Contributions to Inference for Diffusion Processes and Robust Statistics
Author: Pierre-Yves Deléamont
Publisher:
Published: 2017
Total Pages: 150
ISBN-13:
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Author: Pierre-Yves Deléamont
Publisher:
Published: 2017
Total Pages: 150
ISBN-13:
DOWNLOAD EBOOKAuthor: Yury A. Kutoyants
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 493
ISBN-13: 144713866X
DOWNLOAD EBOOKThe first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.
Author: Sévérien Nkurunziza
Publisher:
Published: 2009
Total Pages: 30
ISBN-13:
DOWNLOAD EBOOKAuthor: G. E. P. Box
Publisher: Academic Press
Published: 2014-05-10
Total Pages: 317
ISBN-13: 1483259390
DOWNLOAD EBOOKMathematics Research Center Symposium: Scientific Inference, Data Analysis, and Robustness focuses on the philosophy of statistical modeling, including model robust inference and analysis of data sets. The selection first elaborates on pivotal inference and the conditional view of robustness and some philosophies of inference and modeling, including ideas on modeling, significance testing, and scientific discovery. The book then ponders on parametric empirical Bayes confidence intervals, ecumenism in statistics, and frequency properties of Bayes rules. Discussions focus on consistency of Bayes rules, scientific method and the human brain, and statistical estimation and criticism. The book takes a look at the purposes and limitations of data analysis, likelihood, shape, and adaptive inference, statistical inference and measurement of entropy, and the robustness of a hierarchical model for multinomials and contingency tables. Topics include numerical results for contingency tables and robustness, multinomials, flattening constants, and mixed Dirichlet priors, entropy and likelihood, and test as measurement of entropy. The selection is a valuable reference for researchers interested in robust inference and analysis of data sets.
Author: Tobias Lehmann
Publisher:
Published: 2022
Total Pages: 0
ISBN-13:
DOWNLOAD EBOOKAuthor: Ishwar V. Basawa
Publisher: IMS
Published: 2001
Total Pages: 370
ISBN-13: 9780940600515
DOWNLOAD EBOOKAuthor: Michael Sørensen
Publisher:
Published: 2002
Total Pages: 16
ISBN-13:
DOWNLOAD EBOOKAuthor: Simon Lyons
Publisher:
Published: 2015
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Institute of Mathematical Statistics
Publisher:
Published: 1990
Total Pages: 566
ISBN-13:
DOWNLOAD EBOOKAuthor: Rubens Penha Cysne
Publisher:
Published: 2014
Total Pages: 30
ISBN-13:
DOWNLOAD EBOOKData available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three different approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).