Michal Pešta – författare
Analytical Methods in Statistics
AMISTAT, Liberec, Czech Republic, September 2019
1 089 kr
Skickas inom 10-15 vardagar
1 367 kr
Läs direkt efter köp
This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019. Real-life problems demand statistical solutions, which in turn require new and profound mathematical methods. As such, the book is not only a collection of solved problems but also a source of new methods and their practical extensions. The authoritative contributions focus on analytical methods in statistics, asymptotics, estimation and Fisher information, robustness, stochastic models and inequalities, and other related fields; further, they address e.g. average autoregression quantiles, neural networks, weighted empirical minimum distance estimators, implied volatility surface estimation, the Grenander estimator, non-Gaussian component analysis, meta learning, and high-dimensional errors-in-variables models.
1 389 kr
Skickas inom 5-8 vardagar
2 171 kr
Skickas inom 10-15 vardagar
2 741 kr
Läs direkt efter köp
1 197 kr
Skickas inom 10-15 vardagar
1 344 kr
Läs direkt efter köp
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.
1 197 kr
Skickas inom 10-15 vardagar