Download or read book Asymptotic Properties of Parametric and Nonparametric Estimators of Continuous and Discrete Time Markov Processes written by Valentina Corradi and published by . This book was released on 1994 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Parametric and Semiparametric Models with Applications to Reliability Survival Analysis and Quality of Life written by M.S. Nikulin and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in "real-world" reliability theory, survival analysis, and related fields. Specific topics covered include: * cancer prognosis using survival forests * short-term health problems related to air pollution: analysis using semiparametric generalized additive models * semiparametric models in the studies of aging and longevity This book will be of use as a reference text for general statisticians, theoreticians, graduate students, reliability engineers, health researchers, and biostatisticians working in applied probability and statistics.

Download or read book Advances in Econometrics Volume 1 written by Christopher A. Sims and published by Cambridge University Press. This book was released on 1996-03-07 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first of a two-volume set of articles reflecting the current state of research in econometrics.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1995 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 2009-10-19 with total page 809 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. - Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity - Contributors include Nobel Laureate Robert Engle and leading econometricians - Offers a clarity of method and explanation unavailable in other financial econometrics collections

Download or read book College of Engineering written by University of Michigan. College of Engineering and published by UM Libraries. This book was released on 1970 with total page 1092 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book University of Michigan Official Publication written by University of Michigan and published by UM Libraries. This book was released on 1973 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each number is the catalogue of a specific school or college of the University.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1985 with total page 1346 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Semi Markov Chains and Hidden Semi Markov Models toward Applications written by Vlad Stefan Barbu and published by Springer Science & Business Media. This book was released on 2009-01-07 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Download or read book Orthonormal Series Estimators written by Odile Pons and published by World Scientific. This book was released on 2020-01-22 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The approximation and the estimation of nonparametric functions by projections on an orthonormal basis of functions are useful in data analysis. This book presents series estimators defined by projections on bases of functions, they extend the estimators of densities to mixture models, deconvolution and inverse problems, to semi-parametric and nonparametric models for regressions, hazard functions and diffusions. They are estimated in the Hilbert spaces with respect to the distribution function of the regressors and their optimal rates of convergence are proved. Their mean square errors depend on the size of the basis which is consistently estimated by cross-validation. Wavelets estimators are defined and studied in the same models.The choice of the basis, with suitable parametrizations, and their estimation improve the existing methods and leads to applications to a wide class of models. The rates of convergence of the series estimators are the best among all nonparametric estimators with a great improvement in multidimensional models. Original methods are developed for the estimation in deconvolution and inverse problems. The asymptotic properties of test statistics based on the estimators are also established.

Download or read book Mathematical Reviews written by and published by . This book was released on 2006 with total page 980 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Point Processes and Their Statistical Inference written by Alan Karr and published by Routledge. This book was released on 2017-09-06 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.

Download or read book Journal of Economic Literature written by and published by . This book was released on 1996 with total page 1272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1998 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.