Nonparametric Statistics : 4th ISNPS, Salerno, Italy, June 2018. 1st ed. 2020

種類:

電子ブック

責任表示:

edited by Michele La Rocca, Brunero Liseo, Luigi Salmaso

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2020

著者名:

• La Rocca, Michele.
• Liseo, Brunero.
• Salmaso, Luigi.
• SpringerLink (Online service)

シリーズ名:

Springer Proceedings in Mathematics & Statistics ; 339

ISBN:

9783030573065 [3030573060]    

注記:

Preface -- Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) -- Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) -- Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) -- Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) -- Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) -- An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) -- A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster valu
Highlighting the latest advances in nonparametric and semiparametric statistics, this book gathers selected peer-reviewed contributions presented at the 4th Conference of the International Society for Nonparametric Statistics (ISNPS), held in Salerno, Italy, on June 11-15, 2018. It covers theory, methodology, applications and computational aspects, addressing topics such as nonparametric curve estimation, regression smoothing, models for time series and more generally dependent data, varying coefficient models, symmetry testing, robust estimation, and rank-based methods for factorial design. It also discusses nonparametric and permutation solutions for several different types of data, including ordinal data, spatial data, survival data and the joint modeling of both longitudinal and time-to-event data, permutation and resampling techniques, and practical applications of nonparametric statistics. The International Society for Nonparametric Statistics is a unique global organization, and its international confe

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