Author: Michael R. Kosorok
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482
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Book Description
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
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: Alexandre B. Tsybakov
Publisher: Springer Science & Business Media
ISBN: 0387790527
Category : Mathematics
Languages : en
Pages : 222
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Book Description
Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.
Author: William J. Anderson
Publisher: Springer Science & Business Media
ISBN: 1461230381
Category : Mathematics
Languages : en
Pages : 367
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Book Description
Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations. This is the first book about those aspects of the theory of continuous time Markov chains which are useful in applications to such areas. It studies continuous time Markov chains through the transition function and corresponding q-matrix, rather than sample paths. An extensive discussion of birth and death processes, including the Stieltjes moment problem, and the Karlin-McGregor method of solution of the birth and death processes and multidimensional population processes is included, and there is an extensive bibliography. Virtually all of this material is appearing in book form for the first time.
Author: David F. Andrews
Publisher: Springer Science & Business Media
ISBN: 1461250986
Category : Mathematics
Languages : en
Pages : 463
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Book Description
Statistics provides tools and strategies for the analysis of data. While much has been written about the methodology, sometimes without reference to data, little has been said about the data. In this volume we present sets of data obtained from many situations without any direct reference to a particular type of analysis. Our view of the usefulness of bringing together a broad collection of sets of data has been shared by many friends and contributors. Students of statistics need to gain facility with their art by applying their knowledge to many sets of data. Textbook examples tend to be small and selected primarily to illustrate a particular technique, thus failing to demonstrate the questioning, iterative nature of statistical analysis. The situations which gave rise to the more extensive sets of data given in this volume are colourful and interesting, and can be readily understood by laymen, students and research workers with diverse interests. These sets were often chosen for their perverse reluctance to yield under the naive application of standard procedures. They do not have correct solutions. They describe situations where the statisti cian can develop skills and learn the limitations of statistical methods.
Author: Albert W. Marshall
Publisher: Springer Science & Business Media
ISBN: 0387684778
Category : Technology & Engineering
Languages : en
Pages : 785
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Book Description
This book is devoted to the study of univariate distributions appropriate for the analyses of data known to be nonnegative. The book includes much material from reliability theory in engineering and survival analysis in medicine.
Author: Rabi Bhattacharya
Publisher: Springer Science & Business Media
ISBN: 0387719385
Category : Mathematics
Languages : en
Pages : 217
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Book Description
Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.
Author: Andreas E. Kyprianou
Publisher: Springer Science & Business Media
ISBN: 3540313435
Category : Mathematics
Languages : en
Pages : 382
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Book Description
This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.
Author: Alexandr A. Borovkov
Publisher: Springer Science & Business Media
ISBN: 1447152018
Category : Mathematics
Languages : en
Pages : 742
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Book Description
This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.
Author: Sandrine Dudoit
Publisher: Springer Science & Business Media
ISBN: 0387493174
Category : Science
Languages : en
Pages : 611
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Book Description
This book establishes the theoretical foundations of a general methodology for multiple hypothesis testing and discusses its software implementation in R and SAS. These are applied to a range of problems in biomedical and genomic research, including identification of differentially expressed and co-expressed genes in high-throughput gene expression experiments; tests of association between gene expression measures and biological annotation metadata; sequence analysis; and genetic mapping of complex traits using single nucleotide polymorphisms. The procedures are based on a test statistics joint null distribution and provide Type I error control in testing problems involving general data generating distributions, null hypotheses, and test statistics.
