Stochastic Volatility and Realized Stochastic Volatility Models

Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe

• Paperback | Engels | SpringerBriefs in Statistics
• This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulation... Lees meer

Multiple Comparisons for Bernoulli Data

Taka-Aki Shiraishi

• Paperback | Engels | SpringerBriefs in Statistics
• This book focuses on multiple comparisons of proportions in multi-sample models with Bernoulli responses. First, the author explains the one-sample an... Lees meer

Regression Models for the Comparison of Measurement Methods

Heleno Bolfarine, Mário de Castro, Manuel Galea

• Paperback | Engels | SpringerBriefs in Statistics | SpringerBriefs in Statistics - ABE
• This book provides an updated account of the regression techniques employed in comparing analytical methods and to test the biases of one method relat... Lees meer

Minimum Gamma-Divergence for Regression and Classification Problems

Shinto Eguchi

• Paperback | Engels | SpringerBriefs in Statistics | JSS Research Series in Statistics
• This book introduces the gamma-divergence, a measure of distance between probability distributions that was proposed by Fujisawa and Eguchi in 2008. T... Lees meer

Pioneering Works on Extreme Value Theory

• Paperback | Engels | SpringerBriefs 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 | SpringerBriefs 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

Introduction to Interrater Agreement for Nominal Data

Roel Popping

• Hardcover | Engels | SpringerBriefs in Statistics
• This introductory book enables researchers and students of all backgrounds to compute interrater agreements for nominal data. It presents an overview ... Lees meer

Survival Analysis with Correlated Endpoints

Takeshi Emura, Shigeyuki Matsui, Virginie Rondeau

• Paperback | Engels | SpringerBriefs in Statistics
• This book introduces readers to advanced statistical methods for analyzing survival data involving correlated endpoints. In particular, it describes s... Lees meer

The SIML Filtering Method for Noisy Non-stationary Economic Time Series

Naoto Kunitomo, Seisho Sato

• Paperback | Engels | SpringerBriefs in Statistics | JSS Research Series in Statistics
• In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time ... Lees meer

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Yoshifumi Muroi

• Paperback | Engels | SpringerBriefs in Statistics
• Focuses on the resemblance between Bernoulli random variable and Brownian motion, a similarity providing deep insights into stochastic analysis Introd... Lees meer

Asymptotic Statistics in Insurance Risk Theory

Yasutaka Shimizu

• Paperback | Engels | SpringerBriefs in Statistics
• This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the G... Lees meer

Nonlinear Principal Component Analysis and Its Applications

Yuichi Mori, Masahiro Kuroda, Naomichi Makino

• Paperback | Engels | SpringerBriefs in Statistics
• This book expounds the principle and related applications of nonlinear principal component analysis (PCA), which is useful method to analyze mixed mea... Lees meer

Personality Traits and Drug Consumption

Elaine Fehrman, Vincent Egan, Alexander N Gorban, Jeremy Levesley, Evgeny M Mirkes, Awaz K Muhammad

• Hardcover | Engels | SpringerBriefs in Statistics
• This book discusses the psychological traits associated with drug consumption through the statistical analysis of a new database with information on 1... Lees meer

Empirical Likelihood and Quantile Methods for Time Series

Yan Liu, Fumiya Akashi, Masanobu Taniguchi

• Paperback | Engels | SpringerBriefs in Statistics
• This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite varianc... Lees meer

Finite Mixture of Skewed Distributions

Víctor Hugo Lachos Dávila, Celso Rômulo Barbosa Cabral, Camila Borelli Zeller

• Paperback | Engels | SpringerBriefs in Statistics | SpringerBriefs in Statistics - ABE
• This book presents recent results in finite mixtures of skewed distributions to prepare readers to undertake mixture models using scale mixtures of sk... Lees meer

Analysis of Survival Data with Dependent Censoring

Takeshi Emura, Yi-Hau Chen

• Paperback | Engels | SpringerBriefs in Statistics
• This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on like... Lees meer