Associated Sequences Demimartingales And Nonparametric Inference
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Associated Sequences Demimartingales And Nonparametric Inference
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Author : B.L.S. Prakasa Rao
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-02-02
Associated Sequences Demimartingales And Nonparametric Inference written by B.L.S. Prakasa Rao 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 2012-02-02 with Mathematics categories.
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.
Nonparametric Inference
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Author : Z. Govindarajulu
language : en
Publisher: World Scientific
Release Date : 2007
Nonparametric Inference written by Z. Govindarajulu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
This book provides a solid foundation on nonparametric inference for students taking a graduate course in nonparametric statistics and serves as an easily accessible source for researchers in the area.With the exception of some sections requiring familiarity with measure theory, readers with an advanced calculus background will be comfortable with the material.
Estimation Of Stochastic Processes With Stationary Increments And Cointegrated Sequences
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Author : Maksym Luz
language : en
Publisher: John Wiley & Sons
Release Date : 2019-09-20
Estimation Of Stochastic Processes With Stationary Increments And Cointegrated Sequences written by Maksym Luz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-20 with Mathematics categories.
Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with stationary increments. It focuses on the estimation of functionals of unobserved values for stochastic processes with stationary increments, including ARIMA processes, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast), interpolation (missed values estimation) and filtering (smoothing) problems based on observations with and without noise, in discrete and continuous time domains. Extending the classical approach applied when the spectral densities of the processes are known, the minimax method of estimation is developed for a case where the spectral information is incomplete and the relations that determine the least favorable spectral densities for the optimal estimations are found.
Non Stationary Stochastic Processes Estimation
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Author : Maksym Luz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-05-20
Non Stationary Stochastic Processes Estimation written by Maksym Luz 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 2024-05-20 with Business & Economics categories.
The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.
Nonparametric Inference
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Author :
language : en
Publisher:
Release Date :
Nonparametric Inference written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Nonparametric Statistical Inference
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Author : Jean Dickinson Gibbons
language : en
Publisher: CRC Press
Release Date : 2020-12-21
Nonparametric Statistical Inference written by Jean Dickinson Gibbons and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-21 with Mathematics categories.
Praise for previous editions: "... a classic with a long history." – Statistical Papers "The fact that the first edition of this book was published in 1971 ... [is] testimony to the book’s success over a long period." – ISI Short Book Reviews "... one of the best books available for a theory course on nonparametric statistics. ... very well written and organized ... recommended for teachers and graduate students." – Biometrics "... There is no competitor for this book and its comprehensive development and application of nonparametric methods. Users of one of the earlier editions should certainly consider upgrading to this new edition." – Technometrics "... Useful to students and research workers ... a good textbook for a beginning graduate-level course in nonparametric statistics." – Journal of the American Statistical Association Since its first publication in 1971, Nonparametric Statistical Inference has been widely regarded as the source for learning about nonparametrics. The Sixth Edition carries on this tradition and incorporates computer solutions based on R. Features Covers the most commonly used nonparametric procedures States the assumptions, develops the theory behind the procedures, and illustrates the techniques using realistic examples from the social, behavioral, and life sciences Presents tests of hypotheses, confidence-interval estimation, sample size determination, power, and comparisons of competing procedures Includes an Appendix of user-friendly tables needed for solutions to all data-oriented examples Gives examples of computer applications based on R, MINITAB, STATXACT, and SAS Lists over 100 new references Nonparametric Statistical Inference, Sixth Edition, has been thoroughly revised and rewritten to make it more readable and reader-friendly. All of the R solutions are new and make this book much more useful for applications in modern times. It has been updated throughout and contains 100 new citations, including some of the most recent, to make it more current and useful for researchers.
Nonparametric Statistical Inference
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Author : Jean Dickinson Gibbons
language : en
Publisher: McGraw-Hill Companies
Release Date : 1970
Nonparametric Statistical Inference written by Jean Dickinson Gibbons and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Mathematics categories.
Entwurf Und Analyse Von Kommunikationsnetzen
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Author : Ulrich Killat
language : de
Publisher: Springer-Verlag
Release Date : 2015-12-14
Entwurf Und Analyse Von Kommunikationsnetzen written by Ulrich Killat and has been published by Springer-Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-14 with Technology & Engineering categories.
Dieses Lehrbuch ist eine einführende Darstellung verschiedener Verfahren des Entwurfs und der Analyse von Kommunikationsnetzen. Nachrichtentechniker und Informatiker mit dem Schwerpunkt „Kommunikationsnetze“ sollten damit vertraut sein. Es spannt einen Bogen von exakten Planungsverfahren (sowie entsprechenden Näherungsverfahren) über Leistungsbewertung mit Hilfe der Warteschlangentheorie bis hin zu Verfahren, die Schranken für Ende-zu-Ende Leistungsparameter in Netzen bestimmen. Das Buch legt Wert auf die Zusammenhänge zwischen den einzelnen Themen, die üblicherweise in getrennten Fachbüchern behandelt werden. Der Autor weckt ein intuitives Verständnis für die beschriebenen Verfahren, weswegen viele mathematische Voraussetzungen und Zusammenhänge in Anhängen behandelt werden. Beispiele aus eigenen Forschungsarbeiten dienen vielfach zur Verdeutlichung der vermittelten Sachverhalte. Hinweise zur Lösung aller Aufgaben finden sich auf der Plattform „DozentenPlus“ . Hier sind auch drei englischsprachige Power Point Präsentationen verfügbar, in denen der Stoff der drei Teile des Buches für Vorlesungen aufbereitet ist.
Asymptotic Theory Of Weakly Dependent Random Processes
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Author : Emmanuel Rio
language : en
Publisher: Springer
Release Date : 2017-04-13
Asymptotic Theory Of Weakly Dependent Random Processes written by Emmanuel Rio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-13 with Mathematics categories.
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
Asymptotics For Associated Random Variables
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Author : Paulo Eduardo Oliveira
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-11
Asymptotics For Associated Random Variables written by Paulo Eduardo Oliveira 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 2012-01-11 with Mathematics categories.
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics. As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.