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Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random …
Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard …
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses …
This book provides a theoretical foundation for the analysis of discrete data such as count and binary data in the longitudinal setup. Unlike the existing books, this book uses a …
This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation. It is intended for graduate students in s- tistics, operationsresearch, …
Sample data alone never suffice to draw conclusions about populations. Inference always requires assumptions about the population and sampling process. Statistical theory has …
The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of …
An observational study is an empiric investigation of effects caused by treatments when randomized experimentation is unethical or infeasible. Observational studies are common in …
Frederick Mosteller has inspired numerous statisticians and other scientists by his creative approach to statistics and its applications. This volume brings together 40 of his most …