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Functional estimation for density, regression models and processes [[electronic resource] /] / Odile Pons
| Functional estimation for density, regression models and processes [[electronic resource] /] / Odile Pons |
| Autore | Pons Odile |
| Pubbl/distr/stampa | Singapore ; ; London, : World Scientific, 2011 |
| Descrizione fisica | 1 online resource (210 p.) |
| Disciplina | 519.5 |
| Soggetto topico |
Mathematical statistics
Econometrics Estimation theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-23504-8
9786613235046 981-4343-74-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Estimation of a density; 1.2 Estimation of a regression curve; 1.3 Estimation of functionals of processes; 1.4 Content of the book; 2. Kernel estimator of a density; 2.1 Introduction; 2.2 Risks and optimal bandwidths for the kernel estimator; 2.3 Weak convergence; 2.4 Minimax and histogram estimators; 2.5 Estimation of functionals of a density; 2.6 Density of absolutely continuous distributions; 2.7 Hellinger distance between a density and its estimator; 2.8 Estimation of the density under right-censoring
2.9 Estimation of the density of left-censored variables2.10 Kernel estimator for the density of a process; 2.11 Exercises; 3. Kernel estimator of a regression function; 3.1 Introduction and notation; 3.2 Risks and convergence rates for the estimator; 3.3 Optimal bandwidths; 3.4 Weak convergence of the estimator; 3.5 Estimation of a regression curve by local polynomials; 3.6 Estimation in regression models with functional variance; 3.7 Estimation of the mode of a regression function; 3.8 Estimation of a regression function under censoring; 3.9 Proportional odds model 3.10 Estimation for the regression function of processes3.11 Exercises; 4. Limits for the varying bandwidths estimators; 4.1 Introduction; 4.2 Estimation of densities; 4.3 Estimation of regression functions; 4.4 Estimation for processes; 4.5 Exercises; 5. Nonparametric estimation of quantiles; 5.1 Introduction; 5.2 Asymptotics for the quantile processes; 5.3 Bandwidth selection; 5.4 Estimation of the conditional density of Y given X; 5.5 Estimation of conditional quantiles for processes; 5.6 Inverse of a regression function; 5.7 Quantile function of right-censored variables 5.8 Conditional quantiles with variable bandwidth5.9 Exercises; 6. Nonparametric estimation of intensities for stochastic processes; 6.1 Introduction; 6.2 Risks and convergences for estimators of the intensity; 6.2.1 Kernel estimator of the intensity; 6.2.2 Histogram estimator of the intensity; 6.3 Risks and convergences for multiplicative intensities; 6.3.1 Models with nonparametric regression functions; 6.3.2 Models with parametric regression functions; 6.4 Histograms for intensity and regression functions; 6.5 Estimation of the density of duration excess 6.6 Estimators for processes on increasing intervals6.7 Models with varying intensity or regression coefficients; 6.8 Progressive censoring of a random time sequence; 6.9 Exercises; 7. Estimation in semi-parametric regression models; 7.1 Introduction; 7.2 Convergence of the estimators; 7.3 Nonparametric regression with a change of variables; 7.4 Exercises; 8. Diffusion processes; 8.1 Introduction; 8.2 Estimation for continuous diffusions by discretization; 8.3 Estimation for continuous diff usion processes; 8.4 Estimation of discretely observed diffusions with jumps 8.5 Continuous estimation for di usions with jumps |
| Record Nr. | UNINA-9910464502403321 |
Pons Odile
|
||
| Singapore ; ; London, : World Scientific, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Functional estimation for density, regression models and processes [[electronic resource] /] / Odile Pons
| Functional estimation for density, regression models and processes [[electronic resource] /] / Odile Pons |
| Autore | Pons Odile |
| Pubbl/distr/stampa | Singapore ; ; London, : World Scientific, 2011 |
| Descrizione fisica | 1 online resource (210 p.) |
| Disciplina | 519.5 |
| Soggetto topico |
Mathematical statistics
Econometrics Estimation theory |
| ISBN |
1-283-23504-8
9786613235046 981-4343-74-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Estimation of a density; 1.2 Estimation of a regression curve; 1.3 Estimation of functionals of processes; 1.4 Content of the book; 2. Kernel estimator of a density; 2.1 Introduction; 2.2 Risks and optimal bandwidths for the kernel estimator; 2.3 Weak convergence; 2.4 Minimax and histogram estimators; 2.5 Estimation of functionals of a density; 2.6 Density of absolutely continuous distributions; 2.7 Hellinger distance between a density and its estimator; 2.8 Estimation of the density under right-censoring
2.9 Estimation of the density of left-censored variables2.10 Kernel estimator for the density of a process; 2.11 Exercises; 3. Kernel estimator of a regression function; 3.1 Introduction and notation; 3.2 Risks and convergence rates for the estimator; 3.3 Optimal bandwidths; 3.4 Weak convergence of the estimator; 3.5 Estimation of a regression curve by local polynomials; 3.6 Estimation in regression models with functional variance; 3.7 Estimation of the mode of a regression function; 3.8 Estimation of a regression function under censoring; 3.9 Proportional odds model 3.10 Estimation for the regression function of processes3.11 Exercises; 4. Limits for the varying bandwidths estimators; 4.1 Introduction; 4.2 Estimation of densities; 4.3 Estimation of regression functions; 4.4 Estimation for processes; 4.5 Exercises; 5. Nonparametric estimation of quantiles; 5.1 Introduction; 5.2 Asymptotics for the quantile processes; 5.3 Bandwidth selection; 5.4 Estimation of the conditional density of Y given X; 5.5 Estimation of conditional quantiles for processes; 5.6 Inverse of a regression function; 5.7 Quantile function of right-censored variables 5.8 Conditional quantiles with variable bandwidth5.9 Exercises; 6. Nonparametric estimation of intensities for stochastic processes; 6.1 Introduction; 6.2 Risks and convergences for estimators of the intensity; 6.2.1 Kernel estimator of the intensity; 6.2.2 Histogram estimator of the intensity; 6.3 Risks and convergences for multiplicative intensities; 6.3.1 Models with nonparametric regression functions; 6.3.2 Models with parametric regression functions; 6.4 Histograms for intensity and regression functions; 6.5 Estimation of the density of duration excess 6.6 Estimators for processes on increasing intervals6.7 Models with varying intensity or regression coefficients; 6.8 Progressive censoring of a random time sequence; 6.9 Exercises; 7. Estimation in semi-parametric regression models; 7.1 Introduction; 7.2 Convergence of the estimators; 7.3 Nonparametric regression with a change of variables; 7.4 Exercises; 8. Diffusion processes; 8.1 Introduction; 8.2 Estimation for continuous diffusions by discretization; 8.3 Estimation for continuous diff usion processes; 8.4 Estimation of discretely observed diffusions with jumps 8.5 Continuous estimation for di usions with jumps |
| Record Nr. | UNINA-9910789068103321 |
|
Pons Odile
|
||
| Singapore ; ; London, : World Scientific, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Functional estimation for density, regression models and processes / / Odile Pons
| Functional estimation for density, regression models and processes / / Odile Pons |
| Autore | Pons Odile |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore ; ; London, : World Scientific, 2011 |
| Descrizione fisica | 1 online resource (210 p.) |
| Disciplina | 519.5 |
| Soggetto topico |
Mathematical statistics
Econometrics Estimation theory |
| ISBN |
1-283-23504-8
9786613235046 981-4343-74-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Estimation of a density; 1.2 Estimation of a regression curve; 1.3 Estimation of functionals of processes; 1.4 Content of the book; 2. Kernel estimator of a density; 2.1 Introduction; 2.2 Risks and optimal bandwidths for the kernel estimator; 2.3 Weak convergence; 2.4 Minimax and histogram estimators; 2.5 Estimation of functionals of a density; 2.6 Density of absolutely continuous distributions; 2.7 Hellinger distance between a density and its estimator; 2.8 Estimation of the density under right-censoring
2.9 Estimation of the density of left-censored variables2.10 Kernel estimator for the density of a process; 2.11 Exercises; 3. Kernel estimator of a regression function; 3.1 Introduction and notation; 3.2 Risks and convergence rates for the estimator; 3.3 Optimal bandwidths; 3.4 Weak convergence of the estimator; 3.5 Estimation of a regression curve by local polynomials; 3.6 Estimation in regression models with functional variance; 3.7 Estimation of the mode of a regression function; 3.8 Estimation of a regression function under censoring; 3.9 Proportional odds model 3.10 Estimation for the regression function of processes3.11 Exercises; 4. Limits for the varying bandwidths estimators; 4.1 Introduction; 4.2 Estimation of densities; 4.3 Estimation of regression functions; 4.4 Estimation for processes; 4.5 Exercises; 5. Nonparametric estimation of quantiles; 5.1 Introduction; 5.2 Asymptotics for the quantile processes; 5.3 Bandwidth selection; 5.4 Estimation of the conditional density of Y given X; 5.5 Estimation of conditional quantiles for processes; 5.6 Inverse of a regression function; 5.7 Quantile function of right-censored variables 5.8 Conditional quantiles with variable bandwidth5.9 Exercises; 6. Nonparametric estimation of intensities for stochastic processes; 6.1 Introduction; 6.2 Risks and convergences for estimators of the intensity; 6.2.1 Kernel estimator of the intensity; 6.2.2 Histogram estimator of the intensity; 6.3 Risks and convergences for multiplicative intensities; 6.3.1 Models with nonparametric regression functions; 6.3.2 Models with parametric regression functions; 6.4 Histograms for intensity and regression functions; 6.5 Estimation of the density of duration excess 6.6 Estimators for processes on increasing intervals6.7 Models with varying intensity or regression coefficients; 6.8 Progressive censoring of a random time sequence; 6.9 Exercises; 7. Estimation in semi-parametric regression models; 7.1 Introduction; 7.2 Convergence of the estimators; 7.3 Nonparametric regression with a change of variables; 7.4 Exercises; 8. Diffusion processes; 8.1 Introduction; 8.2 Estimation for continuous diffusions by discretization; 8.3 Estimation for continuous diff usion processes; 8.4 Estimation of discretely observed diffusions with jumps 8.5 Continuous estimation for di usions with jumps |
| Record Nr. | UNINA-9910828634503321 |
|
Pons Odile
|
||
| Singapore ; ; London, : World Scientific, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inequalities in analysis and probability / / by Odile Pons (French National Institute for Agronomical Research, France)
| Inequalities in analysis and probability / / by Odile Pons (French National Institute for Agronomical Research, France) |
| Autore | Pons Odile |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , 2017 |
| Descrizione fisica | 1 online resource (309 pages) |
| Disciplina | 512.9/7 |
| Soggetto topico | Inequalities (Mathematics) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155542703321 |
|
Pons Odile
|
||
| New Jersey : , : World Scientific, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inequalities in analysis and probability [[electronic resource] /] / Odile Pons
| Inequalities in analysis and probability [[electronic resource] /] / Odile Pons |
| Autore | Pons Odile |
| Pubbl/distr/stampa | Singapore, : World Scientific, 2013 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 515.26 |
| Soggetto topico |
Functional analysis
Probabilities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-90006-8
981-4412-58-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Introduction; 1.2 Cauchy and Holder inequalities; 1.3 Inequalities for transformed series and functions; 1.4 Applications in probability; 1.5 Hardy's inequality; 1.6 Inequalities for discrete martingales; 1.7 Martingales indexed by continuous parameters; 1.8 Large deviations and exponential inequalities; 1.9 Functional inequalities; 1.10 Content of the book; 2. Inequalities for Means and Integrals; 2.1 Introduction; 2.2 Inequalities for means in real vector spaces; 2.3 Holder and Hilbert inequalities; 2.4 Generalizations of Hardy's inequality
2.5 Carleman's inequality and generalizations2.6 Minkowski's inequality and generalizations; 2.7 Inequalities for the Laplace transform; 2.8 Inequalities for multivariate functions; 3. Analytic Inequalities; 3.1 Introduction; 3.2 Bounds for series; 3.3 Cauchy's inequalities and convex mappings; 3.4 Inequalities for the mode and the median; 3.5 Mean residual time; 3.6 Functional equations; 3.7 Carlson's inequality; 3.8 Functional means; 3.9 Young's inequalities; 3.10 Entropy and information; 4. Inequalities for Martingales; 4.1 Introduction 4.2 Inequalities for sums of independent random variables4.3 Inequalities for discrete martingales; 4.4 Inequalities for martingales indexed by R+; 4.5 Poisson processes; 4.6 Brownian motion; 4.7 Diffusion processes; 4.8 Level crossing probabilities; 4.9 Martingales in the plane; 5. Functional Inequalities; 5.1 Introduction; 5.2 Exponential inequalities for functional empirical processes; 5.3 Exponential inequalities for functional martingales; 5.4 Weak convergence of functional processes; 5.5 Differentiable functionals of empirical processes; 5.6 Regression functions and biased length 5.7 Regression functions for processes6. Inequalities for Processes; 6.1 Introduction; 6.2 Stationary processes; 6.3 Ruin models; 6.4 Comparison of models; 6.5 Moments of the processes at Ta; 6.6 Empirical process in mixture distributions; 6.7 Integral inequalities in the plane; 6.8 Spatial point processes; 7. Inequalities in Complex Spaces; 7.1 Introduction; 7.2 Polynomials; 7.3 Fourier and Hermite transforms; 7.4 Inequalities for the transforms; 7.5 Inequalities in C; 7.6 Complex spaces of higher dimensions; 7.7 Stochastic integrals; Appendix A Probability A.1 Definitions and convergences in probability spacesA.2 Boundary-crossing probabilities; A.3 Distances between probabilities; A.4 Expansions in L2(R); Hermite polynomials; Bibliography; Index |
| Record Nr. | UNINA-9910463953603321 |
|
Pons Odile
|
||
| Singapore, : World Scientific, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inequalities in analysis and probability [[electronic resource] /] / Odile Pons
| Inequalities in analysis and probability [[electronic resource] /] / Odile Pons |
| Autore | Pons Odile |
| Pubbl/distr/stampa | Singapore, : World Scientific, 2013 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 515.26 |
| Soggetto topico |
Functional analysis
Probabilities |
| ISBN |
1-283-90006-8
981-4412-58-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Introduction; 1.2 Cauchy and Holder inequalities; 1.3 Inequalities for transformed series and functions; 1.4 Applications in probability; 1.5 Hardy's inequality; 1.6 Inequalities for discrete martingales; 1.7 Martingales indexed by continuous parameters; 1.8 Large deviations and exponential inequalities; 1.9 Functional inequalities; 1.10 Content of the book; 2. Inequalities for Means and Integrals; 2.1 Introduction; 2.2 Inequalities for means in real vector spaces; 2.3 Holder and Hilbert inequalities; 2.4 Generalizations of Hardy's inequality
2.5 Carleman's inequality and generalizations2.6 Minkowski's inequality and generalizations; 2.7 Inequalities for the Laplace transform; 2.8 Inequalities for multivariate functions; 3. Analytic Inequalities; 3.1 Introduction; 3.2 Bounds for series; 3.3 Cauchy's inequalities and convex mappings; 3.4 Inequalities for the mode and the median; 3.5 Mean residual time; 3.6 Functional equations; 3.7 Carlson's inequality; 3.8 Functional means; 3.9 Young's inequalities; 3.10 Entropy and information; 4. Inequalities for Martingales; 4.1 Introduction 4.2 Inequalities for sums of independent random variables4.3 Inequalities for discrete martingales; 4.4 Inequalities for martingales indexed by R+; 4.5 Poisson processes; 4.6 Brownian motion; 4.7 Diffusion processes; 4.8 Level crossing probabilities; 4.9 Martingales in the plane; 5. Functional Inequalities; 5.1 Introduction; 5.2 Exponential inequalities for functional empirical processes; 5.3 Exponential inequalities for functional martingales; 5.4 Weak convergence of functional processes; 5.5 Differentiable functionals of empirical processes; 5.6 Regression functions and biased length 5.7 Regression functions for processes6. Inequalities for Processes; 6.1 Introduction; 6.2 Stationary processes; 6.3 Ruin models; 6.4 Comparison of models; 6.5 Moments of the processes at Ta; 6.6 Empirical process in mixture distributions; 6.7 Integral inequalities in the plane; 6.8 Spatial point processes; 7. Inequalities in Complex Spaces; 7.1 Introduction; 7.2 Polynomials; 7.3 Fourier and Hermite transforms; 7.4 Inequalities for the transforms; 7.5 Inequalities in C; 7.6 Complex spaces of higher dimensions; 7.7 Stochastic integrals; Appendix A Probability A.1 Definitions and convergences in probability spacesA.2 Boundary-crossing probabilities; A.3 Distances between probabilities; A.4 Expansions in L2(R); Hermite polynomials; Bibliography; Index |
| Record Nr. | UNINA-9910788621503321 |
|
Pons Odile
|
||
| Singapore, : World Scientific, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inequalities in analysis and probability / / Odile Pons
| Inequalities in analysis and probability / / Odile Pons |
| Autore | Pons Odile |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore, : World Scientific, 2013 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 515.26 |
| Soggetto topico |
Functional analysis
Probabilities |
| ISBN |
1-283-90006-8
981-4412-58-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Introduction; 1.2 Cauchy and Holder inequalities; 1.3 Inequalities for transformed series and functions; 1.4 Applications in probability; 1.5 Hardy's inequality; 1.6 Inequalities for discrete martingales; 1.7 Martingales indexed by continuous parameters; 1.8 Large deviations and exponential inequalities; 1.9 Functional inequalities; 1.10 Content of the book; 2. Inequalities for Means and Integrals; 2.1 Introduction; 2.2 Inequalities for means in real vector spaces; 2.3 Holder and Hilbert inequalities; 2.4 Generalizations of Hardy's inequality
2.5 Carleman's inequality and generalizations2.6 Minkowski's inequality and generalizations; 2.7 Inequalities for the Laplace transform; 2.8 Inequalities for multivariate functions; 3. Analytic Inequalities; 3.1 Introduction; 3.2 Bounds for series; 3.3 Cauchy's inequalities and convex mappings; 3.4 Inequalities for the mode and the median; 3.5 Mean residual time; 3.6 Functional equations; 3.7 Carlson's inequality; 3.8 Functional means; 3.9 Young's inequalities; 3.10 Entropy and information; 4. Inequalities for Martingales; 4.1 Introduction 4.2 Inequalities for sums of independent random variables4.3 Inequalities for discrete martingales; 4.4 Inequalities for martingales indexed by R+; 4.5 Poisson processes; 4.6 Brownian motion; 4.7 Diffusion processes; 4.8 Level crossing probabilities; 4.9 Martingales in the plane; 5. Functional Inequalities; 5.1 Introduction; 5.2 Exponential inequalities for functional empirical processes; 5.3 Exponential inequalities for functional martingales; 5.4 Weak convergence of functional processes; 5.5 Differentiable functionals of empirical processes; 5.6 Regression functions and biased length 5.7 Regression functions for processes6. Inequalities for Processes; 6.1 Introduction; 6.2 Stationary processes; 6.3 Ruin models; 6.4 Comparison of models; 6.5 Moments of the processes at Ta; 6.6 Empirical process in mixture distributions; 6.7 Integral inequalities in the plane; 6.8 Spatial point processes; 7. Inequalities in Complex Spaces; 7.1 Introduction; 7.2 Polynomials; 7.3 Fourier and Hermite transforms; 7.4 Inequalities for the transforms; 7.5 Inequalities in C; 7.6 Complex spaces of higher dimensions; 7.7 Stochastic integrals; Appendix A Probability A.1 Definitions and convergences in probability spacesA.2 Boundary-crossing probabilities; A.3 Distances between probabilities; A.4 Expansions in L2(R); Hermite polynomials; Bibliography; Index |
| Record Nr. | UNINA-9910811501603321 |
|
Pons Odile
|
||
| Singapore, : World Scientific, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France
| Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France |
| Autore | Pons Odile |
| Pubbl/distr/stampa | [Hackensack] New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 519.5/4 |
| Soggetto topico | Nonparametric statistics - Asymptotic theory |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-4531-75-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Definitions; 1.2 Rank tests and empirical distribution functions; 1.3 Hypotheses of the tests; 1.4 Weak convergence of the test statistics; 1.5 Tests for densities and curves; 1.6 Asymptotic levels of tests; 1.7 Permutation and bootstrap tests; 1.8 Relative efficiency of tests; 2. Asymptotic theory; 2.1 Parametric tests; 2.2 Parametric likelihood ratio tests; 2.3 Likelihood ratio tests against local alternatives; 2.4 Nonparametric likelihood ratio tests; 2.5 Nonparametric tests for empirical functionals; 2.6 Tests of homogeneity
2.7 Mixtures of exponential distributions2.8 Nonparametric bootstrap tests; 2.9 Exercises; 3. Nonparametric tests for one sample; 3.1 Introduction; 3.2 Kolmogorov-Smirnov tests for a distribution function; 3.3 Tests for symmetry of a density; 3.3.1 Kolmogorov-Smirnov tests for symmetry; 3.3.2 Semi-parametric tests, with an unknown center; 3.3.3 Rank test for symmetry; 3.4 Tests about the formof a density; 3.5 Goodness of fit test in biased length models; 3.6 Goodness of fit tests for a regression function; 3.7 Tests about the form of a regression function 3.8 Tests based on observations by intervals3.8.1 Goodness of fit tests for a density; 3.8.2 Goodness of fit tests for a regression function; 3.8.3 Tests of symmetry for a density; 3.8.4 Tests of a monotone density; 3.9 Exercises; 4. Two-sample tests; 4.1 Introduction; 4.2 Tests of independence; 4.2.1 Kolmogorov-Smirnov and Cramer-von Mises tests; 4.2.2 Tests based on the dependence function; 4.2.3 Tests based on the conditional distribution; 4.3 Test of homogeneity; 4.4 Goodness of fit tests in R2; 4.5 Tests of symmetry for a bivariate density; 4.6 Tests about the form of densities 4.7 Comparison of two regression curves4.8 Tests based on observations by intervals; 4.8.1 Test of independence; 4.8.2 Test of homogeneity; 4.8.3 Comparison of two regression curves; 4.9 Exercises; 5. Multi-dimensional tests; 5.1 Introduction; 5.2 Tests of independence; 5.3 Test of homogeneity of k sub-samples; 5.4 Test of homogeneity of k rescaled distributions; 5.5 Test of homogeneity of several variables of Rk; 5.6 Test of equality of marginal distributions; 5.7 Test of exchangeable components for a random variable; 5.8 Tests in single-indexmodels; 5.9 Comparison of k curves 5.10 Tests in proportional odds models5.11 Tests for observations by intervals; 5.11.1 Test of independence; 5.11.2 Test of homogeneity; 5.11.3 Comparison of k regression curves; 5.12 Competing risks; 5.13 Tests for Markov renewal processes; 5.14 Tests in Rkn as kn tends to infinity; 5.15 Exercises; 6. Nonparametric tests for processes; 6.1 Introduction; 6.2 Goodness of fit tests for an ergodic process; 6.3 Poisson process; 6.4 Poisson processes with scarce jumps; 6.5 Point processes in R+; 6.6 Marked point processes; 6.7 Spatial Poisson processes 6.8 Tests of stationarity for point processes |
| Record Nr. | UNINA-9910453247103321 |
|
Pons Odile
|
||
| [Hackensack] New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France
| Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France |
| Autore | Pons Odile |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (x, 293 pages) : illustrations |
| Disciplina | 519.5/4 |
| Collana | Gale eBooks |
| Soggetto topico | Nonparametric statistics - Asymptotic theory |
| ISBN | 981-4531-75-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Definitions; 1.2 Rank tests and empirical distribution functions; 1.3 Hypotheses of the tests; 1.4 Weak convergence of the test statistics; 1.5 Tests for densities and curves; 1.6 Asymptotic levels of tests; 1.7 Permutation and bootstrap tests; 1.8 Relative efficiency of tests; 2. Asymptotic theory; 2.1 Parametric tests; 2.2 Parametric likelihood ratio tests; 2.3 Likelihood ratio tests against local alternatives; 2.4 Nonparametric likelihood ratio tests; 2.5 Nonparametric tests for empirical functionals; 2.6 Tests of homogeneity
2.7 Mixtures of exponential distributions2.8 Nonparametric bootstrap tests; 2.9 Exercises; 3. Nonparametric tests for one sample; 3.1 Introduction; 3.2 Kolmogorov-Smirnov tests for a distribution function; 3.3 Tests for symmetry of a density; 3.3.1 Kolmogorov-Smirnov tests for symmetry; 3.3.2 Semi-parametric tests, with an unknown center; 3.3.3 Rank test for symmetry; 3.4 Tests about the formof a density; 3.5 Goodness of fit test in biased length models; 3.6 Goodness of fit tests for a regression function; 3.7 Tests about the form of a regression function 3.8 Tests based on observations by intervals3.8.1 Goodness of fit tests for a density; 3.8.2 Goodness of fit tests for a regression function; 3.8.3 Tests of symmetry for a density; 3.8.4 Tests of a monotone density; 3.9 Exercises; 4. Two-sample tests; 4.1 Introduction; 4.2 Tests of independence; 4.2.1 Kolmogorov-Smirnov and Cramer-von Mises tests; 4.2.2 Tests based on the dependence function; 4.2.3 Tests based on the conditional distribution; 4.3 Test of homogeneity; 4.4 Goodness of fit tests in R2; 4.5 Tests of symmetry for a bivariate density; 4.6 Tests about the form of densities 4.7 Comparison of two regression curves4.8 Tests based on observations by intervals; 4.8.1 Test of independence; 4.8.2 Test of homogeneity; 4.8.3 Comparison of two regression curves; 4.9 Exercises; 5. Multi-dimensional tests; 5.1 Introduction; 5.2 Tests of independence; 5.3 Test of homogeneity of k sub-samples; 5.4 Test of homogeneity of k rescaled distributions; 5.5 Test of homogeneity of several variables of Rk; 5.6 Test of equality of marginal distributions; 5.7 Test of exchangeable components for a random variable; 5.8 Tests in single-indexmodels; 5.9 Comparison of k curves 5.10 Tests in proportional odds models5.11 Tests for observations by intervals; 5.11.1 Test of independence; 5.11.2 Test of homogeneity; 5.11.3 Comparison of k regression curves; 5.12 Competing risks; 5.13 Tests for Markov renewal processes; 5.14 Tests in Rkn as kn tends to infinity; 5.15 Exercises; 6. Nonparametric tests for processes; 6.1 Introduction; 6.2 Goodness of fit tests for an ergodic process; 6.3 Poisson process; 6.4 Poisson processes with scarce jumps; 6.5 Point processes in R+; 6.6 Marked point processes; 6.7 Spatial Poisson processes 6.8 Tests of stationarity for point processes |
| Record Nr. | UNINA-9910790869903321 |
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Pons Odile
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| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France
| Statistical tests of nonparametric hypotheses : asymptotic theory / / Odile Pons, French National Institute for Agronomical Research, France |
| Autore | Pons Odile |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (x, 293 pages) : illustrations |
| Disciplina | 519.5/4 |
| Collana | Gale eBooks |
| Soggetto topico | Nonparametric statistics - Asymptotic theory |
| ISBN | 981-4531-75-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Introduction; 1.1 Definitions; 1.2 Rank tests and empirical distribution functions; 1.3 Hypotheses of the tests; 1.4 Weak convergence of the test statistics; 1.5 Tests for densities and curves; 1.6 Asymptotic levels of tests; 1.7 Permutation and bootstrap tests; 1.8 Relative efficiency of tests; 2. Asymptotic theory; 2.1 Parametric tests; 2.2 Parametric likelihood ratio tests; 2.3 Likelihood ratio tests against local alternatives; 2.4 Nonparametric likelihood ratio tests; 2.5 Nonparametric tests for empirical functionals; 2.6 Tests of homogeneity
2.7 Mixtures of exponential distributions2.8 Nonparametric bootstrap tests; 2.9 Exercises; 3. Nonparametric tests for one sample; 3.1 Introduction; 3.2 Kolmogorov-Smirnov tests for a distribution function; 3.3 Tests for symmetry of a density; 3.3.1 Kolmogorov-Smirnov tests for symmetry; 3.3.2 Semi-parametric tests, with an unknown center; 3.3.3 Rank test for symmetry; 3.4 Tests about the formof a density; 3.5 Goodness of fit test in biased length models; 3.6 Goodness of fit tests for a regression function; 3.7 Tests about the form of a regression function 3.8 Tests based on observations by intervals3.8.1 Goodness of fit tests for a density; 3.8.2 Goodness of fit tests for a regression function; 3.8.3 Tests of symmetry for a density; 3.8.4 Tests of a monotone density; 3.9 Exercises; 4. Two-sample tests; 4.1 Introduction; 4.2 Tests of independence; 4.2.1 Kolmogorov-Smirnov and Cramer-von Mises tests; 4.2.2 Tests based on the dependence function; 4.2.3 Tests based on the conditional distribution; 4.3 Test of homogeneity; 4.4 Goodness of fit tests in R2; 4.5 Tests of symmetry for a bivariate density; 4.6 Tests about the form of densities 4.7 Comparison of two regression curves4.8 Tests based on observations by intervals; 4.8.1 Test of independence; 4.8.2 Test of homogeneity; 4.8.3 Comparison of two regression curves; 4.9 Exercises; 5. Multi-dimensional tests; 5.1 Introduction; 5.2 Tests of independence; 5.3 Test of homogeneity of k sub-samples; 5.4 Test of homogeneity of k rescaled distributions; 5.5 Test of homogeneity of several variables of Rk; 5.6 Test of equality of marginal distributions; 5.7 Test of exchangeable components for a random variable; 5.8 Tests in single-indexmodels; 5.9 Comparison of k curves 5.10 Tests in proportional odds models5.11 Tests for observations by intervals; 5.11.1 Test of independence; 5.11.2 Test of homogeneity; 5.11.3 Comparison of k regression curves; 5.12 Competing risks; 5.13 Tests for Markov renewal processes; 5.14 Tests in Rkn as kn tends to infinity; 5.15 Exercises; 6. Nonparametric tests for processes; 6.1 Introduction; 6.2 Goodness of fit tests for an ergodic process; 6.3 Poisson process; 6.4 Poisson processes with scarce jumps; 6.5 Point processes in R+; 6.6 Marked point processes; 6.7 Spatial Poisson processes 6.8 Tests of stationarity for point processes |
| Record Nr. | UNINA-9910812656403321 |
|
Pons Odile
|
||
| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||