Author: M.G. Akritas
Publisher: Elsevier
ISBN: 0444513787
Category : Computers
Languages : en
Pages : 524
Book Description
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium. Key features: . algorithic approaches . wavelets and nonlinear smoothers . graphical methods and data mining . biostatistics and bioinformatics . bagging and boosting . support vector machines . resampling methods
Recent Advances and Trends in Nonparametric Statistics
Author: M.G. Akritas
Publisher: Elsevier
ISBN: 0444513787
Category : Computers
Languages : en
Pages : 524
Book Description
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium. Key features: . algorithic approaches . wavelets and nonlinear smoothers . graphical methods and data mining . biostatistics and bioinformatics . bagging and boosting . support vector machines . resampling methods
Publisher: Elsevier
ISBN: 0444513787
Category : Computers
Languages : en
Pages : 524
Book Description
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium. Key features: . algorithic approaches . wavelets and nonlinear smoothers . graphical methods and data mining . biostatistics and bioinformatics . bagging and boosting . support vector machines . resampling methods
Topics in Nonparametric Statistics
Author: Michael G. Akritas
Publisher: Springer
ISBN: 1493905694
Category : Mathematics
Languages : en
Pages : 369
Book Description
This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for Non Parametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI and other organizations. M.G. Akritas, S.N. Lahiri and D.N. Politis are the first executive committee members of ISNPS and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world. The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the world and contributes to the further development of the field. The conference program included over 250 talks, including special invited talks, plenary talks and contributed talks on all areas of nonparametric statistics. Out of these talks, some of the most pertinent ones have been refereed and developed into chapters that share both research and developments in the field.
Publisher: Springer
ISBN: 1493905694
Category : Mathematics
Languages : en
Pages : 369
Book Description
This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for Non Parametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI and other organizations. M.G. Akritas, S.N. Lahiri and D.N. Politis are the first executive committee members of ISNPS and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world. The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the world and contributes to the further development of the field. The conference program included over 250 talks, including special invited talks, plenary talks and contributed talks on all areas of nonparametric statistics. Out of these talks, some of the most pertinent ones have been refereed and developed into chapters that share both research and developments in the field.
Nonparametric Statistics for Health Care Research
Author: Marjorie A. Pett
Publisher: SAGE Publications
ISBN: 1483324524
Category : Social Science
Languages : en
Pages : 392
Book Description
What do you do when you realize that the data set from the study that you have just completed violates the sample size or other requirements needed to apply parametric statistics? Nonparametric Statistics for Health Care Research was developed for such scenarios—research undertaken with limited funds, often using a small sample size, with the primary objective of improving client care and obtaining better client outcomes. Covering the most commonly used nonparametric statistical techniques available in statistical packages and on open-resource statistical websites, this well-organized and accessible Second Edition helps readers, including those beyond the health sciences field, to understand when to use a particular nonparametric statistic, how to generate and interpret the resulting computer printouts, and how to present the results in table and text format.
Publisher: SAGE Publications
ISBN: 1483324524
Category : Social Science
Languages : en
Pages : 392
Book Description
What do you do when you realize that the data set from the study that you have just completed violates the sample size or other requirements needed to apply parametric statistics? Nonparametric Statistics for Health Care Research was developed for such scenarios—research undertaken with limited funds, often using a small sample size, with the primary objective of improving client care and obtaining better client outcomes. Covering the most commonly used nonparametric statistical techniques available in statistical packages and on open-resource statistical websites, this well-organized and accessible Second Edition helps readers, including those beyond the health sciences field, to understand when to use a particular nonparametric statistic, how to generate and interpret the resulting computer printouts, and how to present the results in table and text format.
Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis
Author: Xiaohong Chen
Publisher: Springer Science & Business Media
ISBN: 1461416531
Category : Business & Economics
Languages : en
Pages : 582
Book Description
This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Publisher: Springer Science & Business Media
ISBN: 1461416531
Category : Business & Economics
Languages : en
Pages : 582
Book Description
This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Nonparametric Econometrics
Author: Qi Li
Publisher: Princeton University Press
ISBN: 0691248087
Category : Business & Economics
Languages : en
Pages : 768
Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Publisher: Princeton University Press
ISBN: 0691248087
Category : Business & Economics
Languages : en
Pages : 768
Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Nonparametric Statistics
Author: Michele La Rocca
Publisher: Springer Nature
ISBN: 3030573060
Category : Mathematics
Languages : en
Pages : 547
Book Description
Highlighting the latest advances in nonparametric and semiparametric statistics, this book gathers selected peer-reviewed contributions presented at the 4th Conference of the International Society for Nonparametric Statistics (ISNPS), held in Salerno, Italy, on June 11-15, 2018. It covers theory, methodology, applications and computational aspects, addressing topics such as nonparametric curve estimation, regression smoothing, models for time series and more generally dependent data, varying coefficient models, symmetry testing, robust estimation, and rank-based methods for factorial design. It also discusses nonparametric and permutation solutions for several different types of data, including ordinal data, spatial data, survival data and the joint modeling of both longitudinal and time-to-event data, permutation and resampling techniques, and practical applications of nonparametric statistics. The International Society for Nonparametric Statistics is a unique global organization, and its international conferences are intended to foster the exchange of ideas and the latest advances and trends among researchers from around the world and to develop and disseminate nonparametric statistics knowledge. The ISNPS 2018 conference in Salerno was organized with the support of the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and the University of Salerno.
Publisher: Springer Nature
ISBN: 3030573060
Category : Mathematics
Languages : en
Pages : 547
Book Description
Highlighting the latest advances in nonparametric and semiparametric statistics, this book gathers selected peer-reviewed contributions presented at the 4th Conference of the International Society for Nonparametric Statistics (ISNPS), held in Salerno, Italy, on June 11-15, 2018. It covers theory, methodology, applications and computational aspects, addressing topics such as nonparametric curve estimation, regression smoothing, models for time series and more generally dependent data, varying coefficient models, symmetry testing, robust estimation, and rank-based methods for factorial design. It also discusses nonparametric and permutation solutions for several different types of data, including ordinal data, spatial data, survival data and the joint modeling of both longitudinal and time-to-event data, permutation and resampling techniques, and practical applications of nonparametric statistics. The International Society for Nonparametric Statistics is a unique global organization, and its international conferences are intended to foster the exchange of ideas and the latest advances and trends among researchers from around the world and to develop and disseminate nonparametric statistics knowledge. The ISNPS 2018 conference in Salerno was organized with the support of the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and the University of Salerno.
Advanced Mathematical Methods for Finance
Author: Julia Di Nunno
Publisher: Springer Science & Business Media
ISBN: 364218412X
Category : Mathematics
Languages : en
Pages : 532
Book Description
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Publisher: Springer Science & Business Media
ISBN: 364218412X
Category : Mathematics
Languages : en
Pages : 532
Book Description
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Recent Advances and Trends in Nonparametric Statistics
Author: M.G. Akritas
Publisher: Elsevier
ISBN: 0080540376
Category : Mathematics
Languages : en
Pages : 523
Book Description
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium.Key features:• algorithic approaches • wavelets and nonlinear smoothers • graphical methods and data mining • biostatistics and bioinformatics • bagging and boosting • support vector machines • resampling methods
Publisher: Elsevier
ISBN: 0080540376
Category : Mathematics
Languages : en
Pages : 523
Book Description
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection of short articles - most of which having a review component - describing the state-of-the art of Nonparametric Statistics at the beginning of a new millennium.Key features:• algorithic approaches • wavelets and nonlinear smoothers • graphical methods and data mining • biostatistics and bioinformatics • bagging and boosting • support vector machines • resampling methods
Categorical and Nonparametric Data Analysis
Author: E. Michael Nussbaum
Publisher: Routledge
ISBN: 1136335633
Category : Psychology
Languages : en
Pages : 563
Book Description
Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so readers can explain their assumptions and how tests work in future publications. Numerous examples from psychology, education, and other social sciences demonstrate varied applications of the material. Basic statistics and probability are reviewed for those who need a refresher. Mathematical derivations are placed in optional appendices for those interested in this detailed coverage. Highlights include the following: Unique coverage of categorical and nonparametric statistics better prepares readers to select the best technique for their particular research project; however, some chapters can be omitted entirely if preferred. Step-by-step examples of each test help readers see how the material is applied in a variety of disciplines. Although the book can be used with any program, examples of how to use the tests in SPSS and Excel foster conceptual understanding. Exploring the Concept boxes integrated throughout prompt students to review key material and draw links between the concepts to deepen understanding. Problems in each chapter help readers test their understanding of the material. Emphasis on selecting tests that maximize power helps readers avoid "marginally" significant results. Website (www.routledge.com/9781138787827) features datasets for the book's examples and problems, and for the instructor, PowerPoint slides, sample syllabi, answers to the even-numbered problems, and Excel data sets for lecture purposes. Intended for individual or combined graduate or advanced undergraduate courses in categorical and nonparametric data analysis, cross-classified data analysis, advanced statistics and/or quantitative techniques taught in psychology, education, human development, sociology, political science, and other social and life sciences, the book also appeals to researchers in these disciplines. The nonparametric chapters can be deleted if preferred. Prerequisites include knowledge of t tests and ANOVA.
Publisher: Routledge
ISBN: 1136335633
Category : Psychology
Languages : en
Pages : 563
Book Description
Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so readers can explain their assumptions and how tests work in future publications. Numerous examples from psychology, education, and other social sciences demonstrate varied applications of the material. Basic statistics and probability are reviewed for those who need a refresher. Mathematical derivations are placed in optional appendices for those interested in this detailed coverage. Highlights include the following: Unique coverage of categorical and nonparametric statistics better prepares readers to select the best technique for their particular research project; however, some chapters can be omitted entirely if preferred. Step-by-step examples of each test help readers see how the material is applied in a variety of disciplines. Although the book can be used with any program, examples of how to use the tests in SPSS and Excel foster conceptual understanding. Exploring the Concept boxes integrated throughout prompt students to review key material and draw links between the concepts to deepen understanding. Problems in each chapter help readers test their understanding of the material. Emphasis on selecting tests that maximize power helps readers avoid "marginally" significant results. Website (www.routledge.com/9781138787827) features datasets for the book's examples and problems, and for the instructor, PowerPoint slides, sample syllabi, answers to the even-numbered problems, and Excel data sets for lecture purposes. Intended for individual or combined graduate or advanced undergraduate courses in categorical and nonparametric data analysis, cross-classified data analysis, advanced statistics and/or quantitative techniques taught in psychology, education, human development, sociology, political science, and other social and life sciences, the book also appeals to researchers in these disciplines. The nonparametric chapters can be deleted if preferred. Prerequisites include knowledge of t tests and ANOVA.
Nonparametric Functional Data Analysis
Author: Frédéric Ferraty
Publisher: Springer Science & Business Media
ISBN: 0387366202
Category : Mathematics
Languages : en
Pages : 260
Book Description
Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard data exploration. This book links these two fields of modern statistics by explaining how functional data can be studied through parameter-free statistical ideas. 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.
Publisher: Springer Science & Business Media
ISBN: 0387366202
Category : Mathematics
Languages : en
Pages : 260
Book Description
Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard data exploration. This book links these two fields of modern statistics by explaining how functional data can be studied through parameter-free statistical ideas. 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.