Jianqing Fan - Böcker

Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques. Theaimofthisbookistoadvocatethosemodernnonparametrictechniques that have proven useful for analyzing real time series data, and to provoke further research in both methodology and theory for nonparametric time series analysis. Modern computers and the information age bring us opportunities with challenges. Technological inventions have led to the explosion in data c- lection (e.g., daily grocery sales, stock market trading, microarray data). The Internet makes big data warehouses readily accessible. Although cl- sic parametric models, which postulate global structures for underlying systems, are still very useful, large data sets prompt the search for more re?nedstructures,whichleadstobetterunderstandingandapproximations of the real world. Beyond postulated parametric models, there are in?nite other possibilities. Nonparametric techniques provide useful exploratory tools for this venture, including the suggestion of new parametric models and the validation of existing ones.

Data-analytic approaches to regression problems, arising from many scientific disciplines are described in this book. The aim of these nonparametric methods is to relax assumptions on the form of a regression function and to let data search for a suitable function that describes the data well. The use of these nonparametric functions with parametric techniques can yield very powerful data analysis tools. Local polynomial modeling and its applications provides an up-to-date picture on state-of-the-art nonparametric regression techniques. The emphasis of the book is on methodologies rather than on theory, with a particular focus on applications of nonparametric techniques to various statistical problems. High-dimensional data-analytic tools are presented, and the book includes a variety of examples. This will be a valuable reference for research and applied statisticians, and will serve as a textbook for graduate students and others interested in nonparametric regression.

Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the various methods. This book grew out of a course at Princeton University which is one of the world's flagship programs in computational finance and financial engineering. It will therefore be useful for those with an economics and finance background who are looking to sharpen their quantitative skills, and also for those with strong quantitative skills who want to learn how to apply them to finance.

This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.

Statistical Foundations of Data Science gives a thorough introduction to commonly used statistical models, contemporary statistical machine learning techniques and algorithms, along with their mathematical insights and statistical theories. It aims to serve as a graduate-level textbook and a research monograph on high-dimensional statistics, sparsity and covariance learning, machine learning, and statistical inference. It includes ample exercises that involve both theoretical studies as well as empirical applications.The book begins with an introduction to the stylized features of big data and their impacts on statistical analysis. It then introduces multiple linear regression and expands the techniques of model building via nonparametric regression and kernel tricks. It provides a comprehensive account on sparsity explorations and model selections for multiple regression, generalized linear models, quantile regression, robust regression, hazards regression, among others. High-dimensional inference is also thoroughly addressed and so is feature screening. The book also provides a comprehensive account on high-dimensional covariance estimation, learning latent factors and hidden structures, as well as their applications to statistical estimation, inference, prediction and machine learning problems. It also introduces thoroughly statistical machine learning theory and methods for classification, clustering, and prediction. These include CART, random forests, boosting, support vector machines, clustering algorithms, sparse PCA, and deep learning.

This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.

During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics.Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets.This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel's distinguished contributions.

During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics.Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets.This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel's distinguished contributions.

The collection and analysis of data play an important role in many ?elds of science and technology, such as computational biology, quantitative ?nance, information engineering, machine learning, neuroscience, medicine, and the social sciences.

The collection and analysis of data play an important role in many ?elds of science and technology, such as computational biology, quantitative ?nance, information engineering, machine learning, neuroscience, medicine, and the social sciences.

This book furthers new and exciting developments in experimental designs, multivariate analysis, biostatistics, model selection and related subjects. It features articles contributed by many prominent and active figures in their fields. These articles cover a wide array of important issues in modern statistical theory, methods and their applications. Distinctive features of the collections of articles are their coherence and advance in knowledge discoveries.