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Optimal experimental design for non-linear models : theory and applications / / by Christos P. Kitsos
| Optimal experimental design for non-linear models : theory and applications / / by Christos P. Kitsos |
| Autore | Kitsos Christos P |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (104 p.) |
| Disciplina | 530.15 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Statistics, general |
| ISBN | 3-642-45287-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- 2. Motivation -- 3.Locally Optimal Designs -- 4.Static Design -- 5.Sequential Designs -- 6.Approximate Confidence Regions -- 7.Working with Data: Simulation Studies -- 8.A Case Study: Optimal Designs in Rythmometry -- 9.Discussion -- References -- A1.Caratheodory’s Theorem -- A2.Silvapulle's Theorem -- A3.Conditional Inverse -- A4.Simulation I Results, Tables 7.1 – 7.5 -- A5.Simulation II Results, Tables 7.7 – 7.14. |
| Record Nr. | UNINA-9910437866603321 |
Kitsos Christos P
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistical Modelling and Risk Analysis [[electronic resource] ] : Selected contributions from ICRA9, Perugia, Italy, May 25-27, 2022 / / edited by Christos P. Kitsos, Teresa A. Oliveira, Francesca Pierri, Marialuisa Restaino
| Statistical Modelling and Risk Analysis [[electronic resource] ] : Selected contributions from ICRA9, Perugia, Italy, May 25-27, 2022 / / edited by Christos P. Kitsos, Teresa A. Oliveira, Francesca Pierri, Marialuisa Restaino |
| Autore | Kitsos Christos P |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (230 pages) |
| Disciplina | 519.5 |
| Altri autori (Persone) |
OliveiraTeresa A
PierriFrancesca RestainoMarialuisa |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Biometry Statistical Theory and Methods Biostatistics Statistics in Business, Management, Economics, Finance, Insurance Biometria |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-031-39864-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Examining the Network Effects in Bank Risk: Evidence from Liquidity Creation in Mutual Banks -- 1 Introduction -- 2 Methodology -- 2.1 Spatial Model -- 2.2 Econometric Specification -- 3 Data and Results -- 4 Concluding Remarks -- Appendix -- References -- Teaching Note-Data Science Training for Finance and Risk Analysis: A Pedagogical Approach with Integrating Online Platforms -- 1 Introduction -- 2 Structure and Content of the Course -- 3 Implementation Process -- 4 Results -- 5 Main Conclusions -- References -- Analysing Misclassifications in Confusion Matrices -- 1 Introduction -- 2 Methodology -- 3 Marginal Homogeneity -- 4 Bayesian Approach -- 5 Applications -- 5.1 Application 1 -- 5.2 Application 2 -- 6 Conclusions and Final Comments -- References -- Management Excellence Model Use: Brazilian Electricity Distributors Case -- 1 Introduction -- 2 Literature Review -- 3 The Excellence Management Model -- 4 Methodology -- 4.1 Research Classification-Sample and Population -- 4.2 Data Collection and Variables of Interest -- 5 Data Analysis -- 6 Discussion and Conclusions -- Appendix: List of Acronyms -- References -- A Statistical Boost to Assess Water Quality -- 1 Introduction -- 2 Some Background on EU Directives and Water Quality -- 3 Statistical Utilities -- 3.1 Checking Independence -- 3.2 Comparing Seasons -- 3.3 Detecting Correlated Seasons -- 3.4 Detecting and Estimating Trends -- 3.5 Additional Notes and Software -- 4 Analysing Water Quality in Two Study Sites -- 4.1 Study Sites Description -- 4.2 Statistical Changes Between the Months -- 4.3 Investigating Temporal Trends -- 5 Concluding Remarks and Thoughts -- References -- Time Series Procedures to Improve Extreme Quantile Estimation -- 1 Motivation and Introduction -- 2 Main Results in Extreme Values Analysis -- 2.1 Parameters of Interest.
2.2 Statistical Approaches in EVT -- 3 An Overview of Time Series Modelling -- 4 Application to Environmental Data -- 5 Concluding Remarks and Future Work -- References -- Factors Associated with Powerful Hurricanes in the Atlantic -- 1 Introduction -- 2 Data -- 3 Logistic Regression Models, Results and Discussion -- 4 Summary and Concluding Remarks -- References -- Reliable Alternative Ways to Manage the Risk of Extreme Events -- 1 Introduction and Scope of the Paper -- 1.1 EVI-estimation of Pareto-Type Models -- 1.2 Further Details on the CTE -- 1.3 Scope of the Paper -- 2 A Few Considerations on the Asymptotic Behaviour of the MOp CTE-estimators -- 3 A Monte-Carlo Simulation Study -- 4 Concluding Remarks -- References -- Risk Analysis in Practice and Theory -- 1 Introduction -- 2 Practical Background -- 3 Theoretical Inside -- 4 Discussion -- Appendix 1 -- Appendix 2 -- References -- On Some Consequences of COVID-19 in EUR/USD Exchange Rates and Economy -- 1 Exchange Rates 10/13/2019-4/9/2020 -- 2 Forecasting EUR/US Exchange Rates -- 2.1 Finding a Model for Forecasting -- 2.2 Forecasting: 34 Days in the Future (Due to the Difference of Observed Data and Current Date) -- 3 Discussion: What Does This Mean for the Economy? -- 4 Conclusion -- References -- Natural Risk Assessment of Italian Municipalities for Residential Insurance -- 1 Introduction -- 2 Data -- 3 Earthquake Risk Assessment -- 4 Flood Risk Assessment -- 5 Results -- 6 Conclusion -- References -- Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk -- 1 Introduction -- 2 Methodology and Study Design -- 3 Data Description -- 4 Results -- 4.1 Stepwise, LASSO and Maximum Data Variance Selection Methods -- 4.2 Single and Forest of Trees Methods -- 4.3 Comparison Between the Best Method of Each Group -- 5 Discussion -- References. Operations with Iso-structured Models with Commutative Orthogonal Block Structure: An Introductory Approach -- 1 Introduction -- 2 Commutative Jordan Algebras of Symmetric Matrices -- 3 Models with Commutative Orthogonal Block Structure -- 4 Operating Iso-structured COBS -- 5 Conclusion -- References -- Long and Short-Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach -- 1 Introduction -- 2 A New MIDAS-Type Model -- 2.1 The Hadamard Exponential Specification -- 2.2 Estimation -- 3 Empirical Analysis -- 3.1 Dataset -- 3.2 Estimation Results -- 3.3 In-Sample Comparison -- 3.4 Out-of-Sample Analysis -- 4 Concluding Remarks -- References -- Taxonomy-Based Risk Analysis with a Digital Twin -- 1 Introduction -- 2 Related Work -- 3 Methodology -- 3.1 Employing a Digital Twin for Risk Management -- 4 The Smart Resort Business Case -- 5 Conclusion and Future Work -- References -- Advanced Lattice Rules for Multidimensional Sensitivity Analysis in Air Pollution Modelling -- 1 Introduction -- 2 The Stochastic Approaches -- 3 Case Study: UNI-DEM Model -- 3.1 Sensitivity Studies with Respect to Emission Levels -- 3.2 Sensitivity Studies with Respect to Chemical Reactions Rates -- 4 Conclusion -- References -- On Pitfalls in Statistical Analysis for Risk Assessment of COVID-19 -- 1 Introduction -- 2 Methods -- 3 Results and Discussion -- 3.1 Use of Cox and Logistic Models -- 3.1.1 At Risk -- 3.1.2 Censored Sample -- 3.2 Analysis of Combined Samples -- 3.3 Adjusting for Confounder -- 3.4 Correction for Selection Bias -- 3.5 Measurement Error -- 3.5.1 Biases Due to Measurement Error/Misclassification -- 3.5.2 Reliability Ratio -- 3.5.3 Adjusting for Unbalanced Confounder -- 3.5.4 Decreasing Power -- 3.5.5 Sensitivity and Specificity -- 3.5.6 22 Misclassification Model -- 4 Conclusion -- References. |
| Record Nr. | UNINA-9910770258903321 |
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Kitsos Christos P
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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