Více o knize
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.
Nákup knihy
Springer Proceedings in Mathematics & Statistics - 193: Analytical Methods in Statistics, Jaromír Antoch, Matúš Maciak, Michal Pešta, Jana Jurečková
- Jazyk
- Rok vydání
- 2017
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- Titul
- Springer Proceedings in Mathematics & Statistics - 193: Analytical Methods in Statistics
- Podtitul
- AMISTAT, Prague, November 2015
- Jazyk
- anglicky
- Vydavatel
- Springer
- Rok vydání
- 2017
- Vazba
- pevná
- Počet stran
- 207
- ISBN10
- 3319513125
- ISBN13
- 9783319513126
- Série
- Anotace
- 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.


