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totalt 18 träffar
Stochastic Volatility and Realized Stochastic Volatility Models
This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model …
Pairwise Multiple Comparisons
This book focuses on all-pairwise multiple comparisons of means in multi-sample models, introducing closed testing procedures based on maximum absolute values of some two-sample …
Non-asymptotic Analysis of Approximations for Multivariate Statistics
This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error …
Statistics Based on Dirichlet Processes and Related Topics
This book focuses on the properties associated with the Dirichlet process, describing its use a priori for nonparametric inference and the Bayes estimate to obtain limits for the …
Empirical Likelihood and Quantile Methods for Time Series
This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the …
Analysis of Doubly Truncated Data
This book introduces readers to statistical methodologies used to analyze doubly truncated data. The first book exclusively dedicated to the topic, it provides likelihood-based …
Statistical Estimation for Truncated Exponential Families
This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and …
Asymptotic Statistics in Insurance Risk Theory
This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Shiu function. This book …
Brief Guidelines for Methods and Statistics in Medical Research
This book serves as a practical guide to methods and statistics in medical research. It includes step-by-step instructions on using SPSS software for statistical analysis, as well …
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that …
Analysis of Survival Data with Dependent Censoring
This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed …
Euclidean Design Theory
This book is the modern first treatment of experimental designs, providing a comprehensive introduction to the interrelationship between the theory of optimal designs and the …