Описание: Most questions in social and biomedical sciences are causal in nature: what would happen to individuals, or to groups, if part of their environment were changed? In this groundbreaking text, two world-renowned experts present statistical methods for studying such questions. This book starts with the notion of potential outcomes, each corresponding to the outcome that would be realized if a subject were exposed to a particular treatment or regime. In this approach, causal effects are comparisons of such potential outcomes. The fundamental problem of causal inference is that we can only observe one of the potential outcomes for a particular subject. The authors discuss how randomized experiments allow us to assess causal effects and then turn to observational studies. They lay out the assumptions needed for causal inference and describe the leading analysis methods, including matching, propensity-score methods, and instrumental variables. Many detailed applications are included, with special focus on practical aspects for the empirical researcher.
Описание: Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.From the reviews:"This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167
Автор: Boos Название: Essential Statistical Inference ISBN: 1461448174 ISBN-13(EAN): 9781461448174 Издательство: Springer Рейтинг: Цена: 9349 р. Наличие на складе: Есть у поставщика 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.
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.
Описание: Because the field of financial engineering integrates multiple disciplines, it is important that stochastic models describe financial assets sufficiently. This book presents an introduction to the optimal inference of financial engineering models and demonstrates how to properly estimate the proposed models.
Описание: This major new textbook from a distinguished econometrician is intended for students taking introductory courses in probability theory and statistical inference. No prior knowledge other than a basic familiarity with descriptive statistics is assumed. The primary objective of this book is to establish the framework for the empirical modelling of observational (non-experimental) data. This framework known as 'Probabilistic Reduction' is formulated with a view to accommodating the peculiarities of observational (as opposed to experimental) data in a unifying and logically coherent way. Probability Theory and Statistical Inference differs from traditional textbooks in so far as it emphasizes concepts, ideas, notions and procedures which are appropriate for modelling observational data. Aimed at students at second-year undergraduate level and above studying econometrics and economics, this textbook will also be useful for students in other disciplines which make extensive use of observational data, including finance, biology, sociology and psychology and climatology.
Описание: Discusses the estimation theory for the wide class of inhomogeneous Poisson processes. This book investigates the maximum likelihood, Bayesian, and the minimum distance estimators in parametric problems and studies the empiric intensity measure and the kernel-type estimators in nonparametric estimation problems.
Автор: Kalbfleisch Название: Probability and Statistical Inference ISBN: 0387961836 ISBN-13(EAN): 9780387961835 Издательство: Springer Рейтинг: Цена: 8971 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is in two volumes, and is intended as a text for introductory courses in probability and statistics at the second or third year university level. The likelihood ratio statistic is used to unify the material on testing, and connect it with earlier material on estimation.
Автор: Kalbfleisch Название: Probability and Statistical Inference ISBN: 0387961445 ISBN-13(EAN): 9780387961446 Издательство: Springer Рейтинг: Цена: 7943 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A carefully written text, suitable as an introductory course for second or third year students. The main scope of the text guides students towards a critical understanding and handling of data sets together with the ensuing testing of hypotheses.
Описание: The primary aims of this book are to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are
not restricted to the usual AR, MA and ARMA processes. A wide variety of stochastic processes, e.g., non-Gaussian linear processes, long-memory processes, nonlinear processes,
non-ergodic processes and diffusion processes are described.
The authors discuss the usual estimation and testing theory and also many other statistical methods and
techniques, e.g., discriminant analysis, nonparametric methods, semiparametric approaches, higher order asymptotic theory in view of differential geometry, large deviation principle and
saddlepoint approximation. Because it is difficult to use the exact distribution theory, the discussion is based on the asymptotic theory. The optimality of various procedures is often
shown by use of the local asymptotic normality (LAN) which is due to Le Cam.
The LAN gives a unified view for th
time series asymptotic theory.
Описание: There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement
technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned
entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much
more flexible and realistic models and methods.
These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical
inference. All of these developments have, in turn, stimulated new research in theoretical statistics. This volume provides an up-to-date overview of recent advances in statistical
modeling and inference.
Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models,
nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the
book is an essential reference for researchers, graduate students, and practitioners.
Описание: Quantum statistical inference, a research field with deep roots in the foundations of both quantum physics and mathematical statistics, has made remarkable
progress since 1990. In particular, its asymptotic theory has been developed during this period. However, there has hitherto been no book covering this remarkable progress after 1990;
the famous textbooks by Holevo and Helstrom deal only with research results in the earlier stage (1960s-1970s).
This book presents the important and recent results of
quantum statistical inference. It focuses on the asymptotic theory, which is one of the central issues of mathematical statistics and had not been investigated in quantum statistical
inference until the early 1980s. It contains outstanding papers after Holevo's textbook, some of which are of great importance but are not available now.
The reader is
expected to have only elementary mathematical knowledge, and therefore much of the content will be accessible to graduate students as well as research workers in related fields.
Introductions to quantum statistical inference have been specially written for the book. Asymptotic Theory of Quantum Statistical Inference: Selected Papers will give the reader a new
insight into physics and statistical inference.
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