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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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui