Download or read book Multivariate Empirical Processes written by J. H. J. Einmahl and published by . This book was released on 1987 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Empirical Processes and Semiparametric Inference written by Michael R. Kosorok and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.

Download or read book Growth properties of multivariate empirical processes written by Frits H. Ruymgaart and published by . This book was released on 1982 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some properties of weighted multivariate empirical processes written by Frits H. Ruymgaart and published by . This book was released on 1982 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Processes written by David Pollard and published by IMS. This book was released on 1990 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Distributions and Processes written by P. Gänssler and published by Springer. This book was released on 2006-11-14 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dependence Modeling written by Harry Joe and published by World Scientific. This book was released on 2011 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling count variables with specified Pearson correlation : A comparison between a naive and a C-vine sampling approach / V. Erhardt and C. Czado -- 5. Micro correlations and tail dependence / R.M. Cooke, C. Kousky and H. Joe -- 6. The Copula information criterion and Its implications for the maximum pseudo-likelihood estimator / S. Gronneberg -- 7. Dependence comparisons of vine copulae with four or more variables / H. Joe -- 8. Tail dependence in vine copulae / H. Joe -- 9. Counting vines / O. Morales-Napoles -- 10. Regular vines : Generation algorithm and number of equivalence classes / H. Joe, R.M. Cooke and D. Kurowicka -- 11. Optimal truncation of vines / D. Kurowicka -- 12. Bayesian inference for D-vines : Estimation and model selection / C. Czado and A. Min -- 13. Analysis of Australian electricity loads using joint Bayesian inference of D-vines with autoregressive margins / C. Czado, F. Gartner and A. Min -- 14. Non-parametric Bayesian belief nets versus vines / A. Hanea -- 15. Modeling dependence between financial returns using pair-copula constructions / K. Aas and D. Berg -- 16. Dynamic D-vine model / A. Heinen and A. Valdesogo -- 17. Summary and future directions / D. Kurowicka

Download or read book Bayesian Multivariate Time Series Methods for Empirical Macroeconomics written by Gary Koop and published by Now Publishers Inc. This book was released on 2010 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These models have been developed to address the fact that most questions of interest to empirical macroeconomists involve several variables and must be addressed using multivariate time series methods. Many different multivariate time series models have been used in macroeconomics, but Vector Autoregressive (VAR) models have been among the most popular. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice, discuss the advantages and disadvantages of each and offer tips on when and why each model can be used.

Download or read book Criteria for weak convergence of weigted multivariate empirical processes indexed by points orf rectangles written by Johannes H. Einmahl and published by . This book was released on 1983 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Smoothing of Multivariate Data written by Jussi Sakari Klemelä and published by John Wiley & Sons. This book was released on 2009-09-04 with total page 641 pages. Available in PDF, EPUB and Kindle. Book excerpt: An applied treatment of the key methods and state-of-the-art tools for visualizing and understanding statistical data Smoothing of Multivariate Data provides an illustrative and hands-on approach to the multivariate aspects of density estimation, emphasizing the use of visualization tools. Rather than outlining the theoretical concepts of classification and regression, this book focuses on the procedures for estimating a multivariate distribution via smoothing. The author first provides an introduction to various visualization tools that can be used to construct representations of multivariate functions, sets, data, and scales of multivariate density estimates. Next, readers are presented with an extensive review of the basic mathematical tools that are needed to asymptotically analyze the behavior of multivariate density estimators, with coverage of density classes, lower bounds, empirical processes, and manipulation of density estimates. The book concludes with an extensive toolbox of multivariate density estimators, including anisotropic kernel estimators, minimization estimators, multivariate adaptive histograms, and wavelet estimators. A completely interactive experience is encouraged, as all examples and figurescan be easily replicated using the R software package, and every chapter concludes with numerous exercises that allow readers to test their understanding of the presented techniques. The R software is freely available on the book's related Web site along with "Code" sections for each chapter that provide short instructions for working in the R environment. Combining mathematical analysis with practical implementations, Smoothing of Multivariate Data is an excellent book for courses in multivariate analysis, data analysis, and nonparametric statistics at the upper-undergraduate and graduatelevels. It also serves as a valuable reference for practitioners and researchers in the fields of statistics, computer science, economics, and engineering.

Download or read book Criteria for Weak Convergence of Weighted Multivariate Empirical Processes Indexed by Points Or Rectangles Weak Convergence of Weighted Multivariate Empirical Processes written by J. H. J. Einmahl and published by . This book was released on 1983 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weighted Quantile and Multivariate Empirical Processes three Papers written by M. (Miklós) Csörg̋o and published by Laboratory for research in Statistics and Probability, Carleton University = Laboratoire de recherche en statistique et probabilités, Carleton University. This book was released on 1988 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the moments of the modulus of continuity of multivariate empirical processes written by J. H. J. Einmahl and published by . This book was released on 1983 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A strong law for the normalized multivariate empirical process written by John H. J. Einmahl and published by . This book was released on 1984 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Weak and Strong Approximations of the Quantile and Multivariate Empirical Processes when Parameters are Estimated and Some Distribution free K sample Tests written by Murray David Burke and published by . This book was released on 1976 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Strong Law for the Oscillation Modulus of the Multivariate Empirical Process written by Johannes H. Einmahl and published by . This book was released on 1984 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Processes for Estimated Projections of Multivariate Normal Vectors with Applications to E D F and Correlation Type Goodness of Fit Tests written by Christopher P. Saunders and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: