Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
| Robust Procedures for Estimating and Testing in the Framework of Divergence Measures |
| Autore | Pardo Leandro |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (333 p.) |
| Soggetto topico | Research & information: general |
| Soggetto non controllato |
Bayes error rate
Bayesian decision making Bhattacharyya coefficient/distance bias and variance trade-off classification composite likelihood composite minimum density power divergence estimators concentration bounds contingency tables convergence rates COVID-19 pandemic CUSUM monitoring density power divergence disparity divergence measures epidemiology estimation of α Friedman-Rafsky test statistic Galton-Watson branching processes with immigration GLM model Hellinger distance Hellinger integrals Henze-Penrose divergence INARCH(1) model INGARCH model integer-valued time series Kullback-Leibler information distance/divergence large deviations MDPDE minimal spanning trees minimum density power divergence estimator minimum pseudodistance estimation mixed-scale data model selection monitoring n/a numerical minimization one-parameter exponential family pearson residuals power divergences rare event probabilities relative entropy Renyi divergences residual adjustment function robust change point test robustness Robustness S-estimation SPC statistical distances time series of counts Tukey's biweight |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557680103321 |
Pardo Leandro
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Modelling
| Time Series Modelling |
| Autore | Weiss Christian H |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (372 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
anomaly detection
bank failures Bell distribution bivariate Poisson INGARCH model cointegration count data count time series counting series CUSUM control chart dispersion test electric power entropy based particle filter estimation ETS extended binomial distribution finance forecasting accuracy Holt-Winters INAR INAR-type time series INGACRCH integer-valued moving average model integer-valued threshold models integer-valued time series Julia programming language kernel density estimation limit theorems local field potential long-range dependence machine learning minimum density power divergence estimator missing data models multivariate count data multivariate data analysis multivariate time series neural network autoregression nonstationary ordinal patterns outliers overdispersion parameter estimation periodic autoregression random survival rate relative entropy robust estimation Romania SARIMA seasonality SETAR spectral matrix state-space model statistical process monitoring Student's t-process subspace algorithms thinning operator time series time series analysis time series of counts transactions unemployment rate unsupervised learning VARMA models volatility fluctuation zero-inflation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557541003321 |
Weiss Christian H
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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