Quasi Likelihood And Its Application
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Quasi Likelihood And Its Application
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Author : Christopher C. Heyde
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-01-08
Quasi Likelihood And Its Application written by Christopher C. Heyde 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 2008-01-08 with Mathematics categories.
The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Quasi Likelihood And Its Application
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Author : C. C. Heyde
language : en
Publisher: Springer Science & Business Media
Release Date : 1997-07-31
Quasi Likelihood And Its Application written by C. C. Heyde 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 1997-07-31 with Mathematics categories.
The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Local Polynomial Modelling And Its Applications
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Author : Jianqing Fan
language : en
Publisher: Routledge
Release Date : 2018-05-02
Local Polynomial Modelling And Its Applications written by Jianqing Fan and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-02 with Mathematics categories.
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.
The Asymptotic Quasi Likelihood And Its Application On Linear Models
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Author : Neofitas Sifa Mvoi
language : en
Publisher:
Release Date : 1998
The Asymptotic Quasi Likelihood And Its Application On Linear Models written by Neofitas Sifa Mvoi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Estimation theory categories.
Statistical Foundations Of Actuarial Learning And Its Applications
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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
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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.
Econometric Modelling With Time Series
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Author : Vance Martin
language : en
Publisher: Cambridge University Press
Release Date : 2013
Econometric Modelling With Time Series written by Vance Martin 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 2013 with Business & Economics categories.
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- publisher.
Handbook Of Beta Distribution And Its Applications
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Author : Arjun K. Gupta
language : en
Publisher: CRC Press
Release Date : 2004-06-21
Handbook Of Beta Distribution And Its Applications written by Arjun K. Gupta and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-21 with Mathematics categories.
A milestone in the published literature on the subject, this first-ever Handbook of Beta Distribution and Its Applications clearly enumerates the properties of beta distributions and related mathematical notions. It summarizes modern applications in a variety of fields, reviews up-and-coming progress from the front lines of statistical research and practice, and demonstrates the applicability of beta distributions in fields such as economics, quality control, soil science, and biomedicine. The book discusses the centrality of beta distributions in Bayesian inference, the beta-binomial model and applications of the beta-binomial distribution, and applications of Dirichlet integrals.
Stochastic Analysis With Financial Applications
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Author : Arturo Kohatsu-Higa
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-07-22
Stochastic Analysis With Financial Applications written by Arturo Kohatsu-Higa 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 2011-07-22 with Mathematics categories.
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.
Time Series Analysis And Its Applications
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Author : Robert H. Shumway
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-10-12
Time Series Analysis And Its Applications written by Robert H. Shumway 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 2006-10-12 with Mathematics categories.
The second edition marks a substantial change to the ?rst edition. P- haps the most signi?cant change is the introduction of examples based on the freeware R package. The package, which runs on most operating systems, can be downloaded from The Comprehensive R Archive Network (CRAN) at http://cran. r-project. org/ or any one of its mirrors. Readers who have experience with the S-PLUS R package will have no problem working with R. For novices, R installs some help manuals, and CRAN supplies links to contributed tutorials such as R for Beginners. In our examples, we assume the reader has downloaded and installed R and has downloaded the nec- sary data ?les. The data ?les can be downloaded from the website for the text,http://www. stat. pitt. edu/stoffer/tsa2/ or any one of its mirrors. We will also provide additional code and other information of interest on the text’s website. Most of the material that would be given in an introductory course on time series analysis has associated R code. Although examples are given in R, the material is not R-dependent. In courses we have given using a preliminary version of the new edition of the text, students were allowed to use any package of preference. Although most students used R (or S-PLUS), a number of them completed the course successfully using other programs such R R R as ASTSA, MATLAB ,SAS , and SPSS . Another substantial change from the ?rst edition is that the material has beendividedintosmallerchapters.