Analytical Methods in Statistics : AMISTAT, Prague, November 2015 / edited by Jaromír Antoch, Jana Jurečková, Matúš Maciak, Michal Pešta.

Format:

Book

Contributor:

Antoch, Jaromír, Editor.

Jurečková, Jana., Editor.

Maciak, Matúš., Editor.

Pešta, Michal., Editor.

Series:

Springer Proceedings in Mathematics & Statistics, 2194-1017 ; 193

Language:

English

Subjects (All):

Statistics.

Probabilities.

Statistical Theory and Methods.

Probability Theory.

Statistics in Business, Management, Economics, Finance, Insurance.

Local Subjects:

Statistical Theory and Methods.

Probability Theory.

Statistics in Business, Management, Economics, Finance, Insurance.

Physical Description:

1 online resource (IX, 207 p. 12 illus., 4 illus. in color.)

Edition:

1st ed. 2017.

Place of Publication:

Cham : Springer International Publishing : Imprint: Springer, 2017.

Summary:

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.

Contents:

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).

Notes:

Includes bibliographical references.

ISBN:

3-319-51313-3