Statistical Analysis of Financial Data in R, Carmona, Rene
Автор: Carmona Название: Statistical Analysis of Financial Data in S-Plus ISBN: 0387202862 ISBN-13(EAN): 9780387202860 Издательство: Springer Цена: 8888 р. Наличие на складе: Поставка под заказ. Описание: Develops the use of statistical data analysis in finance, and uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. This book is aimed at undergraduate students in financial engineering, and master students in finance and MBAs.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Описание: Develops the use of statistical data analysis in finance, and uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. This book is aimed at undergraduate students in financial engineering, and master students in finance and MBAs.
Описание: The contributions in this book connect Probability Theory/Statistics and Fuzzy Set Theory in different ways. Some of these connections are either philosophical or theoretical in nature, but most of them state models and methods to work with fuzzy data (or fuzzy perception) when dealing with random experiments. In this way, several probabilistic studies are developed, as well as techniques and criteria to get descriptive and inferential statistical conclusions from fuzzy data. On the other hand, some studies have been devoted to fuzzy measures and their relationship with measures in Probability Theory.
Описание: "Applied Linear Statistical Models", 5e, is the long established leading authoritative text and reference on statistical modeling. For students in most any discipline where statistical analysis or interpretation is used, ALSM serves as the standard work. The text includes brief introductory and review material, and then proceeds through regression and modeling for the first half, and through ANOVA and Experimental Design in the second half. All topics are presented in a precise and clear style supported with solved examples, numbered formulae, graphic illustrations, and "Notes" to provide depth and statistical accuracy and precision. Applications used within the text and the hallmark problems, exercises, and projects are drawn from virtually all disciplines and fields providing motivation for students in virtually any college. The Fifth edition provides an increased use of computing and graphical analysis throughout, without sacrificing concepts or rigor. In general, the 5e uses larger data sets in examples and exercises, and where methods can be automated within software without loss of understanding, it is so done.
Автор: Kohler Название: Data Analysis Using Stata, Third Edition ISBN: 1597181102 ISBN-13(EAN): 9781597181105 Издательство: Taylor&Francis Рейтинг: Цена: 10036 р. Наличие на складе: Невозможна поставка.
Описание: Data Analysis Using Stata, Third Edition is a comprehensive introduction to both statistical methods and Stata. Beginners will learn the logic of data analysis and interpretation and easily become self-sufficient data analysts. Readers already familiar with Stata will find it an enjoyable resource for picking up new tips and tricks. The book is written as a self-study tutorial and organized around examples. It interactively introduces statistical techniques such as data exploration, description, and regression techniques for continuous and binary dependent variables. Step by step, readers move through the entire process of data analysis and in doing so learn the principles of Stata, data manipulation, graphical representation, and programs to automate repetitive tasks. This third edition includes advanced topics, such as factor-variables notation, average marginal effects, standard errors in complex survey, and multiple imputation in a way, that beginners of both data analysis and Stata can understand. Using data from a longitudinal study of private households, the authors provide examples from the social sciences that are relatable to researchers from all disciplines. The examples emphasize good statistical practice and reproducible research. Readers are encouraged to download the companion package of datasets to replicate the examples as they work through the book. Each chapter ends with exercises to consolidate acquired skills.
Автор: Myers, Jerome L Название: Research design and statistical analysis ISBN: 0805864318 ISBN-13(EAN): 9780805864311 Издательство: Taylor&Francis Рейтинг: Цена: 16500 р. Наличие на складе: Невозможна поставка.
Описание: Provides coverage of the design principles and statistical concepts necessary to make sense of real data. This book provides an integrated example of how to apply the concepts and procedures covered in the chapters of the section. It reviews research planning and data exploration in statistics. It is suitable for practicing researchers.
Practical statistics is a powerful tool used frequently by agricultural researchers and graduate students involved in investigating experimental design and analysis. One of the most widely used statistical analysis software packages for this purpose is Stata. The Stata software program has matured into a user-friendly environment with a wide variety of statistical functions. Agricultural Statistical Data Analysis Using Stata introduces readers to the use of Stata to solve agricultural statistical problems.
The book begins with an overview of statistical software and the Stata program. It explains the various windows and menus and describes how they are integrated. The next chapters explore data entry and importing as well as basic output formats and descriptive statistics. The author describes the ever-increasing design complexity and how this is implemented in the software. He reviews one of Stata's strongest features, which is its programming ability. He also examines post hoc tests as well as Stata's graphing capabilities. The final chapters provide information on regression analysis, data transformations, and the analyses of non-parametric data.
Many agricultural researchers are unprepared for the statistics they will need to use in their profession. Written in an easy-to-read format with screen shots and illustrations, the book is suitable for a wide audience, including beginners in statistics who are new to Stata, as well as more advanced Stata users and those interested in more complex designs.
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 15675 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Описание: This practical resource presents modern, statistical methods for accelerated testing including test models, analyses of data, and plans for testing. Each topic is self-contained for easy reference. Coverage is broad and detailed enough to serve as a text or reference. This handy book features real test examples along with data analyses, computer programs, and references to the literature.
Описание: Intended to meet the requirements for a single volume which covers methodologies appropriate for the analysis of survival data. Along with guidelines for the planning and design of clinical trials this expanded Second Edition offers a thorough discussion of population lifetables, real life examples, numerous exercises, computer programs for survival data analysis plus an updated reference list which includes a large number of recently published papers.
Описание: This proven text provides an accessible introduction to the foundations and applications of Bayesian analysis. Broadening its scope to nonstatisticians, this edition concentrates more on hierarchical Bayesian modeling as implemented via MCMC methods and related data analytic techniques. It contains a reader-friendly introduction to hierarchical statistical modeling, a new chapter on Bayesian design that emphasizes Bayesian clinical trials, a completely revised and expanded section on ranking and histogram estimation, and a new case study on infectious disease modeling and the 1918 flu epidemic. This edition includes new data examples, corresponding R and WinBUGS code, and exercises.
Описание: This text presents the basic principles of sound graphical design and applies these principles to engaging examples using the graphical functions available in R. The author emphasizes the fundamentals of statistical graphics and describes the strengths and weaknesses of each graphical display. He also presents technical theoretical details on topics such as the estimation of quantiles, kernel density estimation, locally weighted polynomial regression, and splines. The book includes examples of real-world data, end-of-chapter exercises, and many illustrations, some in color. R code is available for download on the book’s website.
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