Analytical methods in statistics : AMISTAT, Liberec, Czech Republic, September 2019

著者

    • Maciak, Matúš
    • Pešta, Michal
    • Schindler, Martin

書誌事項

Analytical methods in statistics : AMISTAT, Liberec, Czech Republic, September 2019

Matúš Maciak, Michal Pešta, Martin Schindler, editors

(Springer proceedings in mathematics & statistics, v. 329)

Springer, c2020

大学図書館所蔵 件 / 2

この図書・雑誌をさがす

注記

Includes bibliographical references

"This proceeding volume follows the third workshop on Analytical Methods in Statistics (AMISTAT 2019) which took place in Liberec (Czech Republic) in September 16-19, 2019" -- Pref

内容説明・目次

内容説明

This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019. Real-life problems demand statistical solutions, which in turn require new and profound mathematical methods. As such, the book is not only a collection of solved problems but also a source of new methods and their practical extensions. The authoritative contributions focus on analytical methods in statistics, asymptotics, estimation and Fisher information, robustness, stochastic models and inequalities, and other related fields; further, they address e.g. average autoregression quantiles, neural networks, weighted empirical minimum distance estimators, implied volatility surface estimation, the Grenander estimator, non-Gaussian component analysis, meta learning, and high-dimensional errors-in-variables models.

目次

Preface.- Y. Guney, J. Jureckova and O. Arslan, Averaged Autoregression Quantiles in Autoregressive Model.- J. Kalina and P. Vidnerova, Regression Neural Networks with a Highly Robust Loss Function.- H. L. Koul and P. Geng, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models.- M. Maciak, M. Pesta and S. Vitali, Implied Volatility Surface Estimation via Quantile Regularization.- I. Mizera, A remark on the Grenander estimator.- U. Radojicic and K. Nordhausen, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace.- P. Vidnerova, J. Kalina and Y. Guney, A Comparison of Robust Model Choice Criteria within a Metalearning Study.- S. Zwanzig and R. Ahmad, On Parameter Estimation for High Dimensional Errors-in-Variables Models.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

  • NII書誌ID(NCID)
    BC01900231
  • ISBN
    • 9783030488130
  • 出版国コード
    sz
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cham
  • ページ数/冊数
    x, 156 p.
  • 大きさ
    25 cm
  • 件名
  • 親書誌ID
ページトップへ