Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Автор: Oja Hannu Название: Multivariate Nonparametric Methods with R ISBN: 1441904670 ISBN-13(EAN): 9781441904676 Издательство: Springer Рейтинг: Цена: 13584 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a fresh, fairly efficient, and robust alternative to analyzing multivariate data. This monograph provides an overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. It uses marginal signs and ranks and different type of L1 norm.
Описание: Designed for a graduate course in applied statistics, Nonparametric Methods in Statistics with SAS Applications teaches students how to apply nonparametric techniques to statistical data. It starts with the tests of hypotheses and moves on to regression modeling, time-to-event analysis, density estimation, and resampling methods. The text begins with classical nonparametric hypotheses testing, including the sign, Wilcoxon sign-rank and rank-sum, Ansari-Bradley, Kolmogorov-Smirnov, Friedman rank, Kruskal-Wallis H, Spearman rank correlation coefficient, and Fisher exact tests. It then discusses smoothing techniques (loess and thin-plate splines) for classical nonparametric regression as well as binary logistic and Poisson models. The author also describes time-to-event nonparametric estimation methods, such as the Kaplan-Meier survival curve and Cox proportional hazards model, and presents histogram and kernel density estimation methods. The book concludes with the basics of jackknife and bootstrap interval estimation. Drawing on data sets from the author’s many consulting projects, this classroom-tested book includes various examples from psychology, education, clinical trials, and other areas. It also presents a set of exercises at the end of each chapter. All examples and exercises require the use of SAS 9.3 software. Complete SAS codes for all examples are given in the text. Large data sets for the exercises are available on the author’s website.
Описание: There are two main problems in statistics, estimation theory and hypothesis testing. For the classical finite-parametric case, these problems were studied in parallel. On the other hand, many statistical problems are not parametric in the classical sense; the objects of estimation or testing arefunctions, images, and so on. These can be treated as unknown infinite-dimensional parameters that belongto specific functional sets. This approach to nonparametric estimation under asymptotically minimax setting was started in the 1960s-1970s and was developed very intensively for wide classes of functional sets and loss functions.Nonparametric estimation problems have generated a large literature. On the other hand, nonparametrichypotheses testing problems have not drawn comparable attention in the statistical literature. In this book, the authors develop a modern theory of nonparametric goodness-of-fit testing. The presentation is based on an asymptotic version of the minimax approach. The key element of the theory isthe method of constructing of asymptotically least favorable priors for a wide enough class of nonparametric hypothesis testing problems. These provide methods for the construction of asymptotically optimal, rate optimal, and optimal adaptive test procedures. The book is addressed to mathematical statisticians who are interesting in the theory of nonparametricstatistical inference. It will be of interest to specialists who are dealing with applied nonparametric statistical problems in signal detection and transmission, and technical and mother fields. The material is suitable for graduate courses on mathematical statistics. The book assumes familiarity with probability theory.
Автор: Henderson Название: Applied Nonparametric Econometrics ISBN: 0521279682 ISBN-13(EAN): 9780521279680 Издательство: Cambridge Academ Рейтинг: Цена: 3910 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Описание: This book provides a comprehensive look at statistical inference from record-breaking data in both parametric and nonparametric settings, including Bayesian inference. A unique feature is that it treats the area of nonparametric function estimation from such data in detail, gathering results on this topic to date in one accessible volume. Previous books on records have focused mainly on the probabilistic behavior of records, prediction of future records, and characterizations of the distributions of record values, addressing some inference methods only briefly. The main purpose of this book is to fill this void on general inference from record values.Statisticians, mathematicians, and engineers will find the book useful as a research reference and in learning about making inferences from record-breaking data. The book can also serve as part of a graduate-level statistics or mathematics course, complementing material on the probabilistic aspects of record values. For a basic understanding of the statistical concepts, a one-year graduate course in mathematical statistics provides sufficient background. For a detailed understanding of the convergence theory of the nonparametric function estimators, a course in measure theory or probability theory at the graduate level is useful. Sneh Gulati is Associate Professor of Statistics at Florida International University in Miami. She is currently an associate editor of the Journal of Statistical Computation and Simulation and has published several articles in statistics. Currently she serves as the president of the South Florida Chapter of the American Statistical Association and is also the chair of the Florida Commission of Hurricane Loss Projection Methodology.William J. Padgett is Professor of Statistics and was the founding Chair of the Department of Statistics at the University of South Carolina, Columbia. He has published numerous papers and articles, as well as three books, on statistics and probability and has served as an associate editor of eight statistical journals, including Technometrics, Lifetime Data Analysis, Naval Research Logistics, Journal of Statistical Computation and Simulation, and the Journal of Statistical Planning and Inference. He is a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics and an elected ordinary member of the International Statistical Institute.
Following in the footsteps of its bestselling predecessors, the Handbook of Parametric and Nonparametric Statistical Procedures, Fifth Edition provides researchers, teachers, and students with an all-inclusive reference on univariate, bivariate, and multivariate statistical procedures.
New in the Fifth Edition:
Substantial updates and new material throughout
New chapters on path analysis, meta-analysis, and structural equation modeling
Index numbers and time series analysis applications in business and economics
Statistical quality control applications in industry
Random- and fixed-effects models for the analysis of variance
Broad in scope, the Handbook is intended for individuals involved in a wide spectrum of academic disciplines encompassing the fields of mathematics, the social, biological, and environmental sciences, business, and education. A reference for statistically sophisticated individuals, the Handbook is also accessible to those lacking the theoretical or mathematical background required for understanding subject matter typically documented in statistics reference books.
Автор: Brodsky, E., Darkhovsky, B.S. Название: Nonparametric Methods in Change Point Problems ISBN: 0792321227 ISBN-13(EAN): 9780792321224 Издательство: Springer Рейтинг: Цена: 9926 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume deals with non-parametric methods of change point (disorder) detection in random processes and fields. A systematic account is given of up-to-date developments in this rapidly evolving branch of statistics.
Описание: This book introduces several topics related to linear model theory: multivariate linear models, discriminant analysis, principal components, factor analysis, time series in both the frequency and time domains, and spatial data analysis. The second edition adds new material on nonparametric regression, response surface maximization, and longitudinal models. The book provides a unified approach to these disparate subject and serves as a self-contained companion volume to the author's Plane Answers to Complex Questions: The Theory of Linear Models. Ronald Christensen is Professor of Statistics at the University of New Mexico. He is well known for his work on the theory and application of linear models having linear structure. He is the author of numerous technical articles and several books and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. Also Available: Christensen, Ronald. Plane Answers to Complex Questions: The Theory of Linear Models, Second Edition (1996). New York: Springer-Verlag New York, Inc. Christensen, Ronald. Log-Linear Models and Logistic Regression, Second Edition (1997). New York: Springer-Verlag New York, Inc.
Описание: While preserving the clear, accessible style of previous editions, this fourth edition reflects the latest developments in computer-intensive methods that deal with intractable analytical problems and unwieldy data sets. This edition summarizes relevant general statistical concepts and introduces basic ideas of nonparametric or distribution-free methods. Designed experiments, including those with factorial treatment structures, are now the focus of an entire chapter. The book also expands coverage on the analysis of survival data and the bootstrap method. The new final chapter focuses on important modern developments. With numerous exercises, the text offers the student edition of StatXact at a discounted price.
Описание: Presents the ideas underlying a variety of nonparametric and semiparametric methods. This book emphasizes ideas instead of technical details and provides an intuitive exposition. It is suitable for graduate students and applied researchers who are familiar with econometric theory.
Описание: Presenting an extensive set of tools and methods for data analysis, this second edition includes more models and methods and significantly extends the possible analyses based on ranks. It contains a new section on rank procedures for nonlinear models, a new chapter on models with dependent error structure, and new material on the development of computationally efficient affine invariant/equivariant sign methods based on transform-retransform techniques in multivariate models. The authors illustrate the methods using many real-world examples and R. Information about the data sets and R packages can be found at www.crcpress.com
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