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Nonparametric statistics : 4th isnps, salerno, italy, june 2018 / / Michele La Rocca, Brunero Liseo, and Luigi Salmaso (editors)
| Nonparametric statistics : 4th isnps, salerno, italy, june 2018 / / Michele La Rocca, Brunero Liseo, and Luigi Salmaso (editors) |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (X, 547 p. 101 illus., 56 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico | Nonparametric statistics |
| ISBN | 3-030-57306-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) -- Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) -- Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) -- Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) -- An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) -- A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster value (Eduard Belitser, Nurzhan Nurushev, and Paulo Serra) -- Test for sign effect in intertemporal choice experiments: a nonparametric solution (Stefano Bonnini and Isabel Maria Parra Oller) -- Nonparametric first-order analysis of spatial and spatio-temporal point processes (M.I. Borrajo, I. Fuentes-Santos and W. González-Manteiga) -- Bayesian nonparametric prediction with multi-sample data (Federico Camerlenghi, Antonio Lijoi and Igor Prünster) -- Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid (Gaia Ceresa, Andrea Pitto, Diego Cirio and Nicolas Omont) -- Linear wavelet estimation in regression with additive and multiplicative noise (Christophe Chesneau, Junke Kou and Fabien Navarro) -- Speeding up algebraic-based sampling via permutations (Francesca Romana Crucinio and Roberto Fontana) -- Obstacle Problems For Nonlocal Operators: A Brief Overview (Donatella Danielli, Arshak Petrosyan, and Camelia A. Pop) -- Low and high resonance components restoration in multichannel data (Daniela De Canditiis and Italia De Feis) -- Kernel circular deconvolution density estimation (Marco Di Marzio, Stefania Fensore, Agnese Panzera, Charles C. Taylor) -- Asymptotic for Relative Frequency when Population is Driven by Arbitrary Unknown Evolution (Silvano Fiorin) -- Semantic keywords clustering to optimize Text Ads campaigns (Pietro Fodra, Emmanuel Pasquet, Guillaume Mohr, Bruno Goutorbe, and Matthieu Cornec) -- A Note on Robust Estimation of the Extremal Index (M. Ivette Gomes, Cristina Miranda and Manuela Souto de Miranda) -- Multivariate permutation tests for ordered categorical data (Huiting Huang, Fortunato Pesarin, Rosa Arboretti, Riccardo Ceccato) -- Smooth nonparametric survival analysis (Dimitrios Ioannides and Dimitrios Bagkavos) -- Density estimation using multiscale local polynomial transforms (Maarten Jansen) -- On Sensitivity of Metalearning: An Illustrative Study for Robust Regression (Jan Kalina) -- Function-parametric empirical processes, projections and unitary operators (Estáte Khmaladze) -- Rank-based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R (Maximilian Kiefel and Arne C. Bathke) -- Tests for Independence Involving Spherical Data (Pierre Lafaye de Micheaux, Simos Meintanis and Thomas Verdebout) -- Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains(Patrick B. Langthaler, Alessia Pini and Arne C. Bathke) -- Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas (Evgeny Levi and Radu V. Craiu) -- Semiparametric weighting estimations of a zero-inflated Poisson regression with missing in covariates (Lukusa, M.T. and Phoa, F.K.H.) -- The Discrepancy Method for Extremal Index Estimation (Natalia Markovich) -- Correction for optimisation bias in structured sparse high-dimensional variable selection (Bastien Marquis and Maarten Jansen) -- United Statistical Algorithms and Data Science: An Introduction To The Principles (Subhadeep Mukhopadhyay) -- The Halfspace Depth Characterization Problem (Stanislav Nagy) -- A component multiplicative error model for realized volatility measures (Antonio Naimoli and Giuseppe Storti) -- Asymptotically distribution-free goodness-of-fit tests for testing independence in contingency tables of large dimensions (Thuong T. M. Nguyen) -- Incorporating model uncertainty in the construction of bootstrap prediction intervals for functional time series (Efstathios Paparoditis and Han Lin Shang) -- Measuring and Estimating Overlap of Distributions: A comparison of approaches from various disciplines (Judith H. Parkinson and Arne C. Bathke) -- Bootstrap confidence intervals for sequences of missing values in multivariate time series (Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna) -- On Parametric Estimation of Distribution Tails (Igor Rodionov) -- An empirical comparison of global and local functional depths (Carlo Sguera and Rosa E. Lillo) -- AutoSpec: Detecting Exiguous Frequency Changes in Time Series (David S. Stoffer) -- Bayesian quantile regression in differential equation models (Qianwen Tan and Subhashis Ghosal) -- Predicting plant endemicity based on herbarium data: application to French data (Jessica Tressou, Thomas Haevermans and Liliane Bel) -- Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales (Craig Wang and Reinhard Furrer) -- Introduction to independent counterfactuals (Marcin Wolski) -- The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data (Ningshan Zhang and Jeffrey S. Simonoff) -- To Rank or to Permute when Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate? (Georg Zimmermann). |
| Record Nr. | UNINA-9910483487303321 |
| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonparametric statistics : 4th isnps, salerno, italy, june 2018 / / Michele La Rocca, Brunero Liseo, and Luigi Salmaso (editors)
| Nonparametric statistics : 4th isnps, salerno, italy, june 2018 / / Michele La Rocca, Brunero Liseo, and Luigi Salmaso (editors) |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (X, 547 p. 101 illus., 56 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico | Nonparametric statistics |
| ISBN | 3-030-57306-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) -- Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) -- Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) -- Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) -- An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) -- A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster value (Eduard Belitser, Nurzhan Nurushev, and Paulo Serra) -- Test for sign effect in intertemporal choice experiments: a nonparametric solution (Stefano Bonnini and Isabel Maria Parra Oller) -- Nonparametric first-order analysis of spatial and spatio-temporal point processes (M.I. Borrajo, I. Fuentes-Santos and W. González-Manteiga) -- Bayesian nonparametric prediction with multi-sample data (Federico Camerlenghi, Antonio Lijoi and Igor Prünster) -- Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid (Gaia Ceresa, Andrea Pitto, Diego Cirio and Nicolas Omont) -- Linear wavelet estimation in regression with additive and multiplicative noise (Christophe Chesneau, Junke Kou and Fabien Navarro) -- Speeding up algebraic-based sampling via permutations (Francesca Romana Crucinio and Roberto Fontana) -- Obstacle Problems For Nonlocal Operators: A Brief Overview (Donatella Danielli, Arshak Petrosyan, and Camelia A. Pop) -- Low and high resonance components restoration in multichannel data (Daniela De Canditiis and Italia De Feis) -- Kernel circular deconvolution density estimation (Marco Di Marzio, Stefania Fensore, Agnese Panzera, Charles C. Taylor) -- Asymptotic for Relative Frequency when Population is Driven by Arbitrary Unknown Evolution (Silvano Fiorin) -- Semantic keywords clustering to optimize Text Ads campaigns (Pietro Fodra, Emmanuel Pasquet, Guillaume Mohr, Bruno Goutorbe, and Matthieu Cornec) -- A Note on Robust Estimation of the Extremal Index (M. Ivette Gomes, Cristina Miranda and Manuela Souto de Miranda) -- Multivariate permutation tests for ordered categorical data (Huiting Huang, Fortunato Pesarin, Rosa Arboretti, Riccardo Ceccato) -- Smooth nonparametric survival analysis (Dimitrios Ioannides and Dimitrios Bagkavos) -- Density estimation using multiscale local polynomial transforms (Maarten Jansen) -- On Sensitivity of Metalearning: An Illustrative Study for Robust Regression (Jan Kalina) -- Function-parametric empirical processes, projections and unitary operators (Estáte Khmaladze) -- Rank-based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R (Maximilian Kiefel and Arne C. Bathke) -- Tests for Independence Involving Spherical Data (Pierre Lafaye de Micheaux, Simos Meintanis and Thomas Verdebout) -- Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains(Patrick B. Langthaler, Alessia Pini and Arne C. Bathke) -- Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas (Evgeny Levi and Radu V. Craiu) -- Semiparametric weighting estimations of a zero-inflated Poisson regression with missing in covariates (Lukusa, M.T. and Phoa, F.K.H.) -- The Discrepancy Method for Extremal Index Estimation (Natalia Markovich) -- Correction for optimisation bias in structured sparse high-dimensional variable selection (Bastien Marquis and Maarten Jansen) -- United Statistical Algorithms and Data Science: An Introduction To The Principles (Subhadeep Mukhopadhyay) -- The Halfspace Depth Characterization Problem (Stanislav Nagy) -- A component multiplicative error model for realized volatility measures (Antonio Naimoli and Giuseppe Storti) -- Asymptotically distribution-free goodness-of-fit tests for testing independence in contingency tables of large dimensions (Thuong T. M. Nguyen) -- Incorporating model uncertainty in the construction of bootstrap prediction intervals for functional time series (Efstathios Paparoditis and Han Lin Shang) -- Measuring and Estimating Overlap of Distributions: A comparison of approaches from various disciplines (Judith H. Parkinson and Arne C. Bathke) -- Bootstrap confidence intervals for sequences of missing values in multivariate time series (Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna) -- On Parametric Estimation of Distribution Tails (Igor Rodionov) -- An empirical comparison of global and local functional depths (Carlo Sguera and Rosa E. Lillo) -- AutoSpec: Detecting Exiguous Frequency Changes in Time Series (David S. Stoffer) -- Bayesian quantile regression in differential equation models (Qianwen Tan and Subhashis Ghosal) -- Predicting plant endemicity based on herbarium data: application to French data (Jessica Tressou, Thomas Haevermans and Liliane Bel) -- Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales (Craig Wang and Reinhard Furrer) -- Introduction to independent counterfactuals (Marcin Wolski) -- The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data (Ningshan Zhang and Jeffrey S. Simonoff) -- To Rank or to Permute when Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate? (Georg Zimmermann). |
| Record Nr. | UNISA-996418182503316 |
| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Nonparametric Statistics : 4th ISNPS, Salerno, Italy, June 2018 / / edited by Michele La Rocca, Brunero Liseo, Luigi Salmaso
| Nonparametric Statistics : 4th ISNPS, Salerno, Italy, June 2018 / / edited by Michele La Rocca, Brunero Liseo, Luigi Salmaso |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Springer International Publishing, 2020 |
| Descrizione fisica | 1 online resource (X, 547 p. 101 illus., 56 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Mathematical statistics - Data processing Biometry Statistical Theory and Methods Statistics and Computing Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistics in Business, Management, Economics, Finance, Insurance Biostatistics |
| ISBN | 3-030-57306-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) -- Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) -- Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) -- Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) -- An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) -- A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster value (Eduard Belitser, Nurzhan Nurushev, and Paulo Serra) -- Test for sign effect in intertemporal choice experiments: a nonparametric solution (Stefano Bonnini and Isabel Maria Parra Oller) -- Nonparametric first-order analysis of spatial and spatio-temporal point processes (M.I. Borrajo, I. Fuentes-Santos and W. González-Manteiga) -- Bayesian nonparametric prediction with multi-sample data (Federico Camerlenghi, Antonio Lijoi and Igor Prünster) -- Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid (Gaia Ceresa, Andrea Pitto, Diego Cirio and Nicolas Omont) -- Linear wavelet estimation in regression with additive and multiplicative noise (Christophe Chesneau, Junke Kou and Fabien Navarro) -- Speeding up algebraic-based sampling via permutations (Francesca Romana Crucinio and Roberto Fontana) -- Obstacle Problems For Nonlocal Operators: A Brief Overview (Donatella Danielli, Arshak Petrosyan, and Camelia A. Pop) -- Low and high resonance components restoration in multichannel data (Daniela De Canditiis and Italia De Feis) -- Kernel circular deconvolution density estimation (Marco Di Marzio, Stefania Fensore, Agnese Panzera, Charles C. Taylor) -- Asymptotic for Relative Frequency when Population is Driven by Arbitrary Unknown Evolution (Silvano Fiorin) -- Semantic keywords clustering to optimize Text Ads campaigns (Pietro Fodra, Emmanuel Pasquet, Guillaume Mohr, Bruno Goutorbe, and Matthieu Cornec) -- A Note on Robust Estimation of the Extremal Index (M. Ivette Gomes, Cristina Miranda and Manuela Souto de Miranda) -- Multivariate permutation tests for ordered categorical data (Huiting Huang, Fortunato Pesarin, Rosa Arboretti, Riccardo Ceccato) -- Smooth nonparametric survival analysis (Dimitrios Ioannides and Dimitrios Bagkavos) -- Density estimation using multiscale local polynomial transforms (Maarten Jansen) -- On Sensitivity of Metalearning: An Illustrative Study for Robust Regression (Jan Kalina) -- Function-parametric empirical processes, projections and unitary operators (Estáte Khmaladze) -- Rank-based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R (Maximilian Kiefel and Arne C. Bathke) -- Tests for Independence Involving Spherical Data (Pierre Lafaye de Micheaux, Simos Meintanis and Thomas Verdebout) -- Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains(Patrick B. Langthaler, Alessia Pini and Arne C. Bathke) -- Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas (Evgeny Levi and Radu V. Craiu) -- Semiparametric weighting estimations of a zero-inflated Poisson regression with missing in covariates (Lukusa, M.T. and Phoa, F.K.H.) -- The Discrepancy Method for Extremal Index Estimation (Natalia Markovich) -- Correction for optimisation bias in structured sparse high-dimensional variable selection (Bastien Marquis and Maarten Jansen) -- United Statistical Algorithms and Data Science: An Introduction To The Principles (Subhadeep Mukhopadhyay) -- The Halfspace Depth Characterization Problem (Stanislav Nagy) -- A component multiplicative error model for realized volatility measures (Antonio Naimoli and Giuseppe Storti) -- Asymptotically distribution-free goodness-of-fit tests for testing independence in contingency tables of large dimensions (Thuong T. M. Nguyen) -- Incorporating model uncertainty in the construction of bootstrap prediction intervals for functional time series (Efstathios Paparoditis and Han Lin Shang) -- Measuring and Estimating Overlap of Distributions: A comparison of approaches from various disciplines (Judith H. Parkinson and Arne C. Bathke) -- Bootstrap confidence intervals for sequences of missing values in multivariate time series (Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna) -- On Parametric Estimation of Distribution Tails (Igor Rodionov) -- An empirical comparison of global and local functional depths (Carlo Sguera and Rosa E. Lillo) -- AutoSpec: Detecting Exiguous Frequency Changes in Time Series (David S. Stoffer) -- Bayesian quantile regression in differential equation models (Qianwen Tan and Subhashis Ghosal) -- Predicting plant endemicity based on herbarium data: application to French data (Jessica Tressou, Thomas Haevermans and Liliane Bel) -- Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales (Craig Wang and Reinhard Furrer) -- Introduction to independent counterfactuals (Marcin Wolski) -- The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data (Ningshan Zhang and Jeffrey S. Simonoff) -- To Rank or to Permute when Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate? (Georg Zimmermann). |
| Record Nr. | UNISA-996601668903316 |
| Springer International Publishing, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Nonparametric Statistics : 4th ISNPS, Salerno, Italy, June 2018 / / edited by Michele La Rocca, Brunero Liseo, Luigi Salmaso
| Nonparametric Statistics : 4th ISNPS, Salerno, Italy, June 2018 / / edited by Michele La Rocca, Brunero Liseo, Luigi Salmaso |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Springer International Publishing, 2020 |
| Descrizione fisica | 1 online resource (X, 547 p. 101 illus., 56 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Mathematical statistics - Data processing Biometry Statistical Theory and Methods Statistics and Computing Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistics in Business, Management, Economics, Finance, Insurance Biostatistics |
| ISBN | 3-030-57306-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) -- Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) -- Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) -- Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) -- An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) -- A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster value (Eduard Belitser, Nurzhan Nurushev, and Paulo Serra) -- Test for sign effect in intertemporal choice experiments: a nonparametric solution (Stefano Bonnini and Isabel Maria Parra Oller) -- Nonparametric first-order analysis of spatial and spatio-temporal point processes (M.I. Borrajo, I. Fuentes-Santos and W. González-Manteiga) -- Bayesian nonparametric prediction with multi-sample data (Federico Camerlenghi, Antonio Lijoi and Igor Prünster) -- Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid (Gaia Ceresa, Andrea Pitto, Diego Cirio and Nicolas Omont) -- Linear wavelet estimation in regression with additive and multiplicative noise (Christophe Chesneau, Junke Kou and Fabien Navarro) -- Speeding up algebraic-based sampling via permutations (Francesca Romana Crucinio and Roberto Fontana) -- Obstacle Problems For Nonlocal Operators: A Brief Overview (Donatella Danielli, Arshak Petrosyan, and Camelia A. Pop) -- Low and high resonance components restoration in multichannel data (Daniela De Canditiis and Italia De Feis) -- Kernel circular deconvolution density estimation (Marco Di Marzio, Stefania Fensore, Agnese Panzera, Charles C. Taylor) -- Asymptotic for Relative Frequency when Population is Driven by Arbitrary Unknown Evolution (Silvano Fiorin) -- Semantic keywords clustering to optimize Text Ads campaigns (Pietro Fodra, Emmanuel Pasquet, Guillaume Mohr, Bruno Goutorbe, and Matthieu Cornec) -- A Note on Robust Estimation of the Extremal Index (M. Ivette Gomes, Cristina Miranda and Manuela Souto de Miranda) -- Multivariate permutation tests for ordered categorical data (Huiting Huang, Fortunato Pesarin, Rosa Arboretti, Riccardo Ceccato) -- Smooth nonparametric survival analysis (Dimitrios Ioannides and Dimitrios Bagkavos) -- Density estimation using multiscale local polynomial transforms (Maarten Jansen) -- On Sensitivity of Metalearning: An Illustrative Study for Robust Regression (Jan Kalina) -- Function-parametric empirical processes, projections and unitary operators (Estáte Khmaladze) -- Rank-based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R (Maximilian Kiefel and Arne C. Bathke) -- Tests for Independence Involving Spherical Data (Pierre Lafaye de Micheaux, Simos Meintanis and Thomas Verdebout) -- Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains(Patrick B. Langthaler, Alessia Pini and Arne C. Bathke) -- Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas (Evgeny Levi and Radu V. Craiu) -- Semiparametric weighting estimations of a zero-inflated Poisson regression with missing in covariates (Lukusa, M.T. and Phoa, F.K.H.) -- The Discrepancy Method for Extremal Index Estimation (Natalia Markovich) -- Correction for optimisation bias in structured sparse high-dimensional variable selection (Bastien Marquis and Maarten Jansen) -- United Statistical Algorithms and Data Science: An Introduction To The Principles (Subhadeep Mukhopadhyay) -- The Halfspace Depth Characterization Problem (Stanislav Nagy) -- A component multiplicative error model for realized volatility measures (Antonio Naimoli and Giuseppe Storti) -- Asymptotically distribution-free goodness-of-fit tests for testing independence in contingency tables of large dimensions (Thuong T. M. Nguyen) -- Incorporating model uncertainty in the construction of bootstrap prediction intervals for functional time series (Efstathios Paparoditis and Han Lin Shang) -- Measuring and Estimating Overlap of Distributions: A comparison of approaches from various disciplines (Judith H. Parkinson and Arne C. Bathke) -- Bootstrap confidence intervals for sequences of missing values in multivariate time series (Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna) -- On Parametric Estimation of Distribution Tails (Igor Rodionov) -- An empirical comparison of global and local functional depths (Carlo Sguera and Rosa E. Lillo) -- AutoSpec: Detecting Exiguous Frequency Changes in Time Series (David S. Stoffer) -- Bayesian quantile regression in differential equation models (Qianwen Tan and Subhashis Ghosal) -- Predicting plant endemicity based on herbarium data: application to French data (Jessica Tressou, Thomas Haevermans and Liliane Bel) -- Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales (Craig Wang and Reinhard Furrer) -- Introduction to independent counterfactuals (Marcin Wolski) -- The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data (Ningshan Zhang and Jeffrey S. Simonoff) -- To Rank or to Permute when Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate? (Georg Zimmermann). |
| Record Nr. | UNINA-9910863159303321 |
| Springer International Publishing, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||