Author: Vijay Nair
Publisher: World Scientific
ISBN: 9812708294
Category : Mathematics
Languages : en
Pages : 698
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Book Description
There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much more flexible and realistic models and methods. These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical inference. All of these developments have, in turn, stimulated new research in theoretical statistics. This volume provides an up-to-date overview of recent advances in statistical modeling and inference. Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models, nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the book is an essential reference for researchers, graduate students, and practitioners.
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.
Author: Myoung-jae Lee
Publisher: Springer Science & Business Media
ISBN: 1475725507
Category : Business & Economics
Languages : en
Pages : 285
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Book Description
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Author:
Publisher: Elsevier
ISBN: 0128202513
Category : Mathematics
Languages : en
Pages : 352
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Book Description
Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R - Gives readers what they need to jumpstart their understanding on the state-of-the-art
Author: Joel L. Horowitz
Publisher: Springer Science & Business Media
ISBN: 1461206219
Category : Mathematics
Languages : en
Pages : 211
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Book Description
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
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.
Author: Jussi Sakari Klemelä
Publisher: John Wiley & Sons
ISBN: 1118593502
Category : Mathematics
Languages : en
Pages : 317
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Book Description
A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generating mechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functions. Multivariate Nonparametric Regression and Visualization identifies risk management, portfolio selection, and option pricing as the main areas in which statistical methods may be implemented in quantitative finance. The book provides coverage of key statistical areas including linear methods, kernel methods, additive models and trees, boosting, support vector machines, and nearest neighbor methods. Exploring the additional applications of nonparametric and semiparametric methods, Multivariate Nonparametric Regression and Visualization features: An extensive appendix with R-package training material to encourage duplication and modification of the presented computations and research Multiple examples to demonstrate the applications in the field of finance Sections with formal definitions of the various applied methods for readers to utilize throughout the book Multivariate Nonparametric Regression and Visualization is an ideal textbook for upper-undergraduate and graduate-level courses on nonparametric function estimation, advanced topics in statistics, and quantitative finance. The book is also an excellent reference for practitioners who apply statistical methods in quantitative finance.
Author: Yoon-Jae Whang
Publisher: Cambridge University Press
ISBN: 1108472796
Category : Business & Economics
Languages : en
Pages : 279
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Book Description
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Author: Seung-Deog Yoo
Publisher: Springer Science & Business Media
ISBN: 3540851909
Category : Technology & Engineering
Languages : en
Pages : 514
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Book Description
Current research fields in science and technology were presented and discussed at the EKC2008, informing about the interests and directions of the scientists and engineers in EU countries and Korea. The Conference has emerged from the idea of bringing together EU and Korea to get to know each other better, especially in fields of science and technology. The focus of the conference is put on the topics: Computational Fluid Dynamics; Mechatronics and Mechanical Engineering; Information and Communications Technology; Life and Natural Sciences; Energy and Environmental Technology.
Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 9780521848053
Category : Business & Economics
Languages : en
Pages : 1064
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Book Description
The book is oriented to the practitioner.
