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

Non-Asymptotic Analysis of Approximations for Multivariate Statistics

Yasunori Fujikoshi, Vladimir V Ulyanov

• Paperback | Engels | SpringerBriefs in Statistics
• This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results w... 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

Diagnostic Methods in Time Series

Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano

• Paperback | Engels | SpringerBriefs in Statistics
• This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tes... 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

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

Mixed-Effects Models and Small Area Estimation

Shonosuke Sugasawa, Tatsuya Kubokawa

• Paperback | Engels | SpringerBriefs 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

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

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

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

Statistical Estimation for Truncated Exponential Families

Masafumi Akahira

• Paperback | Engels | SpringerBriefs 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

Anova with Dependent Errors

Yuichi Goto, Hideaki Nagahata, Masanobu Taniguchi, Anna Clara Monti, Xiaofei Xu

• Paperback | Engels | SpringerBriefs in Statistics
• This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical... 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