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Financial Statistics and Data Analytics
| Financial Statistics and Data Analytics |
| Autore | Liu Shuangzhe |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
Index parameter
estimation wrapped stable Hill estimator characteristic function-based estimator asymptotic efficiency GARCH model HARCH model PHARCH model Griddy-Gibs Euro-Dollar safe-haven assets gold price Swiss Franc exchange rate oil price generalized Birnbaum–Saunders distributions ACD models Box-Cox transformation high-frequency financial data goodness-of-fit banking competition credit risk NPLs Theil index convergence analysis interest rates yeld curve no-arbitrage bonds B-splines time series multifractal processes fractal scaling heavy tails long range dependence financial models Bitcoin capital asset pricing model estimation of systematic risk tests of mean-variance efficiency t-distribution generalized method of moments multifactor asset pricing model Lerner index stochastic frontiers shrinkage estimator seemingly unrelated regression model multicollinearity ridge regression financial incentives public service motivation job performance job satisfaction intention to leave |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557128703321 |
Liu Shuangzhe
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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New Developments in Statistical Information Theory Based on Entropy and Divergence Measures
| New Developments in Statistical Information Theory Based on Entropy and Divergence Measures |
| Autore | Pardo Leandro |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (344 p.) |
| Soggetto non controllato |
mixture index of fit
Kullback-Leibler distance relative error estimation minimum divergence inference Neyman Pearson test influence function consistency thematic quality assessment asymptotic normality Hellinger distance nonparametric test Berstein von Mises theorem maximum composite likelihood estimator 2-alternating capacities efficiency corrupted data statistical distance robustness log-linear models representation formula goodness-of-fit general linear model Wald-type test statistics Hölder divergence divergence logarithmic super divergence information geometry sparse robust estimation relative entropy minimum disparity methods MM algorithm local-polynomial regression association models total variation Bayesian nonparametric ordinal classification variables Wald test statistic Wald-type test composite hypotheses compressed data hypothesis testing Bayesian semi-parametric single index model indoor localization composite minimum density power divergence estimator quasi-likelihood Chernoff Stein lemma composite likelihood asymptotic property Bregman divergence robust testing misspecified hypothesis and alternative least-favorable hypotheses location-scale family correlation models minimum penalized ?-divergence estimator non-quadratic distance robust semiparametric model divergence based testing measurement errors bootstrap distribution estimator generalized renyi entropy minimum divergence methods generalized linear model ?-divergence Bregman information iterated limits centroid model assessment divergence measure model check two-sample test Wald statistic |
| ISBN | 3-03897-937-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346856403321 |
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Pardo Leandro
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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