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Author: Michael R. Kosorok Publisher: Springer Science & Business Media ISBN: 0387749780 Category : Mathematics Languages : en Pages : 482
Book Description
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author: Michael R. Kosorok Publisher: Springer Science & Business Media ISBN: 0387749780 Category : Mathematics Languages : en Pages : 482
Book Description
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author: Galen R. Shorack Publisher: SIAM ISBN: 0898719011 Category : Mathematics Languages : en Pages : 992
Book Description
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.
Author: Herold Dehling Publisher: Springer Science & Business Media ISBN: 1461200997 Category : Mathematics Languages : en Pages : 378
Book Description
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Author: Hira L. Koul Publisher: Springer Science & Business Media ISBN: 9780387954769 Category : Mathematics Languages : en Pages : 454
Book Description
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Author: D. Pollard Publisher: David Pollard ISBN: 0387909907 Category : Mathematics Languages : en Pages : 223
Book Description
Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.
Author: Michael Felderer Publisher: Springer Nature ISBN: 3030324893 Category : Computers Languages : en Pages : 525
Book Description
This book presents contemporary empirical methods in software engineering related to the plurality of research methodologies, human factors, data collection and processing, aggregation and synthesis of evidence, and impact of software engineering research. The individual chapters discuss methods that impact the current evolution of empirical software engineering and form the backbone of future research. Following an introductory chapter that outlines the background of and developments in empirical software engineering over the last 50 years and provides an overview of the subsequent contributions, the remainder of the book is divided into four parts: Study Strategies (including e.g. guidelines for surveys or design science); Data Collection, Production, and Analysis (highlighting approaches from e.g. data science, biometric measurement, and simulation-based studies); Knowledge Acquisition and Aggregation (highlighting literature research, threats to validity, and evidence aggregation); and Knowledge Transfer (discussing open science and knowledge transfer with industry). Empirical methods like experimentation have become a powerful means of advancing the field of software engineering by providing scientific evidence on software development, operation, and maintenance, but also by supporting practitioners in their decision-making and learning processes. Thus the book is equally suitable for academics aiming to expand the field and for industrial researchers and practitioners looking for novel ways to check the validity of their assumptions and experiences. Chapter 17 is available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Author: Frédéric Abergel Publisher: Cambridge University Press ISBN: 1316870480 Category : Mathematics Languages : en Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Author: Miklos Csörgö Publisher: Springer Science & Business Media ISBN: 1461564204 Category : Mathematics Languages : en Pages : 177
Book Description
Mik16s Cs6rgO and David M. Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer ence at Texas A & M University in 1981. Independently of them, Sandor Cs6rgO and Lajos Horv~th have begun their work on this subject at Szeged University. The idea of writing a monograph together was born when the four of us met in the Conference on Limit Theorems in Probability and Statistics, Veszpr~m 1982. This collaboration resulted in No. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983. Afterwards David M. Mason has decided to withdraw from this project. The authors wish to thank him for his contributions. In particular, he has called our attention to the reverse martingale property of the empirical process together with the associated Birnbaum-Marshall inequality (cf.,the proofs of Lemmas 2.4 and 3.2) and to the Hardy inequality (cf. the proof of part (iv) of Theorem 4.1). These and several other related remarks helped us push down the 2 moment condition to EX
Author: Michael R. Kosorok
Author: Michael R. Kosorok
Author: Galen R. Shorack
Author: Herold Dehling
Author: David Pollard
Author: Hira L. Koul
Author: D. Pollard
Author: Michael Felderer
Author: Frédéric Abergel
Author: Miklos Csörgö
Author: Eustasio Del Barrio