Pioneering Works on Extreme Value Theory

• Paperback | Engels | JSS Research Series in Statistics
• This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme val... Lees meer

Statistical Inference Based on Kernel Distribution Function Estimators

Rizky Reza Fauzi, Yoshihiko Maesono

• Paperback | Engels | JSS Research Series in Statistics
• This book presents a study of statistical inferences based on the kernel-type estimators of distribution functions. The inferences involve matters suc... Lees meer

Mixed-Effects Models and Small Area Estimation

Shonosuke Sugasawa, Tatsuya Kubokawa

• Paperback | Engels | JSS Research Series in Statistics
• This book provides a self-contained introduction of mixed-effects models and small area estimation techniques. In particular, it focuses on both intro... Lees meer

Shrinkage Estimation for Mean and Covariance Matrices

Hisayuki Tsukuma, Tatsuya Kubokawa

• Paperback | Engels | JSS Research Series in Statistics
• This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents... Lees meer

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Yoshifumi Muroi

• Paperback | Engels | JSS Research Series in Statistics
• This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin cal... Lees meer

Statistical Estimation for Truncated Exponential Families

Masafumi Akahira

• Paperback | Engels | JSS Research Series in Statistics
• This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers under... Lees meer

Pioneering Works on Distribution Theory

• Paperback | Engels | JSS Research Series in Statistics
• This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena ... Lees meer

Statistics Based on Dirichlet Processes and Related Topics

Hajime Yamato

• Paperback | Engels | JSS Research Series in Statistics
• This book focuses on the properties associated with the Dirichlet process, describing its use a priori for nonparametric inference and the Bayes estim... Lees meer

Copula-Based Markov Models for Time Series

Li-Hsien Sun, Xin-Wei Huang, Mohammed S Alqawba, Jong-Min Kim, Takeshi Emura

• Paperback | Engels | JSS Research Series in Statistics
• This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. I... Lees meer

Asymmetric Kernel Smoothing

Masayuki Hirukawa

• Paperback | Engels | JSS Research Series in Statistics
• Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures Explores the statisti... Lees meer