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Author: Parimal Mukhopadhyay
Publisher: Alpha Science Int'l Ltd.
Published: 2004
Total Pages: 252
ISBN-13: 9781842651636
DOWNLOAD EBOOKThe theory of estimating functions plays a major role in analysis of data pertaining to Biostatistics, Econometrics, Time Series Analysis, Reliability studies and other varied fields. This book discusses at length the application of the theory in interpretation of results in Survey Sampling.
Author: Ishwar V. Basawa
Publisher: IMS
Published: 1997
Total Pages: 460
ISBN-13: 9780940600447
DOWNLOAD EBOOKAuthor: Christopher G. Small
Publisher: Oxford University Press
Published: 2003
Total Pages: 330
ISBN-13: 9780198506881
DOWNLOAD EBOOKNon linearity arises in statistical inference in various ways, with varying degrees of severity, as an obstacle to statistical analysis. More entrenched forms of nonlinearity often require intensive numerical methods to construct estimators, and the use of root search algorithms, or one-step estimators, is a standard method of solution. This book provides a comprehensive study of nonlinear estimating equations and artificial likelihood's for statistical inference. It provides extensive coverage and comparison of hill climbing algorithms, which when started at points of nonconcavity often have very poor convergence properties, and for additional flexibility proposes a number of modification to the standard methods for solving these algorithms. The book also extends beyond simple root search algorithms to include a discussion of the testing of roots for consistency, and the modification of available estimating functions to provide greater stability in inference. A variety of examples from practical applications are included to illustrate the problems and possibilities thus making this text ideal for the research statistician and graduate student.
Author: V. P. Godambe
Publisher: Oxford University Press on Demand
Published: 1991
Total Pages: 344
ISBN-13: 9780198522287
DOWNLOAD EBOOKThis volume comprises a comprehensive collection of original papers on the subject of estimating functions. It is intended to provide statisticians with an overview of both the theory and the applications of estimating functions in biostatistics, stochastic processes, and survey sampling. From the early 1960s when the concept of optimality criterion was first formulated, together with the later work on optimal estimating functions, this subject has become both an active research area in its own right and also a cornerstone of the modern theory of statistics. Individual chapters have been written by experts in their respective fields and as a result this volume will be an invaluable reference guide to this topic as well as providing an introduction to the area for non-experts.
Author: Rand R. Wilcox
Publisher: Academic Press
Published: 2012-01-12
Total Pages: 713
ISBN-13: 0123869838
DOWNLOAD EBOOK"This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Author: J N Flavin
Publisher: CRC Press
Published: 2020-12-17
Total Pages: 389
ISBN-13: 1000099350
DOWNLOAD EBOOKQualitative Estimates For Partial Differential Equations: An Introduction describes an approach to the use of partial differential equations (PDEs) arising in the modelling of physical phenomena. It treats a wide range of differential inequality techniques applicable to problems arising in engineering and the natural sciences, including fluid and solid mechanics, physics, dynamics, biology, and chemistry. The book begins with an elementary discussion of the fundamental principles of differential inequality techniques for PDEs arising in the solution of physical problems, and then shows how these are used in research. Qualitative Estimates For Partial Differential Equations: An Introduction is an ideal book for students, professors, lecturers, and researchers who need a comprehensive introduction to qualitative methods for PDEs arising in engineering and the natural sciences.
Author: Jeffrey S. Racine
Publisher: Cambridge University Press
Published: 2019-06-27
Total Pages: 436
ISBN-13: 1108757286
DOWNLOAD EBOOKInterest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these numerically intensive methods. This book is written for advanced undergraduate students, intermediate graduate students, and faculty, and provides a complete teaching and learning course at a more accessible level of theoretical rigor than Racine's earlier book co-authored with Qi Li, Nonparametric Econometrics: Theory and Practice (2007). The open source R platform for statistical computing and graphics is used throughout in conjunction with the R package np. Recent developments in reproducible research is emphasized throughout with appendices devoted to helping the reader get up to speed with R, R Markdown, TeX and Git.
Author: Mario Cleves
Publisher: Stata Press
Published: 2008-05-15
Total Pages: 398
ISBN-13: 1597180416
DOWNLOAD EBOOK"[This book] provides new researchers with the foundation for understanding the various approaches for analyzing time-to-event data. This book serves not only as a tutorial for those wishing to learn survival analysis but as a ... reference for experienced researchers ..."--Book jacket.
Author: S. J. Patterson
Publisher: Cambridge University Press
Published: 1995-02-02
Total Pages: 172
ISBN-13: 131658335X
DOWNLOAD EBOOKThis is a modern introduction to the analytic techniques used in the investigation of zeta functions, through the example of the Riemann zeta function. Riemann introduced this function in connection with his study of prime numbers and from this has developed the subject of analytic number theory. Since then many other classes of 'zeta function' have been introduced and they are now some of the most intensively studied objects in number theory. Professor Patterson has emphasised central ideas of broad application, avoiding technical results and the customary function-theoretic approach. Thus, graduate students and non-specialists will find this an up-to-date and accessible introduction, especially for the purposes of algebraic number theory. There are many exercises included throughout, designed to encourage active learning.
Author: Yacine Ait-Sahalia
Publisher: Elsevier
Published: 2009-10-19
Total Pages: 809
ISBN-13: 0080929842
DOWNLOAD EBOOKThis collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. - Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity - Contributors include Nobel Laureate Robert Engle and leading econometricians - Offers a clarity of method and explanation unavailable in other financial econometrics collections
