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
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| 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
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
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