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Basic Elements of Computational Statistics [[electronic resource] /] / by Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin
| Basic Elements of Computational Statistics [[electronic resource] /] / by Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin |
| Autore | Härdle Wolfgang Karl |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XXI, 305 p. 97 illus., 66 illus. in color.) |
| Disciplina | 519.50285 |
| Collana | Statistics and Computing |
| Soggetto topico |
Statistics
Mathematical statistics Biostatistics Statistics and Computing/Statistics Programs Statistical Theory and Methods Probability and Statistics in Computer Science Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-55336-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The Basics of R -- Numerical Techniques -- Combinatorics and Discrete Distributions -- Univariate Distributions -- Univariate Statistical Analysis -- Basic Nonparametric Methods -- Multivariate Distributions -- Multivariate Statistical Analysis -- Random Numbers in R -- Advanced Graphical Techniques in R -- Symbols and Notations. |
| Record Nr. | UNINA-9910254309603321 |
Härdle Wolfgang Karl
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hierarchical Archimedean Copulas
| Hierarchical Archimedean Copulas |
| Autore | Górecki Jan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing AG, , 2024 |
| Descrizione fisica | 1 online resource (128 pages) |
| Altri autori (Persone) | OkhrinOstap |
| Collana | SpringerBriefs in Applied Statistics and Econometrics Series |
| ISBN | 3-031-56337-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- List of Symbols -- 1 Copulas -- 1.1 Introduction to Copulas -- 1.2 Bivariate Copulas -- 1.3 Simple Copulas -- 1.4 Elliptical Family -- 1.5 Dependence Measures -- 1.6 From Bivariate to Multivariate -- 1.7 Exercises -- 2 Archimedean Copulas -- 2.1 Bivariate AC -- 2.2 Archimedean Property and Triangular Norms -- 2.3 Parametric Families of ACs -- 2.4 Outer Power Transformation -- 2.5 Multivariate ACs -- 2.6 Exercises -- 3 Construction -- 3.1 Motivation for Hierarchical Structures -- 3.2 Trivariate HAC -- 3.3 Multivariate HAC -- 3.4 Nesting Conditions -- 3.5 Parametric Families of HACs -- 3.6 Identifiability -- 3.7 Binary vs. Non-binary Structures -- 3.8 Outer Power Transformations of HAC -- 3.9 Exercises -- 4 Properties -- 4.1 Bivariate Margins of HACs -- 4.2 Trivariate Structure Decomposition -- 4.3 Kendall's τ and Agglomerative Clustering -- 4.4 Further Properties -- 4.4.1 Dependence Orderings -- 4.4.2 Extreme Value Theory and Tail Dependency -- 4.4.3 Kendall Function of an HAC -- 4.5 Exercises -- 5 Sampling -- 5.1 Sampling Copulas -- 5.2 Sampling ACs -- 5.3 Sampling HACs -- 5.4 Sampling HOPACs -- 5.5 Exercises -- 6 Estimation -- 6.1 Estimation Framework -- 6.2 Structure Estimation -- 6.3 Diagonal Transformation -- 6.4 Likelihood-Based Approaches -- 6.5 Homogeneous HAC Estimation via Kendall's Tau -- 6.6 Exercises -- 7 Temporal Models and Their Applications -- 7.1 Temporal Dependency -- 7.1.1 Local Change Point Detection -- 7.1.2 Hidden Markov Models -- 7.2 Economic Applications -- 7.2.1 Collateralized Debt Obligations -- 7.2.2 Value-at-Risk Modeling -- 7.2.3 High-Frequency Trading -- 8 Software -- 8.1 R -- 8.1.1 Installation -- 8.1.2 Constructing HACs -- 8.1.3 Sampling HACs -- 8.1.4 Estimating HACs -- 8.2 MATLAB and Octave -- 8.2.1 Installation -- 8.2.2 Constructing HACs -- 8.2.3 Sampling HACs.
8.2.4 Estimating HACs -- 8.2.5 Auxiliaries -- 8.3 Exercises -- References. |
| Record Nr. | UNINA-9910861088803321 |
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Górecki Jan
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| Cham : , : Springer International Publishing AG, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Models, Statistics and Their Applications [[electronic resource] ] : Dresden, Germany, March 2019 / / edited by Ansgar Steland, Ewaryst Rafajłowicz, Ostap Okhrin
| Stochastic Models, Statistics and Their Applications [[electronic resource] ] : Dresden, Germany, March 2019 / / edited by Ansgar Steland, Ewaryst Rafajłowicz, Ostap Okhrin |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (449 pages) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Probabilities Big data Econometrics Statistical Theory and Methods Probability Theory and Stochastic Processes Big Data Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-030-28665-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART 1: Plenary Lectures: W. Stute, Stairway to hell -- I. Gijbels, R. Karim, A. Verhasselt, Quantile estimation in a generalized asymmetric distributional setting -- M. Ljungdahl, M. Podolskij, A note on parametric estimation of Levy moving average processes -- PART 2: Theory and Related Topics: K. Knight, A continuous-time iteratively reweighted least squares algorithm for $L_\infty$ estimation -- M. Bibinger, M. Trabs, On central limit theorems for power variations of the solution to the stochastic heat equation -- P. Gapeev, Perpetual dual American barrier options for short sellers -- P. Lachout, A criterion for weak convergence in vector Skorokhod spaces -- E. Liebscher, On combining star-shaped distributions and copulas -- E. Skubalska-Rafajlowicz, Stability of the Random-Projection Based Classifiers. The Bayes error perspective -- A. Ishii, K. Yata, M. Aoshima, A quadratic classifier for high-dimension, low-sample-size data under the strongly spiked eigenvalue model -- Z. Hlávka, M. Huskova, Doubly paired change-point analysis -- B. Darkhovsky, A. Piryatinska, Detection of changes in binary sequences -- Q. Liu, R. Zhang, Y. Xie, Distributed Change Detection via Average Consensus over Networks -- A. Steland, E. Rafajłowicz, The Hotelling-like T^2 control chart modified for detecting changes in images having the matrix normal distribution -- S. Vogel, Universal Confidence Sets for Solutions of Stochastic Optimization Problems - A Contribution to Quantification of Uncertainty -- Y. Liu, J. Wishart -- Local polynomial $M$-estimation in random design regression with dependent errors -- Ł. Smaga, Projection-based repeated measures analysis for functional data -- C. Weiß, On the Sample Coefficient of Nominal Variation -- B. Aleksandrov, A Negative-Binomial Index Considering Dispersion and Zero Probability -- PART 3: Stochastic Models, Methods and Simulations: J. P. Burgard, J. Krause, H. Merkle, R. Münnich, S. Schmaus, Conducting a Dynamic Microsimulation for Care Research: Data Generation, Transition Probabilities and Sensitivity Analysis -- M. E. Silva, I. Silva, C. Torres, Modelling overdispersion with integer-valued moving average processes -- E. Gonçalves, N. Mendes-Lopes, Zero-distorted Compound Poisson INGARCH models -- T. A. Möller, An Application of the Max-INAR(1) Model to Counts of Cinema Visitors -- J. Bracher, A new INARMA(1, 1) model with Poisson marginal -- S. Büscher, M. Batram, D. Bauer, Using motifs for population synthesis in multi-agent mobility simulation models -- U. Falkenhagen, W. Kössler, Hans-J. Lenz, A likelihood ratio test for inlier detection -- PART 4: Applications and Algorithms: A. Tordeux, M. Chraibi, A. Seyfried, A. Schadschneider, Artificial neural networks predicting pedestrian dynamics in complex buildings -- A. Gramacki, M. Kowal, M. Mazurkiewicz, J. Gramacki, A. Plawiak-Mowna, Automatic breast cancer diagnostics based on statistical analysis of shape and texture features of individual cell nuclei -- P. Sliwinski, P. Wachel, A. Galeziowski, Stochastic framework for contrast-detection autofocusing -- S. Krömer, W. Stummer, A new toolkit for mortality data analytics -- T. Górecki, P. Piasecki, A comprehensive comparison of distance measures for time series classification -- A. Homburg, Criteria to Validate Count Data Model Selection -- M. Romaniuk, On Some Applications of Simulations in Estimation of Maintenance Costs and in Statistical Tests for Fuzzy Settings. |
| Record Nr. | UNINA-9910349326903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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