Handbook of Financial Time Series
Thu, 2 Apr 2009 01:04:29 +0200
This handbook presents a collection of survey articles from a statistical as well as an econometric point of view on the broad and still rapidly developing field of financial time series. It includes most of the relevant topics in the field, from fundamental probabilistic properties of financial time series models to estimation, forecasting, model fitting, extreme value behavior and ...
Monte Carlo and Quasi-Monte Carlo Sampling (Lemieux)
Wed, 1 Apr 2009 12:25:47 +0200
series: Springer Series in Statistics Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute.This book presents ...
Deconvolution Problems in Nonparametric Statistics (Meister)
Thu, 26 Mar 2009 07:05:25 +0100
series: Lecture Notes in Statistics This book gives an introduction to deconvolution problems in nonparametric statistics, e.g. density estimation based on contaminated data, errors-in-variables regression, and image reconstruction. Some real-life applications are discussed while we mainly focus on methodology (description of the estimation procedures) and theory (minimax convergence rates with rigorous proofs and ...
Medical Applications of Finite Mixture Models (Schlattmann)
Fri, 20 Mar 2009 01:03:05 +0100
series: Statistics for Biology and Health The book shows how to model heterogeneity in medical research with covariate adjusted finite mixture models. The areas of application include epidemiology, gene expression data, disease mapping, meta-analysis, neurophysiology and pharmacology. After an informal introduction the book provides and summarizes the mathematical background necessary to understand the algorithms.The ...
The Elements of Statistical Learning (Hastie et al.)
Thu, 5 Mar 2009 11:06:37 +0100
Data Mining, Inference, and Prediction, Second Edition
series: Springer Series in Statistics During the past decade there has been an explosion in computation and information technology. With it have come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. The challenge of understanding these data has led to the development of new tools in the field of statistics, and spawned new areas such as data mining, machine learning, and ...
Cancer Mortality and Morbidity Patterns in the U.S. Population (Manton et al.)
Sat, 28 Feb 2009 07:01:52 +0100
An Interdisciplinary Approach
series: Statistics for Biology and Health This book is the first of its kind to describe interdisciplinary approaches to biomedical studies. It views analyses of biomedical data sets, such as cancer morbidity and mortality, from a different and richer than classic epidemiological perspective by using mathematical modeling methods, including ones providing insights into probable mechanisms of human carcinogenesis.The book ...
Modeling Demographic Processes in Marked Populations
Fri, 6 Feb 2009 16:02:11 +0100
series: Environmental and Ecological Statistics Much of biology can be understood in terms of demography. It is the demographic processes of birth and death which govern rates of population growth and the rates at which gene frequencies change. The analysis of demographic processes in free-living organisms is, however, far from simple. Scientists from diverse fields in biology and statistics have united to address the challenges ...
Nonlinear Regression with R (Ritz et al.)
Wed, 4 Feb 2009 07:06:13 +0100
series: Use R R is a rapidly evolving lingua franca of graphical display and statistical analysis of experiments from the applied sciences. Currently, R offers a wide range of functionality for nonlinear regression analysis, but the relevant functions, packages and documentation are scattered across the R environment. This book provides a coherent and unified treatment of nonlinear ...
Statistics for Innovation
Thu, 25 Dec 2008 07:02:03 +0100
Statistical Design of "Continuous" Product Innovation The objective of this book is to illustrate statistical methodologies that incorporate physical and numerical experiments and that allow one to schedule and plan technological innovation, similar to any other productive activity. This methodology should be implemented through a structured procedure aimed at reducing the high rate of commercial failure characterizing actual ...
Introduction to Nonparametric Estimation (Tsybakov)
Sat, 13 Dec 2008 01:03:07 +0100
series: Springer Series in Statistics Methods of nonparametric estimation are located at the core of modern statistical science. The aim of this book is to give a short but mathematically self-contained introduction to the theory of nonparametric estimation. The emphasis is on the construction of optimal estimators; therefore the concepts of minimax optimality and adaptivity, as well as the oracle approach, occupy the ...
Business Statistics for Competitive Advantage with Excel 2007 (Fraser)
Fri, 12 Dec 2008 07:04:45 +0100
Basics, Model Building and Cases This text helps business students develop competitive advantages for use in their future careers as decision makers. Students learn to build models using logic and experience, produce statistics using Excel 2007 with shortcuts, and translate results into implications for decision makers. The author emphasizes communicating results effectively in plain English and with compelling ...
Lectures on Algebraic Statistics (Drton et al.)
Thu, 11 Dec 2008 01:07:30 +0100
series: Oberwolfach Seminars How does an algebraic geometer studying secant varieties further the understanding of hypothesis tests in statistics? Why would a statistician working on factor analysis raise open problems about determinantal varieties? Connections of this type are at the heart of the new field of "algebraic statistics". In this field, mathematicians and statisticians come together to ...
Clinical Prediction Models (Steyerberg)
Sat, 29 Nov 2008 07:08:32 +0100
A Practical Approach to Development, Validation, and Updating
series: Statistics for Biology and Health This book provides insight and practical illustrations on how modern statistical concepts and regression methods can be applied in medical prediction problems, including diagnostic and prognostic outcomes. Many advances have been made in statistical approaches towards outcome prediction, but these innovations are insufficiently applied in medical research. Old-fashioned, data ...
R for SAS and SPSS Users (Muenchen)
Thu, 27 Nov 2008 01:02:04 +0100
series: Statistics and Computing R is a powerful and free software system for data analysis and graphics, with over 1,200 add-on packages available. This book introduces R using SAS and SPSS terms with which you are already familiar. It demonstrates which of the add-on packages are most like SAS and SPSS and compares them to R's built-in functions. It steps through over 30 programs written ...
Statistical Inference, Econometric Analysis and Matrix Algebra
Fri, 21 Nov 2008 01:22:34 +0100
Festschrift in Honour of Götz Trenkler This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments and in the analysis of variance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and ...
Güncelleme:10.03.2010 19:40:56
