Efficient and Adaptive Estimation for Semiparametric Models

Efficient and Adaptive Estimation for Semiparametric Models PDF Author: Peter J. Bickel
Publisher: Springer
ISBN: 0387984739
Category : Mathematics
Languages : en
Pages : 588

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Book Description
This book deals with estimation in situations in which there is believed to be enough information to model parametrically some, but not all of the features of a data set. Such models have arisen in a wide context in recent years, and involve new nonlinear estimation procedures. Statistical models of this type are directly applicable to fields such as economics, epidemiology, and astronomy.

Nonparametric and Semiparametric Models

Nonparametric and Semiparametric Models PDF Author: Wolfgang Karl Härdle
Publisher: Springer Science & Business Media
ISBN: 364217146X
Category : Mathematics
Languages : en
Pages : 317

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Book Description
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.

Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life

Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life PDF Author: M.S. Nikulin
Publisher: Springer Science & Business Media
ISBN: 0817682066
Category : Mathematics
Languages : en
Pages : 566

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Book Description
Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in "real-world" reliability theory, survival analysis, and related fields. Specific topics covered include: * cancer prognosis using survival forests * short-term health problems related to air pollution: analysis using semiparametric generalized additive models * semiparametric models in the studies of aging and longevity This book will be of use as a reference text for general statisticians, theoreticians, graduate students, reliability engineers, health researchers, and biostatisticians working in applied probability and statistics.

Optimal Estimation of Parameters

Optimal Estimation of Parameters PDF Author: Jorma Rissanen
Publisher: Cambridge University Press
ISBN: 1107004748
Category : Computers
Languages : en
Pages : 171

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Book Description
A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.

Semiparametric Regression

Semiparametric Regression PDF Author: David Ruppert
Publisher: Cambridge University Press
ISBN: 9780521785167
Category : Mathematics
Languages : en
Pages : 410

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Book Description
Semiparametric regression is concerned with the flexible incorporation of non-linear functional relationships in regression analyses. Any application area that benefits from regression analysis can also benefit from semiparametric regression. Assuming only a basic familiarity with ordinary parametric regression, this user-friendly book explains the techniques and benefits of semiparametric regression in a concise and modular fashion. The authors make liberal use of graphics and examples plus case studies taken from environmental, financial, and other applications. They include practical advice on implementation and pointers to relevant software. The 2003 book is suitable as a textbook for students with little background in regression as well as a reference book for statistically oriented scientists such as biostatisticians, econometricians, quantitative social scientists, epidemiologists, with a good working knowledge of regression and the desire to begin using more flexible semiparametric models. Even experts on semiparametric regression should find something new here.

Exploration of a Nonlinear World

Exploration of a Nonlinear World PDF Author: Kung-sik Chan
Publisher: World Scientific
ISBN: 9812836276
Category : Mathematics
Languages : en
Pages : 412

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Book Description
Extensions of Howell Tong's threshold approach to other fields of statistics abound. This volume is dedicated to his 65th birthday and consists of in-depth contributions from leading experts in a variety of fields of statistics, ecology, economics and finance as well as some of Tong's reprints.

Control of Linear Parameter Varying Systems with Applications

Control of Linear Parameter Varying Systems with Applications PDF Author: Javad Mohammadpour
Publisher: Springer Science & Business Media
ISBN: 146141833X
Category : Technology & Engineering
Languages : en
Pages : 554

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Book Description
Control of Linear Parameter Varying Systems compiles state-of-the-art contributions on novel analytical and computational methods for addressing system identification, model reduction, performance analysis and feedback control design and addresses address theoretical developments, novel computational approaches and illustrative applications to various fields. Part I discusses modeling and system identification of linear parameter varying systems, Part II covers the importance of analysis and control design when working with linear parameter varying systems (LPVS) , Finally, Part III presents an applications based approach to linear parameter varying systems, including modeling of a turbocharged diesel engines, Multivariable control of wind turbines, modeling and control of aircraft engines, control of an autonomous underwater vehicles and analysis and synthesis of re-entry vehicles.

Estimation in Semiparametric Models

Estimation in Semiparametric Models PDF Author: Johann Pfanzagl
Publisher: Springer Science & Business Media
ISBN: 1461233968
Category : Mathematics
Languages : en
Pages : 116

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Book Description
Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

Stochastic Control in Insurance

Stochastic Control in Insurance PDF Author: Hanspeter Schmidli
Publisher: Springer Science & Business Media
ISBN: 1848000030
Category : Business & Economics
Languages : en
Pages : 263

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Book Description
Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume. The author starts with a short introduction to stochastic control techniques, then applies the principles to several problems. These examples show how verification theorems and existence theorems may be proved, and that the non-diffusion case is simpler than the diffusion case. Schmidli’s brilliant text also includes a number of appendices, a vital resource for those in both academic and professional settings.

A Top-Down, Constraint-Driven Design Methodology for Analog Integrated Circuits

A Top-Down, Constraint-Driven Design Methodology for Analog Integrated Circuits PDF Author: Henry Chang
Publisher: Springer Science & Business Media
ISBN: 1441987525
Category : Technology & Engineering
Languages : en
Pages : 368

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Book Description
Analog circuit design is often the bottleneck when designing mixed analog-digital systems. A Top-Down, Constraint-Driven Design Methodology for Analog Integrated Circuits presents a new methodology based on a top-down, constraint-driven design paradigm that provides a solution to this problem. This methodology has two principal advantages: (1) it provides a high probability for the first silicon which meets all specifications, and (2) it shortens the design cycle. A Top-Down, Constraint-Driven Design Methodology for Analog Integrated Circuits is part of an ongoing research effort at the University of California at Berkeley in the Electrical Engineering and Computer Sciences Department. Many faculty and students, past and present, are working on this design methodology and its supporting tools. The principal goals are: (1) developing the design methodology, (2) developing and applying new tools, and (3) `proving' the methodology by undertaking `industrial strength' design examples. The work presented here is neither a beginning nor an end in the development of a complete top-down, constraint-driven design methodology, but rather a step in its development. This work is divided into three parts. Chapter 2 presents the design methodology along with foundation material. Chapters 3-8 describe supporting concepts for the methodology, from behavioral simulation and modeling to circuit module generators. Finally, Chapters 9-11 illustrate the methodology in detail by presenting the entire design cycle through three large-scale examples. These include the design of a current source D/A converter, a Sigma-Delta A/D converter, and a video driver system. Chapter 12 presents conclusions and current research topics. A Top-Down, Constraint-Driven Design Methodology for Analog Integrated Circuits will be of interest to analog and mixed-signal designers as well as CAD tool developers.