Application Of The Saddlepoint Approximation To Estimating The Variance Of A Function
DOWNLOAD
Download Application Of The Saddlepoint Approximation To Estimating The Variance Of A Function PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Application Of The Saddlepoint Approximation To Estimating The Variance Of A Function book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Application Of The Saddlepoint Approximation To Estimating The Variance Of A Function
DOWNLOAD
Author : Ying-ming Jou
language : en
Publisher:
Release Date : 1997
Application Of The Saddlepoint Approximation To Estimating The Variance Of A Function written by Ying-ming Jou and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
Saddlepoint Approximations With Applications
DOWNLOAD
Author : Ronald W. Butler
language : en
Publisher: Cambridge University Press
Release Date : 2007-08-16
Saddlepoint Approximations With Applications written by Ronald W. Butler and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-16 with Mathematics categories.
Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.
Mathematical Statistics Theory And Applications
DOWNLOAD
Author :
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Mathematical Statistics Theory And Applications written by and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "Mathematical Statistics Theory and Applications".
Statistical Foundations Of Actuarial Learning And Its Applications
DOWNLOAD
Author : Mr. Rohit Manglik
language : en
Publisher: EduGorilla Publication
Release Date : 2024-06-29
Statistical Foundations Of Actuarial Learning And Its Applications written by Mr. Rohit Manglik and has been published by EduGorilla Publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-29 with Mathematics categories.
EduGorilla Publication is a trusted name in the education sector, committed to empowering learners with high-quality study materials and resources. Specializing in competitive exams and academic support, EduGorilla provides comprehensive and well-structured content tailored to meet the needs of students across various streams and levels.
Statistical Foundations Of Actuarial Learning And Its Applications
DOWNLOAD
Author : Mario V. Wüthrich
language : en
Publisher: Springer Nature
Release Date : 2022-11-22
Statistical Foundations Of Actuarial Learning And Its Applications written by Mario V. Wüthrich and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-22 with Mathematics categories.
This open access book discusses the statistical modeling of insurance problems, a process which comprises data collection, data analysis and statistical model building to forecast insured events that may happen in the future. It presents the mathematical foundations behind these fundamental statistical concepts and how they can be applied in daily actuarial practice. Statistical modeling has a wide range of applications, and, depending on the application, the theoretical aspects may be weighted differently: here the main focus is on prediction rather than explanation. Starting with a presentation of state-of-the-art actuarial models, such as generalized linear models, the book then dives into modern machine learning tools such as neural networks and text recognition to improve predictive modeling with complex features. Providing practitioners with detailed guidance on how to apply machine learning methods to real-world data sets, and how to interpret the results without losing sight of the mathematical assumptions on which these methods are based, the book can serve as a modern basis for an actuarial education syllabus.
Saddlepoint Approximations
DOWNLOAD
Author : Jens Ledet Jensen
language : en
Publisher: Oxford University Press
Release Date : 1995
Saddlepoint Approximations written by Jens Ledet Jensen and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
Although introduced more than 60 years ago it is only during the last 15 years that there has been a systematic development of saddlepoint approximations. These approximations give a highly accurate expression for the tail of a distribution, not only in the centre of the distribution but also for very small tail probabilities. The price for this is a more cumbersome formula, the evaluation of which sometimes requires the use of a small personal computer. This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject. The emphasis is two- fold. One is on popularizing the formulae through many worked out and ready to use examples. The second is on giving a comprehensive mathematical background for further research in the field. Some of the major subjects treated are uniformity of the approximations, tests in exponential families, and compound sums with applications in insurance mathematics.
Bootstrap Methods And Their Application
DOWNLOAD
Author : A. C. Davison
language : en
Publisher: Cambridge University Press
Release Date : 1997-10-28
Bootstrap Methods And Their Application written by A. C. Davison and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-28 with Computers categories.
Disk contains the library functions and documentation for use with Splus for Windows.
Econometric Methods And Their Applications In Finance Macro And Related Fields
DOWNLOAD
Author : Kaddour Hadri
language : en
Publisher: World Scientific
Release Date : 2014
Econometric Methods And Their Applications In Finance Macro And Related Fields written by Kaddour Hadri and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Business & Economics categories.
The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the OC chaptersOCO of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models'' ability to generate meaningful scenarios for forecasting and policy analysis. Contents: Financial Econometrics and International Finance: Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-Based Multivariate Approach (Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano); Financial Risk Management Using Asymmetric Heavy-Tailed Distribution and Nonlinear Dependence Structures of Asset Returns Under Discontinuous Dynamics (Alaa El-Shazly); Modeling Time-Varying Dependence in the Term Structure of Interest Rates (Diaa Noureldin); Nonlinear Filtering and Market Implied Rating for a Jump-Diffusion Structural Model of Credit Risk (Alaa El-Shazly); Time-Varying Optimal Weights for International Asset Allocation in African and South Asian Markets (Dalia El-Edel); Econometric Theory and Methods: Econometric Methods for Ordered Responses: Some Recent Developments (Franco Peracchi); Which Quantile Is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression (Anil K Bera, Antonio F Galvao Jr., Gabriel V Montes-Rojas, Sung Y Park); The Experimetrics of Fairness (Anna Conte and Peter Moffatt); Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models (Pascal Lavergne and Pierre Nguimkeu); Joint LM Test for Homoscedasticity in a Two Way Error Components Model (Eugene Kouassi, Joel Sango, J M BossonBrou and Kern O Kymn); An Approximation to the Distribution of the Pooled Estimator When the Time Series Equation Is One of a Complete System (Ghazal Amer and William Mikhail); Monetary, Labor, Environmental and Other Econometric Applications: Monetary Policy and the Role of the Exchange Rate in Egypt (Tarek Morsi and Mai El-Mossallamy); International Migration, Remittances and Household Poverty Status in Egypt (Rania Roushdy, Ragui Assaad and Ali Rashed); Determinants of Job Quality and Wages of the Working Poor: Evidence From 1998OCo2006 Egypt Labor Market Panel Survey (Mona Said); A Contract-Theoretic Model of Conservation Agreements (Heidi Gjertsen, Theodore Groves, David A Miller, Eduard Niesten, Dale Squires and Joel Watson); Household Environment and Child Health in Egypt (Mahmoud Hailat and Franco Peracchi); Modeling the Relationship between Natural Resource Abundance, Economic Growth, and the Environment: A Cross-Country Study (Hala Abou-Ali and Yasmine M Abdelfattah); Global Cement Industry: Competitive and Institutional Frameworks (Tarek H Selim and Ahmed S Salem); On the Occurrence of Ponzi Schemes in Presence of Credit Restrictions Penalizing Default (Abdelkrim Seghir); Is Targeted Advertising Always Beneficial? (Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel). Readership: Graduate students and researchers in the fields of econometrics, economic theory, applied econometrics.
Inference Asymptotics And Applications
DOWNLOAD
Author : Nancy Reid
language : en
Publisher: World Scientific
Release Date : 2017-03-10
Inference Asymptotics And Applications written by Nancy Reid and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-10 with Mathematics categories.
This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.
Directions In Robust Statistics And Diagnostics
DOWNLOAD
Author : Werner Stahel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Directions In Robust Statistics And Diagnostics written by Werner Stahel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.