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You searched IISERK - Title: Analytical dynamics
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Call Number
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519.5
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Title
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Analytical Methods in Statistics [electronic resource] : AMISTAT, Prague, November 2015 / edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta.
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Material Info.
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IX, 207 p. 12 illus., 4 illus. in color. online resource.
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Series
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Springer Proceedings in Mathematics & Statistics, 2194-1009 ; 193
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Series
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Springer Proceedings in Mathematics & Statistics, 2194-1009 ; 193
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Summary Note
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This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.
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Notes
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Preface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression Quantile and Averaged Regression Quantile Processes (Jana Jurečková) -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- On Existence of Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad).
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ISBN
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9783319513133
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Subject
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Statistics .
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Subject
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Probabilities.
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Subject
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Statistical Theory and Methods.
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Subject
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Probability Theory and Stochastic Processes.
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Subject
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Statistics for Business, Management, Economics, Finance, Insurance.
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Added Entry
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Antoch, Jaromír. editor.
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Added Entry
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Jurečková, Jana. editor.
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Added Entry
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Maciak, Matúš. editor.
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Added Entry
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Pešta, Michal. editor.
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Added Entry
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SpringerLink (Online service)
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Date
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Year, Month, Day:02002191
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