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Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science : Essays in Honour of Wolfgang Schmid / / edited by Sven Knoth, Yarema Okhrin, Philipp Otto
Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science : Essays in Honour of Wolfgang Schmid / / edited by Sven Knoth, Yarema Okhrin, Philipp Otto
Autore Knoth Sven
Edizione [1st ed. 2024.]
Pubbl/distr/stampa Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024
Descrizione fisica 1 online resource (503 pages)
Disciplina 519.5
Altri autori (Persone) OkhrinYarema
OttoPhilipp
Soggetto topico Statistics
Environmental sciences - Mathematics
Statistical Theory and Methods
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences
Statistics in Business, Management, Economics, Finance, Insurance
Mathematical Applications in Environmental Science
ISBN 9783031691119
3031691113
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto - Part I Statistical Process Monitoring -- More On the Quasi-Stationary Distribution of the Shiryaev–Roberts Diffusion -- CUSUM schemes for stationary and nonstationary Gaussian processes -- Distribution-Free Multivariate Phase I Shewhart Control Charts: Analysis, Comparisons and Recommendations -- Quick Detection Updating Variable Life-Adjusted Display -- Monitoring complex segmented streams of data using bootstrap control charts -- Some Stylized Facts of the Conditional Expected Delay (CED) -- Stochastic Ordering in the Performance Analysis of Control Charts for Binomial AR(1) Processes -- An Integrated Approach for Designing a Phase I C-Control Chart Based on the Phase II Performance of Poisson Exponentially Weighted Moving Average Control Chart -- Control Charts for Poisson Counts based on the Stein–Chen Identity -- Misguided Statistical Process Monitoring Approaches -- Part II Statistics in Finance -- The Empirical Similarity Approach for Combining Predictions of Portfolio Weights -- Linear Shrinkage-Based Hypothesis Test for Large Dimensional Covariance Matrix -- Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix -- Shrinkage Estimation of the Intercept Parameter in Linear Regression -- Intergenerational social mobility in the United States: a multivariate analysis using distributional regression -- Can we give the Maximum Sharpe Ratio Portfolio a Chance? -- On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks -- Part III Environmetrics and Spatial Statistics -- A Bivariate Spatiotemporal Analysis of Breast Cancer and Lung Cancer Mortality and Incidence in the United States -- To what extent airborne particulate matters are influenced by ammonia and nitrogen oxides? -- A deep-learning approach for reducing the probability of false alarms in smartphone-based earthquake early warning systems -- When things get extreme: Records and crashes -- Spatial autoregressive fractionally integrated moving average model -- A path in regression Random Forest looking for spatial dependence: a taxonomy and a systematic review -- On the estimation of smooth maps from regional aggregates via measurement error models: A review.
Record Nr. UNINA-9910897985603321
Knoth Sven  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Basic Elements of Computational Statistics / / by Wolfgang Karl Härdle, Ostap Okhrin, Yarema Okhrin
Basic Elements of Computational Statistics / / 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 Mathematical statistics - Data processing
Statistics
Computer science - Mathematics
Mathematical statistics
Biometry
Statistics and Computing
Statistical Theory and Methods
Probability and Statistics in Computer Science
Biostatistics
Statistics in Business, Management, Economics, Finance, Insurance
Statistics in 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  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui