Analytical Methods in Statistics: AMISTAT, Liberec, Czech Republic, September 2019 (Springer Proceedings in Mathematics & Statistics, 329, Band 329) - Hardcover

Hardcover

ISBN 10: 3030488136 ISBN 13: 9783030488130

Verlag: Springer, 2020

Inhaltsangabe

This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019. Real-life problems demand statistical solutions, which in turn require new and profound mathematical methods. As such, the book is not only a collection of solved problems but also a source of new methods and their practical extensions. The authoritative contributions focus on analytical methods in statistics, asymptotics, estimation and Fisher information, robustness, stochastic models and inequalities, and other related fields; further, they address e.g. average autoregression quantiles, neural networks, weighted empirical minimum distance estimators, implied volatility surface estimation, the Grenander estimator, non-Gaussian component analysis, meta learning, and high-dimensional errors-in-variables models.

Über diesen Titel

Über die Autorin bzw. den Autor

Matúš Maciak is an Assistant Professor at the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. His research interests include innovative statistical approaches concerning nonparametric and semiparametric regression models, sparse fitting via convex optimization (atomic pursuit / LASSO), estimation under various shape constraints, robustness and quantiles, and changepoint detection and estimation within various data structures. He also has practical experience in applied statistics, especially in empirical econometrics and finance, insurance, ecology, and the medical sciences.

Michal Pešta is an Associate Professor at the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. His research interests include asymptotic methods for changepoint, weak dependence, copulae, resampling methods, panel data, nonparametric regression, and errors-in-variables modeling. He is also interested in developing complex statistical methodology frameworks for various real-life settings, including empirical econometrics, finance, and non-life insurance.

Martin Schindler is an Assistant Professor of Applied Mathematics at the Technical University of Liberec, Czech Republic. His research interests include robust and nonparametric statistics, statistical computing and simulations. He has also worked on various inference procedures based on regression rank scores used in both linear and nonlinear models. During his postdoctoral studies at the University of Tampere he worked on nonparametric procedures for microarray data.

Von der hinteren Coverseite

This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019. Real-life problems demand statistical solutions, which in turn require new and profound mathematical methods. As such, the book is not only a collection of solved problems but also a source of new methods and their practical extensions. The authoritative contributions focus on analytical methods in statistics, asymptotics, estimation and Fisher information, robustness, stochastic models and inequalities, and other related fields; further, they address e.g. average autoregression quantiles, neural networks, weighted empirical minimum distance estimators, implied volatility surface estimation, the Grenander estimator, non-Gaussian component analysis, meta learning, and high-dimensional errors-in-variables models.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2020
• Sprache: Englisch
• ISBN 10: 3030488136
• ISBN 13: 9783030488130
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 166
• Herausgeber: Maciak Matúš, Pešta Michal, Schindler Martin
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland