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Projecting Statistical Functionals, Tomasz Rychlik


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Цена: 16070.00р.
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Автор: Tomasz Rychlik
Название:  Projecting Statistical Functionals
ISBN: 9780387952390
Издательство: Springer
Классификация:
ISBN-10: 038795239X
Обложка/Формат: Paperback
Страницы: 175
Вес: 0.28 кг.
Дата издания: 20.04.2001
Серия: Lecture Notes in Statistics
Язык: English
Размер: 234 x 156 x 10
Основная тема: Statistics
Ссылка на Издательство: Link
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Поставляется из: Германии
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.


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.

von Mises Calculus For Statistical Functionals

Автор: L. T. Fernholz
Название: von Mises Calculus For Statistical Functionals
ISBN: 0387908994 ISBN-13(EAN): 9780387908991
Издательство: Springer
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Цена: 16070.00 р.
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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 1960's 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 estimator's 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.

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.

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).

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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