Asymptotic Statistics

Asymptotic Statistics

Author: Petr Mandl

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 463

ISBN-13: 3642579841

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In particular up-to-date-information is presented in detection of systematic changes, in series of observation, in robust regression analysis, in numerical empirical processes and in related areas of actuarial sciences.


Equilibrium Theory and Applications

Equilibrium Theory and Applications

Author: William A. Barnett

Publisher: Cambridge University Press

Published: 1991

Total Pages: 504

ISBN-13: 9780521392198

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The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Drèze on the occasion of his retirement.


Asymptotic Differential Algebra and Model Theory of Transseries

Asymptotic Differential Algebra and Model Theory of Transseries

Author: Matthias Aschenbrenner

Publisher: Princeton University Press

Published: 2017-06-06

Total Pages: 873

ISBN-13: 0691175438

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Asymptotic differential algebra seeks to understand the solutions of differential equations and their asymptotics from an algebraic point of view. The differential field of transseries plays a central role in the subject. Besides powers of the variable, these series may contain exponential and logarithmic terms. Over the last thirty years, transseries emerged variously as super-exact asymptotic expansions of return maps of analytic vector fields, in connection with Tarski's problem on the field of reals with exponentiation, and in mathematical physics. Their formal nature also makes them suitable for machine computations in computer algebra systems. This self-contained book validates the intuition that the differential field of transseries is a universal domain for asymptotic differential algebra. It does so by establishing in the realm of transseries a complete elimination theory for systems of algebraic differential equations with asymptotic side conditions. Beginning with background chapters on valuations and differential algebra, the book goes on to develop the basic theory of valued differential fields, including a notion of differential-henselianity. Next, H-fields are singled out among ordered valued differential fields to provide an algebraic setting for the common properties of Hardy fields and the differential field of transseries. The study of their extensions culminates in an analogue of the algebraic closure of a field: the Newton-Liouville closure of an H-field. This paves the way to a quantifier elimination with interesting consequences.


Money and the Economy

Money and the Economy

Author: Apostolos Serletis

Publisher: World Scientific

Published: 2006

Total Pages: 352

ISBN-13: 9812568182

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This book provides a comprehensive and systematic introduction to the problem of the definition of money and investigates the gains that can be achieved by a rigorous use of microeconomic- and aggregation-theoretic foundations in the construction of monetary aggregates. It provides readers with key aspects of monetary economics and macroeconomics, including monetary aggregation, demand systems, flexible functional forms, long-run monetary neutrality, the welfare cost of inflation, and nonlinear chaotic dynamics.This book offers the following conclusions: the simple-sum approach to monetary aggregation and log-linear money demand functions, currently used by central banks, are inappropriate for monetary policy purposes; the choice of monetary aggregation procedure is crucial in evaluating the welfare cost of inflation; the inter-related problems of monetary aggregation and money demand will be successfully investigated in the context of flexible functional forms that satisfy theoretical regularity globally, pointing the way forward to useful and productive research.


Economics: Advances in Research and Application: 2011 Edition

Economics: Advances in Research and Application: 2011 Edition

Author:

Publisher: ScholarlyEditions

Published: 2012-01-09

Total Pages: 593

ISBN-13: 1464921075

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Economics: Advances in Research and Application: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Economics and Organizations. The editors have built Economics: Advances in Research and Application: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Economics and Organizations in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Economics: Advances in Research and Application: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.


Robust Asymptotic Statistics

Robust Asymptotic Statistics

Author: Helmut Rieder

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 409

ISBN-13: 1468406248

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1 To the king, my lord, from your servant Balasi : 2 ... The king should have a look. Maybe the scribe who reads to the king did not understand . . . . shall I personally show, with this tablet that I am sending to the king, my lord, how the omen was written. 3 Really, he who has not followed the text with his finger cannot possibly understand it. This book is about optimally robust functionals and their unbiased esti mators and tests. Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri bution. The two principal questions are (F): Which functional to choose? and (P): Which statistical procedure to use for the selected functional? Using a local asymptotic framework, we deal with both problems by linking up nonparametric statistical optimality with infinitesimal robust ness criteria. Thus, seemingly separate developments in robust statistics are presented in a unifying way.


Applied Asymptotic Analysis

Applied Asymptotic Analysis

Author: Peter David Miller

Publisher: American Mathematical Soc.

Published: 2006

Total Pages: 488

ISBN-13: 0821840789

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This book is a survey of asymptotic methods set in the current applied research context of wave propagation. It stresses rigorous analysis in addition to formal manipulations. Asymptotic expansions developed in the text are justified rigorously, and students are shown how to obtain solid error estimates for asymptotic formulae. The book relates examples and exercises to subjects of current research interest, such as the problem of locating the zeros of Taylor polynomials of entirenonvanishing functions and the problem of counting integer lattice points in subsets of the plane with various geometrical properties of the boundary. The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and appliedmathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects. The book is ideally suited to the needs of a graduate student who, on the one hand, wants to learn basic applied mathematics, and on the other, wants to understand what is needed to make the various arguments rigorous. Down here in the Village, this is knownas the Courant point of view!! --Percy Deift, Courant Institute, New York Peter D. Miller is an associate professor of mathematics at the University of Michigan at Ann Arbor. He earned a Ph.D. in Applied Mathematics from the University of Arizona and has held positions at the Australian NationalUniversity (Canberra) and Monash University (Melbourne). His current research interests lie in singular limits for integrable systems.


Asymptotic Analysis of Mixed Effects Models

Asymptotic Analysis of Mixed Effects Models

Author: Jiming Jiang

Publisher: CRC Press

Published: 2017-09-19

Total Pages: 235

ISBN-13: 1351645595

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Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-linear mixed effects models, and non-parametric mixed effects models are complex models, yet, these models are extensively used in practice. This monograph provides a comprehensive account of asymptotic analysis of mixed effects models. The monograph is suitable for researchers and graduate students who wish to learn about asymptotic tools and research problems in mixed effects models. It may also be used as a reference book for a graduate-level course on mixed effects models, or asymptotic analysis.


Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation

Author: P.P.B. Eggermont

Publisher: Springer Science & Business Media

Published: 2001-06-21

Total Pages: 544

ISBN-13: 9780387952680

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This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.


Identification and Other Probabilistic Models

Identification and Other Probabilistic Models

Author: Rudolf Ahlswede

Publisher: Springer Nature

Published: 2021-06-22

Total Pages: 720

ISBN-13: 3030650723

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The sixth volume of Rudolf Ahlswede's lectures on Information Theory is focused on Identification Theory. In contrast to Shannon's classical coding scheme for the transmission of a message over a noisy channel, in the theory of identification the decoder is not really interested in what the received message is, but only in deciding whether a message, which is of special interest to him, has been sent or not. There are also algorithmic problems where it is not necessary to calculate the solution, but only to check whether a certain given answer is correct. Depending on the problem, this answer might be much easier to give than finding the solution. ``Easier'' in this context means using fewer resources like channel usage, computing time or storage space. Ahlswede and Dueck's main result was that, in contrast to transmission problems, where the possible code sizes grow exponentially fast with block length, the size of identification codes will grow doubly exponentially fast. The theory of identification has now developed into a sophisticated mathematical discipline with many branches and facets, forming part of the Post Shannon theory in which Ahlswede was one of the leading experts. New discoveries in this theory are motivated both by concrete engineering problems and by explorations of the inherent properties of the mathematical structures. Rudolf Ahlswede wrote: It seems that the whole body of present day Information Theory will undergo serious revisions and some dramatic expansions. In this book we will open several directions of future research and start the mathematical description of communication models in great generality. For some specific problems we provide solutions or ideas for their solutions. The lectures presented in this work, which consists of 10 volumes, are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs. The book also contains an afterword by Gunter Dueck.