Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by Springer Science & Business Media. This book was released on 2008-01-19 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.
Download or read book Nonparametric Curve Estimation from Time Series written by Lazlo Györfi and published by Springer. This book was released on 2013-12-21 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because of the sheer size and scope of the plastics industry, the title Developments in Plastics Technology now covers an incredibly wide range of subjects or topics. No single volume can survey the whole field in any depth and what follows is, therefore, a series of chapters on selected topics. The topics were selected by us, the editors, because of their immediate relevance to the plastics industry. When one considers the advancements of the plastics processing machinery (in terms of its speed of operation and conciseness of control), it was felt that several chapters should be included which related to the types of control systems used and the correct usage of hydraulics. The importance of using cellular, rubber-modified and engineering-type plastics has had a major impact on the plastics industry and therefore a chapter on each of these subjects has been included. The two remaining chapters are on the characterisation and behaviour of polymer structures, both subjects again being of current academic or industrial interest. Each of the contributions was written by a specialist in that field and to them all, we, the editors, extend our heartfelt thanks, as writing a contribution for a book such as this, while doing a full-time job, is no easy task.
Download or read book Nonparametric Curve Estimation from Time Series written by Lazlo Gyorfi and published by . This book was released on 2014-09-01 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Curve Estimation from Time Series written by László Györfi and published by . This book was released on 1989 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by . This book was released on 2014-01-15 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Missing and Modified Data in Nonparametric Estimation written by Sam Efromovich and published by CRC Press. This book was released on 2018-03-12 with total page 951 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a systematic and unified approach for modern nonparametric treatment of missing and modified data via examples of density and hazard rate estimation, nonparametric regression, filtering signals, and time series analysis. All basic types of missing at random and not at random, biasing, truncation, censoring, and measurement errors are discussed, and their treatment is explained. Ten chapters of the book cover basic cases of direct data, biased data, nondestructive and destructive missing, survival data modified by truncation and censoring, missing survival data, stationary and nonstationary time series and processes, and ill-posed modifications. The coverage is suitable for self-study or a one-semester course for graduate students with a prerequisite of a standard course in introductory probability. Exercises of various levels of difficulty will be helpful for the instructor and self-study. The book is primarily about practically important small samples. It explains when consistent estimation is possible, and why in some cases missing data should be ignored and why others must be considered. If missing or data modification makes consistent estimation impossible, then the author explains what type of action is needed to restore the lost information. The book contains more than a hundred figures with simulated data that explain virtually every setting, claim, and development. The companion R software package allows the reader to verify, reproduce and modify every simulation and used estimators. This makes the material fully transparent and allows one to study it interactively. Sam Efromovich is the Endowed Professor of Mathematical Sciences and the Head of the Actuarial Program at the University of Texas at Dallas. He is well known for his work on the theory and application of nonparametric curve estimation and is the author of Nonparametric Curve Estimation: Methods, Theory, and Applications. Professor Sam Efromovich is a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.
Download or read book Nonlinear Time Series written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2008-09-11 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
Download or read book Nonparametric Functional Estimation and Related Topics written by G.G Roussas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: About three years ago, an idea was discussed among some colleagues in the Division of Statistics at the University of California, Davis, as to the possibility of holding an international conference, focusing exclusively on nonparametric curve estimation. The fruition of this idea came about with the enthusiastic support of this project by Luc Devroye of McGill University, Canada, and Peter Robinson of the London School of Economics, UK. The response of colleagues, contacted to ascertain interest in participation in such a conference, was gratifying and made the effort involved worthwhile. Devroye and Robinson, together with this editor and George Metakides of the University of Patras, Greece and of the European Economic Communities, Brussels, formed the International Organizing Committee for a two week long Advanced Study Institute (ASI) sponsored by the Scientific Affairs Division of the North Atlantic Treaty Organization (NATO). The ASI was held on the Greek Island of Spetses between July 29 and August 10, 1990. Nonparametric functional estimation is a central topic in statistics, with applications in numerous substantive fields in mathematics, natural and social sciences, engineering and medicine. While there has been interest in nonparametric functional estimation for many years, this has grown of late, owing to increasing availability of large data sets and the ability to process them by means of improved computing facilities, along with the ability to display the results by means of sophisticated graphical procedures.
Download or read book Nonlinear Time Series written by Jiti Gao and published by CRC Press. This book was released on 2007-03-22 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully
Download or read book Recent Advances in Statistics and Probability written by J. P. Vilaplana and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Recent Advances in Statistics and Probability".
Download or read book Statistical Analysis and Forecasting of Economic Structural Change written by Peter Hackl and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.
Download or read book Elements of Nonlinear Time Series Analysis and Forecasting written by Jan G. De Gooijer and published by Springer. This book was released on 2017-03-30 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Download or read book Recent Advances and Trends in Nonparametric Statistics written by M.G. Akritas and published by Elsevier. This book was released on 2003-10-31 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium. Key features: • algorithic approaches • wavelets and nonlinear smoothers • graphical methods and data mining • biostatistics and bioinformatics • bagging and boosting • support vector machines • resampling methods
Download or read book Stochastic Curve Estimation written by Murray Rosenblatt and published by IMS. This book was released on 1991 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Missing and Modified Data in Nonparametric Estimation written by Sam Efromovich and published by CRC Press. This book was released on 2018-03-12 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a systematic and unified approach for modern nonparametric treatment of missing and modified data via examples of density and hazard rate estimation, nonparametric regression, filtering signals, and time series analysis. All basic types of missing at random and not at random, biasing, truncation, censoring, and measurement errors are discussed, and their treatment is explained. Ten chapters of the book cover basic cases of direct data, biased data, nondestructive and destructive missing, survival data modified by truncation and censoring, missing survival data, stationary and nonstationary time series and processes, and ill-posed modifications. The coverage is suitable for self-study or a one-semester course for graduate students with a prerequisite of a standard course in introductory probability. Exercises of various levels of difficulty will be helpful for the instructor and self-study. The book is primarily about practically important small samples. It explains when consistent estimation is possible, and why in some cases missing data should be ignored and why others must be considered. If missing or data modification makes consistent estimation impossible, then the author explains what type of action is needed to restore the lost information. The book contains more than a hundred figures with simulated data that explain virtually every setting, claim, and development. The companion R software package allows the reader to verify, reproduce and modify every simulation and used estimators. This makes the material fully transparent and allows one to study it interactively. Sam Efromovich is the Endowed Professor of Mathematical Sciences and the Head of the Actuarial Program at the University of Texas at Dallas. He is well known for his work on the theory and application of nonparametric curve estimation and is the author of Nonparametric Curve Estimation: Methods, Theory, and Applications. Professor Sam Efromovich is a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.
Download or read book Gaussian and Non Gaussian Linear Time Series and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
Download or read book Applied Nonparametric Regression written by Wolfgang Härdle and published by Cambridge University Press. This book was released on 1990 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.
