Tous les ebooks de la collection "Lecture Notes in Statistics" - Springer

25 Livre(s)
Télécharger le livre : Restricted Parameter Space Estimation Problems
Ajouter à ma liste d'envies
Restricted Parameter Space Estimation Problems
Constance Van Eeden
This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The...

Editeur : Springer
Parution : 2006-12-15
Collection : Lecture Notes in Statistics
PDF

52,74 €
Télécharger le livre : Series Approximation Methods in Statistics
Ajouter à ma liste d'envies
Series Approximation Methods in Statistics
John E. Kolassa
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other...

Editeur : Springer
Parution : 2006-09-23
Collection : Lecture Notes in Statistics
PDF

147,69 €
Télécharger le livre : Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Ajouter à ma liste d'envies
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Pierre A. Cholette , Estela Bee Dagum
In modern economies, time series play a crucial role at all levels of activity. They are used by decision makers to plan for a better future, by governments to promote prosperity, by central banks to control inflation, by unions to bargain for higher wages, by hospital,...

Editeur : Springer
Parution : 2006-09-23
Collection : Lecture Notes in Statistics
PDF

94,94 €
Télécharger le livre : Nonparametric Monte Carlo Tests and Their Applications
Ajouter à ma liste d'envies
Nonparametric Monte Carlo Tests and Their Applications
Li-Xing Zhu
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte...

Editeur : Springer
Parution : 2006-04-08
Collection : Lecture Notes in Statistics
PDF

52,74 €
Télécharger le livre : Estimation in Conditionally Heteroscedastic Time Series Models
Ajouter à ma liste d'envies
Estimation in Conditionally Heteroscedastic Time Series Models
Daniel Straumann
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial...

Editeur : Springer
Parution : 2006-01-27
Collection : Lecture Notes in Statistics
PDF

52,74 €
<< < 12