Analytical Methods in Statistics : AMISTAT, Prague, November 2015. 1st ed. 2017

種類:

電子ブック

責任表示:

edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2017

著者名:

• Antoch, Jaromír.
• Jurečková, Jana.
• Maciak, Matúš.
• Pešta, Michal.
• SpringerLink (Online service)

シリーズ名:

Springer Proceedings in Mathematics & Statistics ; 193

ISBN:

9783319513133 [3319513133]    

注記:

Preface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression Quantile and Averaged Regression Quantile Processes (Jana Jurečková) -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- On Existence of Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad).
This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.

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