Modelling, Inference and Data Analysis, Mavrakakis
Автор: David J. C. MacKay Название: Information Theory, Inference and Learning Algorithms ISBN: 0521642981 ISBN-13(EAN): 9780521642989 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This exciting and entertaining textbook is ideal for courses in information, communication and coding. It is an unparalleled entry point to these subjects for professionals working in areas as diverse as computational biology, data mining, financial engineering and machine learning.
Описание: This text presents statistical methods for studying causal effects and discusses how readers can assess such effects in simple randomized experiments.
Автор: Boos Название: Essential Statistical Inference ISBN: 1461448174 ISBN-13(EAN): 9781461448174 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Поставка под заказ.
Описание: A superb resource on statistical inference for researchers or students, this book has R code throughout, including in sample problems, and an appendix of derived notation and formulae. It covers core topics as well as modern aspects such as M-estimation.
Автор: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.
Topics covered include:
Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models
Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences
Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
Автор: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer Название: Simplicity, Inference and Modelling ISBN: 0521121353 ISBN-13(EAN): 9780521121354 Издательство: Cambridge Academ Рейтинг: Цена: 6653.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham`s Razor, `entia non sunt multiplicanda praeter necessitatem`: entities are not to be multiplied beyond necessity. Using a multidisciplinary perspective this 2002 monograph asks `What is meant by simplicity?`
Автор: Box, George E. P. Tiao, George C. Название: Bayesian inference in statistical analysis ISBN: 0471574287 ISBN-13(EAN): 9780471574286 Издательство: Wiley Рейтинг: Цена: 25494.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed to form the basis of a graduate course on Bayesian inference, this textbook discusses important general issues of the Bayesian approach. It investigates problems, illustrating the appropriate analysis of mathematical results with numerical examples.
Автор: Bradley Efron and Trevor Hastie Название: Computer Age Statistical Inference ISBN: 1107149894 ISBN-13(EAN): 9781107149892 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.