D.2 Simulation study: asymptotic distribution estimators -- D.3 Emprical study. |
| Record Nr. | UNINA-9910585789603321 |
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Old Oliver
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| Wiesbaden, Germany : , : Springer Gabler, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modelling binary data / David Collet
| Modelling binary data / David Collet |
| Autore | COLLETT, David |
| Edizione | [2nd ed] |
| Pubbl/distr/stampa | Boca Raton [etc.] : Chapman & Hall, 2002 |
| Descrizione fisica | 387 p. ; 23 cm |
| Disciplina | 519.538(Analisi della varianza e della covarianza) |
| Collana | Texts in statiatical science |
| Soggetto topico | Analisi della varianza e della covarianza |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005515890203316 |
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COLLETT, David
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| Boca Raton [etc.] : Chapman & Hall, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Pairwise Multiple Comparisons [[electronic resource] ] : Theory and Computation / / by Taka-aki Shiraishi, Hiroshi Sugiura, Shin-ichi Matsuda
| Pairwise Multiple Comparisons [[electronic resource] ] : Theory and Computation / / by Taka-aki Shiraishi, Hiroshi Sugiura, Shin-ichi Matsuda |
| Autore | Shiraishi Taka-aki |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (107 pages) |
| Disciplina | 519.538 |
| Collana | JSS Research Series in Statistics |
| Soggetto topico |
Statistics
Computer mathematics Biomedical engineering Statistical Theory and Methods Applied Statistics Computational Mathematics and Numerical Analysis Biomedical Engineering/Biotechnology |
| ISBN | 981-15-0066-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. All-Pairwise Comparisons in Homoscedastic Multi-Sample Models -- 2. Multiple Comparisons in Heteroscedastic Multi-Sample Models -- 3. Multiple Comparison Procedures under Simple Order Restrictions -- 4.: Nonparametric Procedures Based on Rank Statistics -- 5. Comparing the Simulated Power of Multiple Comparison Tests -- 6. Application of Multiple Comparison Tests to Real Data -- 7. Computation of Distribution Functions for Statistics under Simple Ordered Restrictions -- 8. Related Topics -- Index. |
| Record Nr. | UNINA-9910350243403321 |
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Shiraishi Taka-aki
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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