Author: Gauss M. Cordeiro
Publisher: Springer Science & Business Media
ISBN: 3642552552
Category : Mathematics
Languages : en
Pages : 113
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Book Description
This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.
Author: Fumiya Akashi
Publisher: Springer Nature
ISBN: 9811622647
Category : Mathematics
Languages : en
Pages : 117
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Book Description
This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 488
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Book Description
Author: Roger Bartlett
Publisher: Routledge
ISBN: 1135818177
Category : Science
Languages : en
Pages : 304
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Book Description
First published in 1996. Routledge is an imprint of Taylor & Francis, an informa company.
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 676
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Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Author: D.R. Helsel
Publisher: Elsevier
ISBN: 0080875084
Category : Science
Languages : en
Pages : 539
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Book Description
Data on water quality and other environmental issues are being collected at an ever-increasing rate. In the past, however, the techniques used by scientists to interpret this data have not progressed as quickly. This is a book of modern statistical methods for analysis of practical problems in water quality and water resources.The last fifteen years have seen major advances in the fields of exploratory data analysis (EDA) and robust statistical methods. The 'real-life' characteristics of environmental data tend to drive analysis towards the use of these methods. These advances are presented in a practical and relevant format. Alternate methods are compared, highlighting the strengths and weaknesses of each as applied to environmental data. Techniques for trend analysis and dealing with water below the detection limit are topics covered, which are of great interest to consultants in water-quality and hydrology, scientists in state, provincial and federal water resources, and geological survey agencies.The practising water resources scientist will find the worked examples using actual field data from case studies of environmental problems, of real value. Exercises at the end of each chapter enable the mechanics of the methodological process to be fully understood, with data sets included on diskette for easy use. The result is a book that is both up-to-date and immediately relevant to ongoing work in the environmental and water sciences.
Author: Peter J. Brockwell
Publisher: Springer Science & Business Media
ISBN: 1475725264
Category : Mathematics
Languages : en
Pages : 429
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Book Description
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Author: Mary Gibbons Natrella
Publisher: Courier Corporation
ISBN: 0486154556
Category : Mathematics
Languages : en
Pages : 562
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Book Description
A handbook for those seeking engineering information and quantitative data for designing, developing, constructing, and testing equipment. Covers the planning of experiments, the analyzing of extreme-value data; and more. 1966 edition. Index. Includes 52 figures and 76 tables.
Author: Bent Jorgensen
Publisher: CRC Press
ISBN: 9780412997112
Category : Mathematics
Languages : en
Pages : 264
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Book Description
The theory of dispersion models straddles both statistics and probability, and involves an encyclopedic collection of tools, such as exponential families, asymptotic theory, stochastic processes, Tauber theory, infinite divisibility, and stable distributions. The Theory of Dispersion Models introduces the reader to these models, which serve as error distributions for generalized linear models, and looks at their applications within this context.
Author: Steven James Bartlett
Publisher: Studies in Theory and Behavior
ISBN: 0578886464
Category : Philosophy
Languages : en
Pages : 886
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Book Description
The Critique of Impure Reason: Horizons of Possibility and Meaning comprises a major and important contribution to philosophy. It inaugurates a revolutionary paradigm shift in philosophical thought by providing compelling and long-sought-for solutions to a wide range of philosophical problems. In the process, the massive work fundamentally transforms the way in which the concepts of reference, meaning, and possibility are understood. The book includes a Foreword by the celebrated German philosopher and physicist Carl Friedrich von Weizsäcker. In Kant’s Critique of Pure Reason we find an analysis of the preconditions of experience and of knowledge. In contrast, but yet in parallel, the new Critique focuses upon the ways—unfortunately very widespread and often unselfconsciously habitual—in which many of the concepts that we employ conflict with the very preconditions of meaning and of knowledge. This is a book about the boundaries of frameworks and about the unrecognized conceptual confusions in which we become entangled when we attempt to transgress beyond the limits of the possible and meaningful. We tend either not to recognize or not to accept that we all-too-often attempt to trespass beyond the boundaries of the frameworks that make knowledge possible and the world meaningful. The Critique of Impure Reason proposes a bold, ground-breaking, and startling thesis: that a great many of the major philosophical problems of the past can be solved through the recognition of a viciously deceptive form of thinking to which philosophers as well as non-philosophers commonly fall victim. For the first time, the book advances and justifies the criticism that a substantial number of the questions that have occupied philosophers fall into the category of “impure reason,” violating the very conditions of their possible meaningfulness. The purpose of the study is twofold: first, to enable us to recognize the boundaries of what is referentially forbidden—the limits beyond which reference becomes meaningless—and second, to avoid falling victims to a certain broad class of conceptual confusions that lie at the heart of many major philosophical problems. As a consequence, the boundaries of possible meaning are determined. Bartlett, the author or editor of more than 20 books, is responsible for identifying this widespread and delusion-inducing variety of error, metalogical projection. It is a previously unrecognized and insidious form of erroneous thinking that undermines its own possibility of meaning. It comes about as a result of the pervasive human compulsion to seek to transcend the limits of possible reference and meaning. Based on original research and rigorous analysis combined with extensive scholarship, the Critique of Impure Reason develops a self-validating method that makes it possible to recognize, correct, and eliminate this major and pervasive form of fallacious thinking. In so doing, the book provides at last provable and constructive solutions to a wide range of major philosophical problems. CONTENTS AT A GLANCE Preface Foreword by Carl Friedrich von Weizsäcker Acknowledgments Avant-propos: A philosopher’s rallying call Introduction A note to the reader A note on conventions PART I WHY PHILOSOPHY HAS MADE NO PROGRESS AND HOW IT CAN 1 Philosophical-psychological prelude 2 Putting belief in its place: Its psychology and a needed polemic 3 Turning away from the linguistic turn: From theory of reference to metalogic of reference 4 The stepladder to maximum theoretical generality PART II THE METALOGIC OF REFERENCE A New Approach to Deductive, Transcendental Philosophy 5 Reference, identity, and identification 6 Self-referential argument and the metalogic of reference 7 Possibility theory 8 Presupposition logic, reference, and identification 9 Transcendental argumentation and the metalogic of reference 10 Framework relativity 11 The metalogic of meaning 12 The problem of putative meaning and the logic of meaninglessness 13 Projection 14 Horizons 15 De-projection 16 Self-validation 17 Rationality: Rules of admissibility PART III PHILOSOPHICAL APPLICATIONS OF THE METALOGIC OF REFERENCE Major Problems and Questions of Philosophy and the Philosophy of Science 18 Ontology and the metalogic of reference 19 Discovery or invention in general problem-solving, mathematics, and physics 20 The conceptually unreachable: “The far side” 21 The projections of the external world, things-in-themselves, other minds, realism, and idealism 22 The projections of time, space, and space-time 23 The projections of causality, determinism, and free will 24 Projections of the self and of solipsism 25 Non-relational, agentless reference and referential fields 26 Relativity physics as seen through the lens of the metalogic of reference 27 Quantum theory as seen through the lens of the metalogic of reference 28 Epistemological lessons learned from and applicable to relativity physics and quantum theory PART IV HORIZONS 29 Beyond belief 30 Critique of Impure Reason: Its results in retrospect SUPPLEMENT The Formal Structure of the Metalogic of Reference APPENDIX I: The Concept of Horizon in the Work of Other Philosophers APPENDIX II: Epistemological Intelligence References Index About the author
