Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Robustness and Complex Data Structures : Festschrift in Honour of Ursula Gather / / edited by Claudia Becker, Roland Fried, Sonja Kuhnt
| Robustness and Complex Data Structures : Festschrift in Honour of Ursula Gather / / edited by Claudia Becker, Roland Fried, Sonja Kuhnt |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2
519.5 |
| Soggetto topico |
Statistics
Probabilities Statistical Theory and Methods Statistics and Computing/Statistics Programs Probability Theory and Stochastic Processes |
| ISBN | 3-642-35494-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja) -- Depth Statistics (Karl Mosler) -- Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix) -- High-Breakdown Estimators of Multivariate Location and Scatter (Peter Rousseeuw and Mia Hubert) -- Upper and Lower Bounds for Breakdown Points (Christine H. Müller) -- The Concept of α-outliers in Structured Data Situations (Sonja Kuhnt and André Rehage) -- Multivariate OutlierIidentification Based on Robust Estimators of Location and Scatter (Claudia Becker, Steffen Liebscher and Thomas Kirschstein) -- Robustness for Compositional Data (Peter Filzmoser and Karel Hron) -- Part II Regression and Time Series Analysis: Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (Holger Dette and Jens Wagener) -- Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression (Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib) -- Robust Change Point Analysis (Marie Hušková) -- Robust Signal Extraction From Time Series in Real Time (Matthias Borowski, Roland Fried and Michael Imhoff) -- Robustness in Time Series: Robust Frequency Domain Analysis (Bernhard Spangl and Rudolf Dutter) -- Robustness in Statistical Forecasting (Yuriy Kharin) -- Finding Outliers in Linear and Nonlinear Time Series (Pedro Galeano and Daniel Peña) -- Part III Complex Data Structures: Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods (Andreas Christmann, Matías Salibián-Barrera and Stefan Van Aels) -- Some Machine Learning Approaches to the Analysis of Temporal Data (Katharina Morik) -- Correlation, Tail Dependence and Diversification (Dietmar Pfeifer) -- Evidence for Alternative Hypotheses (Stephan Morgenthaler and Robert G. Staudte) -- Concepts and a Case Study for a Flexible Class of Graphical Markov Models (NannyWermuth and David R. Cox) -- Data Mining in Pharmacoepidemiological Databases (Marc Suling, Robert Weber and Iris Pigeot) -- Meta-Analysis of Trials with Binary Outcomes (JürgenWellmann). |
| Record Nr. | UNINA-9910437867303321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical hypothesis testing with SAS and R / / Dirk Taeger, Sonja Kuhnt
| Statistical hypothesis testing with SAS and R / / Dirk Taeger, Sonja Kuhnt |
| Autore | Taeger Dirk |
| Pubbl/distr/stampa | [Hoboken, New Jersey] : , : John Wiley & Sons, Incorporation, , 2014 |
| Descrizione fisica | 1 online resource (308 p.) |
| Disciplina | 519.50285/5133 |
| Soggetto topico |
Statistical hypothesis testing
SAS (Computer program language) R (Computer program language) |
| ISBN |
1-118-76258-4
1-118-76260-6 |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; Part I Introduction; Chapter 1 Statistical hypothesis testing; 1.1 Theory of statistical hypothesis testing; 1.2 Testing statistical hypothesis with SAS and R; 1.2.1 Programming philosophy of SAS and R; 1.2.2 Testing in SAS and R-An example; 1.2.3 Calculating p-values; 1.3 Presentation of the statistical tests; References; Part II Normal Distribution; Chapter 2 Tests on the mean; 2.1 One-sample tests; 2.1.1 z-test; 2.1.2 t-test; 2.2 Two-sample tests; 2.2.1 Two-sample z-test; 2.2.2 Two-sample pooled t-test; 2.2.3 Welch test; 2.2.4 Paired z-test
2.2.5 Paired t-testReferences; Chapter 3 Tests on the variance; 3.1 One-sample tests; 3.1.1 x2-test on the variance (mean known); 3.1.2 x2-test on the variance (mean unknown); 3.2 Two-sample tests; 3.2.1 Two-sample F-test on variances of two populations; 3.2.2 t-test on variances of two dependent populations; References; Part III Binomial Distribution; Chapter 4 Tests on proportions; 4.1 One-sample tests; 4.1.1 Binomial test; 4.2 Two-sample tests; 4.2.1 z-test for the difference of two proportions (unpooled variances); 4.2.2 z-test for the equality between two proportions (pooled variances) 4.3 K-sample tests4.3.1 K-sample binomial test; References; Part IV Other Distributions; Chapter 5 Poisson distribution; 5.1 Tests on the Poisson parameter; 5.1.1 z-test on the Poisson parameter; 5.1.2 Exact test on the Poisson parameter; 5.1.3 z-test on the difference between two Poisson parameters; References; Chapter 6 Exponential distribution; 6.1 Test on the parameter of an exponential distribution; 6.1.1 z-test on the parameter of an exponential distribution; Reference; Part V Correlation; Chapter 7 Tests on association; 7.1 One-sample tests 7.1.1 Pearson's product moment correlation coefficient7.1.2 Spearman's rank correlation coefficient; 7.1.3 Partial correlation; 7.2 Two-sample tests; 7.2.1 z-test for two correlation coefficients (independent populations); References; Part VI Nonparametric Tests; Chapter 8 Tests on location; 8.1 One-sample tests; 8.1.1 Sign test; 8.1.2 Wilcoxon signed-rank test; 8.2 Two-sample tests; 8.2.1 Wilcoxon rank-sum test (Mann-Whitney U test); 8.2.2 Wilcoxon matched-pairs signed-rank test; 8.3 K-sample tests; 8.3.1 Kruskal-Wallis test; References; Chapter 9 Tests on scale difference 9.1 Two-sample tests9.1.1 Siegel-Tukey test; 9.1.2 Ansari-Bradley test; 9.1.3 Mood test; References; Chapter 10 Other tests; 10.1 Two-sample tests; 10.1.1 Kolmogorov-Smirnov two-sample test (Smirnov test); References; Part VII Goodness-of-Fit Tests; Chapter 11 Tests on normality; 11.1 Tests based on the EDF; 11.1.1 Kolmogorov-Smirnov test (Lilliefors test for normality); 11.1.2 Anderson-Darling test; 11.1.3 Cramér-von Mises test; 11.2 Tests not based on the EDF; 11.2.1 Shapiro-Wilk test; 11.2.2 Jarque-Bera test; References; Chapter 12 Tests on other distributions; 12.1 Tests based on the EDF 12.1.1 Kolmogorov-Smirnov test |
| Record Nr. | UNINA-9910138965003321 |
Taeger Dirk
|
||
| [Hoboken, New Jersey] : , : John Wiley & Sons, Incorporation, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||