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von Mises Calculus For Statistical Functionals, L. T. Fernholz


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Автор: L. T. Fernholz
Название:  von Mises Calculus For Statistical Functionals
ISBN: 9780387908991
Издательство: Springer
Классификация:

ISBN-10: 0387908994
Обложка/Формат: Paperback
Страницы: 124
Вес: 0.20 кг.
Дата издания: 29.08.1983
Серия: Lecture Notes in Statistics
Язык: English
Размер: 234 x 156 x 7
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: About forty years ago, Richard von Mises proposed a theory for the analysis of the asymptotic behavior of nonlinear statistical functionals based on the differentiability properties of these functionals. His theory was largely neglected until the late 1960s when it experienced a renaissance due to developments in the field of robust statistics. In particular, the Volterra derivative used by von Mises evolved into the influence curve, which was used to provide information about the sensi- ti vity of an estimator to outliers, as well as the estimators asymptot- ic variance. Moreover, with the Princeton Robustness Study (Andrews et al. (1972)), there began a proliferation of new robust statistics, and the formal von Mises calculations provided a convenient heuristic tool for the analysis of the asymptotic distributions of these statistics. In the last few years, these calculations have been put in a more rigorous setting based on the Frechet and Hadamard, or compact, derivatives. The purpose of these notes is to provide von Mises theory with a rig- orous mathematical framework which is sufficiently straightforward so that it can be applied routinely with little more effort than is required for the calculation of the influence curve. The approach presented here is based on the Hadamard derivative and is applicable to diverse forms of sta- tistical functionals.


Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

Автор: Leonid Shaikhet
Название: Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 3319001000 ISBN-13(EAN): 9783319001005
Издательство: Springer
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Цена: 18284.00 р.
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Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.

Exponential Functionals of Brownian Motion and Related Processes

Автор: Yor Marc
Название: Exponential Functionals of Brownian Motion and Related Processes
ISBN: 3540659439 ISBN-13(EAN): 9783540659433
Издательство: Springer
Цена: 9776.00 р.
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Описание: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of LГ©vy processes are indicated. Some papers originally published in French are made available in English for the first time.

Homogenization of Differential Operators and Integral Functionals

Автор: V.V. Jikov; G.A. Yosifian; S.M. Kozlov; O.A. Olein
Название: Homogenization of Differential Operators and Integral Functionals
ISBN: 3642846610 ISBN-13(EAN): 9783642846618
Издательство: Springer
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Цена: 15372.00 р.
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Описание: A great deal of attention was given to the so called disperse media, which, in the simplest case, are two-phase media formed by the main homogeneous material containing small foreign particles (grains, inclusions).

Functional and Operatorial Statistics

Автор: Sophie Dabo-Niang; Fr?d?ric Ferraty
Название: Functional and Operatorial Statistics
ISBN: 3790825603 ISBN-13(EAN): 9783790825602
Издательство: Springer
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Цена: 26552.00 р.
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Описание: The numerous applications (micro-arrays, paleo- ecological data, radar waveforms, spectrometric curves, speech recognition, continuous time series, 3-D images, etc.) in various fields (biology, econometrics, environmetrics, the food industry, medical sciences, paper industry, etc.) make researching this statistical topic very worthwhile.

Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

Автор: Leonid Shaikhet
Название: Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 3319033522 ISBN-13(EAN): 9783319033525
Издательство: Springer
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Цена: 16977.00 р.
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Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.

Projecting Statistical Functionals

Автор: Tomasz Rychlik
Название: Projecting Statistical Functionals
ISBN: 038795239X ISBN-13(EAN): 9780387952390
Издательство: Springer
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Цена: 16070.00 р.
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Описание: This book presents a method of establishing explicit solutions to classical problems of calculating the best lower and upper mean-variance bounds. The following families of distributions are taken into account: arbitrary, symmetric, symmetric unimodal, and U-shaped.

Nonparametric Functional Data Analysis

Автор: Fr?d?ric Ferraty; Philippe Vieu
Название: Nonparametric Functional Data Analysis
ISBN: 1441921419 ISBN-13(EAN): 9781441921413
Издательство: Springer
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Цена: 18167.00 р.
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Описание: At the same time it shows how functional data can be studied through parameter-free statistical ideas, and offers an original presentation of new nonparametric statistical methods for functional data analysis.

Functional Data Analysis

Автор: James Ramsay; B. W. Silverman
Название: Functional Data Analysis
ISBN: 1441923004 ISBN-13(EAN): 9781441923004
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Scientists today collect samples of curves and other functional observations. This monograph presents many ideas and techniques for such data. Included are expressions in the functional domain of such classics as linear regression, principal components analysis, linear modelling, and canonical correlation analysis, as well as specifically functional techniques such as curve registration and principal differential analysis. Data arising in real applications are used throughout for both motivation and illustration, showing how functional approaches allow us to see new things, especially by exploiting the smoothness of the processes generating the data. The data sets exemplify the wide scope of functional data analysis; they are drwan from growth analysis, meterology, biomechanics, equine science, economics, and medicine. The book presents novel statistical technology while keeping the mathematical level widely accessible. It is designed to appeal to students, to applied data analysts, and to experienced researchers; it will have value both within statistics and across a broad spectrum of other fields. Much of the material is based on the authors' own work, some of which appears here for the first time. Jim Ramsay is Professor of Psychology at McGill University and is an international authority on many aspects of multivariate analysis. He draws on his collaboration with researchers in speech articulation, motor control, meteorology, psychology, and human physiology to illustrate his technical contributions to functional data analysis in a wide range of statistical and application journals. Bernard Silverman, author of the highly regarded "Density Estimation for Statistics and Data Analysis," and coauthor of "Nonparametric Regression and Generalized Linear Models: A Roughness Penalty Approach," is Professor of Statistics at Bristol University. His published work on smoothing methods and other aspects of applied, computational, and theoretical statistics has been recognized by the Presidents' Award of the Committee of Presidents of Statistical Societies, and the award of two Guy Medals by the Royal Statistical Society.

The Statistical Analysis of Functional MRI Data

Автор: Nicole Lazar
Название: The Statistical Analysis of Functional MRI Data
ISBN: 1441926798 ISBN-13(EAN): 9781441926791
Издательство: Springer
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Цена: 24456.00 р.
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Описание: This book is a primer for readers interested in learning more about this fascinating subject and the many statistical challenges inherent in functional neuroimaging data. It presents the basics of technique and surveys popular statistical approaches.


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