On New Developments in Statistical Inference for Measures of Divergence PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download On New Developments in Statistical Inference for Measures of Divergence PDF full book. Access full book title On New Developments in Statistical Inference for Measures of Divergence by Kyriakos Matthaiou. Download full books in PDF and EPUB format.
Author: Kyriakos Matthaiou
Publisher:
ISBN:
Category : Divergent series
Languages : en
Pages : 101
Get Book Here
Book Description
Author: Kyriakos Matthaiou
Publisher:
ISBN:
Category : Divergent series
Languages : en
Pages : 101
Get Book Here
Book Description
Author: Leandro Pardo
Publisher: CRC Press
ISBN: 1420034812
Category : Mathematics
Languages : en
Pages : 513
Get Book Here
Book Description
The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this p
Author: Leandro Pardo
Publisher: MDPI
ISBN: 3038979368
Category : Social Science
Languages : en
Pages : 344
Get Book Here
Book Description
This book presents new and original research in Statistical Information Theory, based on minimum divergence estimators and test statistics, from a theoretical and applied point of view, for different statistical problems with special emphasis on efficiency and robustness. Divergence statistics, based on maximum likelihood estimators, as well as Wald’s statistics, likelihood ratio statistics and Rao’s score statistics, share several optimum asymptotic properties, but are highly non-robust in cases of model misspecification under the presence of outlying observations. It is well-known that a small deviation from the underlying assumptions on the model can have drastic effect on the performance of these classical tests. Specifically, this book presents a robust version of the classical Wald statistical test, for testing simple and composite null hypotheses for general parametric models, based on minimum divergence estimators.
Author: Leandro Pardo
Publisher: Chapman and Hall/CRC
ISBN: 9781584886006
Category : Mathematics
Languages : en
Pages : 512
Get Book Here
Book Description
The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach. Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, presenting the interesting possibility of introducing alternative test statistics to classical ones like Wald, Rao, and likelihood ratio. Each chapter concludes with exercises that clarify the theoretical results and present additional results that complement the main discussions. Clear, comprehensive, and logically developed, this book offers a unique opportunity to gain not only a new perspective on some standard statistics problems, but the tools to put it into practice.
Author: Ayanendranath Basu
Publisher: CRC Press
ISBN: 1420099663
Category : Computers
Languages : en
Pages : 424
Get Book Here
Book Description
In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by "Minimum Distance Estimation" is literally huge. Filling a statistical resource gap, Stati
Author: Vlad Stefan Barbu
Publisher: John Wiley & Sons
ISBN: 1786306034
Category : Mathematics
Languages : en
Pages : 288
Get Book Here
Book Description
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Author: Yogendra P. Chaubey
Publisher: World Scientific
ISBN: 981441798X
Category : Business & Economics
Languages : en
Pages : 276
Get Book Here
Book Description
This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics held together with the 20th conference of the Forum for Interdisciplinary Mathematics titled, OC Interdisciplinary Mathematical & Statistical TechniquesOCO. These papers cover a wide range of topics from applications of Mathematics and Statistics such as Selection Bias in Surveys, Biomarker Discovery, Analysis of Earth Temperature, Supply Chain Management, Trimmed ANOVA, Zero-inflated Data, Non-Gaussian Time Series, and Stochastic Ordering; Classification, Nonparametric Test, and Jackknifed Ridge Estimator; Bayes Factor; Random Graphs and Error Correcting Codes; Meta Analysis; and National Health Plans and Risk Reduction through Supply Chain.The topics have been reviewed by experts in the field and the selected papers are expected to provide a topical resource on the subjects concerned.
Author: Aman Ullah
Publisher: CRC Press
ISBN: 1482269902
Category : Business & Economics
Languages : en
Pages : 646
Get Book Here
Book Description
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.
Author: V.V. Rykov
Publisher: Springer Science & Business Media
ISBN: 0817649719
Category : Technology & Engineering
Languages : en
Pages : 465
Get Book Here
Book Description
The book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability. Written by renowned experts in the field of reliability, the contributions cover a wide range of applications, reflecting recent developments in areas such as survival analysis, aging, lifetime data analysis, artificial intelligence, medicine, carcinogenesis studies, nuclear power, financial modeling, aircraft engineering, quality control, and transportation. Mathematical and Statistical Models and Methods in Reliability is an excellent reference text for researchers and practitioners in applied probability and statistics, industrial statistics, engineering, medicine, finance, transportation, the oil and gas industry, and artificial intelligence.
Author: Vlad Stefan Barbu
Publisher: John Wiley & Sons
ISBN: 1119779413
Category : Mathematics
Languages : en
Pages : 288
Get Book Here
Book Description
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
