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End-to-end data analytics for product development : a practical guide for fast consumer goods companies, chemical industry and processing tools manufacturers / / Rosa Arboretti [and three others]
| End-to-end data analytics for product development : a practical guide for fast consumer goods companies, chemical industry and processing tools manufacturers / / Rosa Arboretti [and three others] |
| Autore | Arboretti Rosa |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2020] |
| Descrizione fisica | 1 online resource (314 pages) |
| Disciplina | 658.575015195 |
| Soggetto topico | New products - Management - Statistical methods |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-5231-3298-1
1-119-48371-9 1-119-48372-7 1-119-48370-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555276603321 |
Arboretti Rosa
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| Hoboken, New Jersey : , : Wiley, , [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. | 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 | Cham : , : Springer International Publishing : , : Imprint : 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 |
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 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Parametric and Nonparametric Inference for Statistical Dynamic Shape Analysis with Applications / / by Chiara Brombin, Luigi Salmaso, Lara Fontanella, Luigi Ippoliti, Caterina Fusilli
| Parametric and Nonparametric Inference for Statistical Dynamic Shape Analysis with Applications / / by Chiara Brombin, Luigi Salmaso, Lara Fontanella, Luigi Ippoliti, Caterina Fusilli |
| Autore | Brombin Chiara |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (120 p.) |
| Disciplina | 519.5 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Computer science - Mathematics Mathematical statistics Mathematics - Data processing Statistical Theory and Methods Probability and Statistics in Computer Science Computational Mathematics and Numerical Analysis |
| ISBN | 3-319-26311-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Offset Normal Distribution for Dynamic Shapes -- Basic Concepts and Definitions -- Shape Inference and the Offset-Normal Distribution -- Dynamic Shape Analysis Through the Offset-Normal Distribution -- Part II Combination-Based Permutation Tests for Shape Analysis -- Parametric and Non-Parametric Testing of Mean Shapes -- Applications of NPC Methodology -- Shape Inference and the Offset-Normal Distribution. . |
| Record Nr. | UNINA-9910254080203321 |
|
Brombin Chiara
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Parametric and Nonparametric Statistics for Sample Surveys and Customer Satisfaction Data / / by Rosa Arboretti, Arne Bathke, Stefano Bonnini, Paolo Bordignon, Eleonora Carrozzo, Livio Corain, Luigi Salmaso
| Parametric and Nonparametric Statistics for Sample Surveys and Customer Satisfaction Data / / by Rosa Arboretti, Arne Bathke, Stefano Bonnini, Paolo Bordignon, Eleonora Carrozzo, Livio Corain, Luigi Salmaso |
| Autore | Arboretti Rosa |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (90 pages) |
| Disciplina | 382.072 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Computer science - Mathematics Mathematical statistics Mathematics - Data processing Statistical Theory and Methods Probability and Statistics in Computer Science Computational Mathematics and Numerical Analysis |
| ISBN | 3-319-91740-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. The CUB models -- Chapter 2. Customer satisfaction heterogeneity -- Chapter 3. Ranking multivariate populations -- Chapter 4. Composite indicators and satisfaction profiles -- Chapter 5. Analyzing Survey Data Using Multivariate Rank-Based Inference. |
| Record Nr. | UNINA-9910300120603321 |
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Arboretti Rosa
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Permutation tests for complex data [[electronic resource] ] : theory, applications, and software / / Fortunato Pesarin, Luigi Salmaso
| Permutation tests for complex data [[electronic resource] ] : theory, applications, and software / / Fortunato Pesarin, Luigi Salmaso |
| Autore | Pesarin Fortunato |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina |
519.5
519.5/6 |
| Altri autori (Persone) | SalmasoLuigi |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Statistical hypothesis testing
Permutations Multivariate analysis |
| ISBN |
1-282-55043-8
9786612550430 0-470-68951-X 0-470-68952-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Permutation Tests for Complex Data; Contents; Preface; Notation and Abbreviations; 1 Introduction; 1.1 On Permutation Analysis; 1.2 The Permutation Testing Principle; 1.2.1 Nonparametric Family of Distributions; 1.2.2 The Permutation Testing Principle; 1.3 Permutation Approaches; 1.4 When and Why Conditioning is Appropriate; 1.5 Randomization and Permutation; 1.6 Computational Aspects; 1.7 Basic Notation; 1.8 A Problem with Paired Observations; 1.8.1 Modelling Responses; 1.8.2 Symmetry Induced by Exchangeability; 1.8.3 Further Aspects; 1.8.4 The Student's t-Paired Solution
1.8.5 The Signed Rank Test Solution1.8.6 The McNemar Solution; 1.9 The Permutation Solution; 1.9.1 General Aspects; 1.9.2 The Permutation Sample Space; 1.9.3 The Conditional Monte Carlo Method; 1.9.4 Approximating the Permutation Distribution; 1.9.5 Problems and Exercises; 1.10 A Two-Sample Problem; 1.10.1 Modelling Responses; 1.10.2 The Student t Solution; 1.10.3 The Permutation Solution; 1.10.4 Rank Solutions; 1.10.5 Problems and Exercises; 1.11 One-Way ANOVA; 1.11.1 Modelling Responses; 1.11.2 Permutation Solutions; 1.11.3 Problems and Exercises 2 Theory of One-Dimensional Permutation Tests2.1 Introduction; 2.1.1 Notation and Basic Assumptions; 2.1.2 The Conditional Reference Space; 2.1.3 Conditioning on a Set of Sufficient Statistics; 2.2 Definition of Permutation Tests; 2.2.1 General Aspects; 2.2.2 Randomized Permutation Tests; 2.2.3 Non-randomized Permutation Tests; 2.2.4 The p-Value; 2.2.5 A CMC Algorithm for Estimating the p-Value; 2.3 Some Useful Test Statistics; 2.4 Equivalence of Permutation Statistics; 2.4.1 Some Examples; 2.4.2 Problems and Exercises; 2.5 Arguments for Selecting Permutation Tests 2.6 Examples of One-Sample Problems2.6.1 A Problem with Repeated Observations; 2.6.2 Problems and Exercises; 2.7 Examples of Multi-Sample Problems; 2.8 Analysis of Ordered Categorical Variables; 2.8.1 General Aspects; 2.8.2 A Solution Based on Score Transformations; 2.8.3 Typical Goodness-of-Fit Solutions; 2.8.4 Extension to Non-Dominance Alternatives and C Groups; 2.9 Problems and Exercises; 3 Further Properties of Permutation Tests; 3.1 Unbiasedness of Two-sample Tests; 3.1.1 One-Sided Alternatives; 3.1.2 Two-Sided Alternatives; 3.2 Power Functions of Permutation Tests 3.2.1 Definition and Algorithm for the Conditional Power3.2.2 The Empirical Conditional ROC Curve; 3.2.3 Definition and Algorithm for the Unconditional Power: Fixed Effects; 3.2.4 Unconditional Power: Random Effects; 3.2.5 Comments on Power Functions; 3.3 Consistency of Permutation Tests; 3.4 Permutation Confidence Interval for d; 3.4.1 Problems and Exercises; 3.5 Extending Inference from Conditional to Unconditional; 3.6 Optimal Properties; 3.6.1 Problems and Exercises; 3.7 Some Asymptotic Properties; 3.7.1 Introduction; 3.7.2 Two Basic Theorems; 3.8 Permutation Central Limit Theorems 3.8.1 Basic Notions |
| Record Nr. | UNINA-9910139366203321 |
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Pesarin Fortunato
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| Hoboken, N.J., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Permutation tests for complex data : theory, applications, and software / / Fortunato Pesarin, Luigi Salmaso
| Permutation tests for complex data : theory, applications, and software / / Fortunato Pesarin, Luigi Salmaso |
| Autore | Pesarin Fortunato |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina | 519.5/6 |
| Altri autori (Persone) | SalmasoLuigi |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Statistical hypothesis testing
Permutations Multivariate analysis |
| ISBN |
9786612550430
9781282550438 1282550438 9780470689516 047068951X 9780470689523 0470689528 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Permutation Tests for Complex Data; Contents; Preface; Notation and Abbreviations; 1 Introduction; 1.1 On Permutation Analysis; 1.2 The Permutation Testing Principle; 1.2.1 Nonparametric Family of Distributions; 1.2.2 The Permutation Testing Principle; 1.3 Permutation Approaches; 1.4 When and Why Conditioning is Appropriate; 1.5 Randomization and Permutation; 1.6 Computational Aspects; 1.7 Basic Notation; 1.8 A Problem with Paired Observations; 1.8.1 Modelling Responses; 1.8.2 Symmetry Induced by Exchangeability; 1.8.3 Further Aspects; 1.8.4 The Student's t-Paired Solution
1.8.5 The Signed Rank Test Solution1.8.6 The McNemar Solution; 1.9 The Permutation Solution; 1.9.1 General Aspects; 1.9.2 The Permutation Sample Space; 1.9.3 The Conditional Monte Carlo Method; 1.9.4 Approximating the Permutation Distribution; 1.9.5 Problems and Exercises; 1.10 A Two-Sample Problem; 1.10.1 Modelling Responses; 1.10.2 The Student t Solution; 1.10.3 The Permutation Solution; 1.10.4 Rank Solutions; 1.10.5 Problems and Exercises; 1.11 One-Way ANOVA; 1.11.1 Modelling Responses; 1.11.2 Permutation Solutions; 1.11.3 Problems and Exercises 2 Theory of One-Dimensional Permutation Tests2.1 Introduction; 2.1.1 Notation and Basic Assumptions; 2.1.2 The Conditional Reference Space; 2.1.3 Conditioning on a Set of Sufficient Statistics; 2.2 Definition of Permutation Tests; 2.2.1 General Aspects; 2.2.2 Randomized Permutation Tests; 2.2.3 Non-randomized Permutation Tests; 2.2.4 The p-Value; 2.2.5 A CMC Algorithm for Estimating the p-Value; 2.3 Some Useful Test Statistics; 2.4 Equivalence of Permutation Statistics; 2.4.1 Some Examples; 2.4.2 Problems and Exercises; 2.5 Arguments for Selecting Permutation Tests 2.6 Examples of One-Sample Problems2.6.1 A Problem with Repeated Observations; 2.6.2 Problems and Exercises; 2.7 Examples of Multi-Sample Problems; 2.8 Analysis of Ordered Categorical Variables; 2.8.1 General Aspects; 2.8.2 A Solution Based on Score Transformations; 2.8.3 Typical Goodness-of-Fit Solutions; 2.8.4 Extension to Non-Dominance Alternatives and C Groups; 2.9 Problems and Exercises; 3 Further Properties of Permutation Tests; 3.1 Unbiasedness of Two-sample Tests; 3.1.1 One-Sided Alternatives; 3.1.2 Two-Sided Alternatives; 3.2 Power Functions of Permutation Tests 3.2.1 Definition and Algorithm for the Conditional Power3.2.2 The Empirical Conditional ROC Curve; 3.2.3 Definition and Algorithm for the Unconditional Power: Fixed Effects; 3.2.4 Unconditional Power: Random Effects; 3.2.5 Comments on Power Functions; 3.3 Consistency of Permutation Tests; 3.4 Permutation Confidence Interval for d; 3.4.1 Problems and Exercises; 3.5 Extending Inference from Conditional to Unconditional; 3.6 Optimal Properties; 3.6.1 Problems and Exercises; 3.7 Some Asymptotic Properties; 3.7.1 Introduction; 3.7.2 Two Basic Theorems; 3.8 Permutation Central Limit Theorems 3.8.1 Basic Notions |
| Record Nr. | UNINA-9910826910103321 |
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Pesarin Fortunato
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| Hoboken, N.J., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Permutation tests for complex data : theory, applications and software / / Fortunato Pesarin, University of Padova, Luigi Salmaso, University of Padova
| Permutation tests for complex data : theory, applications and software / / Fortunato Pesarin, University of Padova, Luigi Salmaso, University of Padova |
| Autore | Pesarin Fortunato |
| Pubbl/distr/stampa | John Wiley & Sons, Inc |
| Soggetto topico |
Statistical hypothesis testing
Permutations Multivariate analysis |
| ISBN | 1-119-43819-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Permutation Tests for Complex Data |
| Record Nr. | UNINA-9911018812203321 |
|
Pesarin Fortunato
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| John Wiley & Sons, Inc | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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