Download or read book Skew Elliptical Distributions and Their Applications written by Marc G. Genton and published by CRC Press. This book was released on 2004-07-27 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews the state-of-the-art advances in skew-elliptical distributions and provides many new developments in a single volume, collecting theoretical results and applications previously scattered throughout the literature. The main goal of this research area is to develop flexible parametric classes of distributions beyond the classical no
Download or read book The Skew Normal and Related Families written by Adelchi Azzalini and published by Cambridge University Press. This book was released on 2014 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard resource for statisticians and applied researchers. Accessible to the wide range of researchers who use statistical modelling techniques.
Download or read book Normal and Student s t Distributions and Their Applications written by Mohammad Ahsanullah and published by Springer Science & Business Media. This book was released on 2014-02-07 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.
Download or read book Geostatistics Banff 2004 written by Oy Leuangthong and published by Springer Science & Business Media. This book was released on 2008-01-24 with total page 1136 pages. Available in PDF, EPUB and Kindle. Book excerpt: The return of the congress to North America after 20 years of absence could not have been in a more ideal location. The beauty of Banff and the many offerings of the Rocky Mountains was the perfect background for a week of interesting and innovative discussions on the past, present and future of geostatistics. The congress was well attended with approximately 200 delegates from 19 countries across six continents. There was a broad spectrum of students and seasoned geostatisticians who shared their knowledge in many areas of study including mining, petroleum, and environmental applications. You will find 119 papers in this two volume set. All papers were presented at the congress and have been peer-reviewed. They are grouped by the different sessions that were held in Banff and are in the order of presentation. These papers provide a permanent record of different theoretical perspectives from the last four years. Not all of these ideas will stand the test of time and practice; however, their originality will endure. The practical applications in these proceedings provide nuggets of wisdom to those struggling to apply geostatistics in the best possible way. Students and practitioners will be digging through these papers for many years to come. Oy Leuangthong Clayton V. Deutsch ACKNOWLEDGMENTS We would like to thank the industry sponsors who contributed generously to the overall success and quality of the congress: De Beers Canada Earth Decision Sciences Maptek Chile Ltda. Mira Geoscience Nexen Inc. Petro-Canada Placer Dome Inc.
Download or read book Econometric Analysis of Financial and Economic Time Series written by Thomas B. Fomby and published by Emerald Group Publishing. This book was released on 2006-03-01 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.
Download or read book Multivariate T Distributions and Their Applications written by Samuel Kotz and published by Cambridge University Press. This book was released on 2004-02-16 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.
Download or read book Advances in Statistics Theory and Applications written by Indranil Ghosh and published by Springer Nature. This book was released on 2021-04-01 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.
Download or read book Time Series Analysis and Applications to Geophysical Systems written by David Brillinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.
Download or read book Time Series Analysis and Applications to Geophysical Systems written by Enders Anthony Robinson and published by Springer Science & Business Media. This book was released on 2004-09-17 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series methods are essential tools in the analysis of many geophysical systems. This volume, which consists of papers presented by a select, international group of statistical and geophysical experts at a Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001 as part of the IMA's Thematic Year on Mathematics in the Geosciences, explores the application of recent advances in time series methodology to a host of important problems ranging from climate change to seismology. The works in the volume deal with theoretical and methodological issues as well as real geophysical applications, and are written with both statistical and geophysical audiences in mind. Important contributions to time series modeling, estimation, prediction, and deconvolution are presented. The results are applied to a wide range of geophysical applications including the investigation and prediction of climatic variations, the interpretation of seismic signals, the estimation of flooding risk, the description of permeability in Chinese oil fields, and the modeling of NOx decomposition from thermal power plants.
Download or read book New Developments in Statistical Modeling Inference and Application written by Zhezhen Jin and published by Springer. This book was released on 2016-10-28 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume represent the most timely and advanced contributions to the 2014 Joint Applied Statistics Symposium of the International Chinese Statistical Association (ICSA) and the Korean International Statistical Society (KISS), held in Portland, Oregon. The contributions cover new developments in statistical modeling and clinical research: including model development, model checking, and innovative clinical trial design and analysis. Each paper was peer-reviewed by at least two referees and also by an editor. The conference was attended by over 400 participants from academia, industry, and government agencies around the world, including from North America, Asia, and Europe. It offered 3 keynote speeches, 7 short courses, 76 parallel scientific sessions, student paper sessions, and social events.
Download or read book Continuous Bivariate Distributions written by N. Balakrishnan and published by Springer Science & Business Media. This book was released on 2009-05-31 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt: Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.
Download or read book Elliptically Contoured Models in Statistics and Portfolio Theory written by Arjun K. Gupta and published by Springer Science & Business Media. This book was released on 2013-09-07 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.
Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer. This book was released on 2014-08-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.
Download or read book Asymmetric Dependence in Finance written by Jamie Alcock and published by John Wiley & Sons. This book was released on 2018-02-02 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Avoid downturn vulnerability by managing correlation dependency Asymmetric Dependence in Finance examines the risks and benefits of asset correlation, and provides effective strategies for more profitable portfolio management. Beginning with a thorough explanation of the extent and nature of asymmetric dependence in the financial markets, this book delves into the practical measures fund managers and investors can implement to boost fund performance. From managing asymmetric dependence using Copulas, to mitigating asymmetric dependence risk in real estate, credit and CTA markets, the discussion presents a coherent survey of the state-of-the-art tools available for measuring and managing this difficult but critical issue. Many funds suffered significant losses during recent downturns, despite having a seemingly well-diversified portfolio. Empirical evidence shows that the relation between assets is much richer than previously thought, and correlation between returns is dependent on the state of the market; this book explains this asymmetric dependence and provides authoritative guidance on mitigating the risks. Examine an options-based approach to limiting your portfolio's downside risk Manage asymmetric dependence in larger portfolios and alternate asset classes Get up to speed on alternative portfolio performance management methods Improve fund performance by applying appropriate models and quantitative techniques Correlations between assets increase markedly during market downturns, leading to diversification failure at the very moment it is needed most. The 2008 Global Financial Crisis and the 2006 hedge-fund crisis provide vivid examples, and many investors still bear the scars of heavy losses from their well-managed, well-diversified portfolios. Asymmetric Dependence in Finance shows you what went wrong, and how it can be corrected and managed before the next big threat using the latest methods and models from leading research in quantitative finance.
Download or read book Symmetric Multivariate and Related Distributions written by Kai Wang Fang and published by CRC Press. This book was released on 2018-01-18 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only. A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.
Download or read book The Oxford Handbook of Bayesian Econometrics written by Herman van Dijk and published by Oxford University Press. This book was released on 2011-09-29 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Download or read book Statistics and Data Science written by Hien Nguyen and published by Springer Nature. This book was released on 2020-01-03 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the Research School on Statistics and Data Science, RSSDS 2019, held in Melbourne, VIC, Australia, in July 2019. The 11 papers presented in this book were carefully reviewed and selected from 23 submissions. The volume also contains 7 invited talks. The workshop brought together academics, researchers, and industry practitioners of statistics and data science, to discuss numerous advances in the disciplines and their impact on the sciences and society. The topics covered are data analysis, data science, data mining, data visualization, bioinformatics, machine learning, neural networks, statistics, and probability.
