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SPIRES-BOOKS: FIND KEYWORD ECONOMETRICS *END*INIT* use /tmp/qspiwww.webspi1/18614.115 QRY 131.225.70.96 . find keyword econometrics ( in books using www Cover
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Call number:1848214685:ONLINE Show nearby items on shelf
Title:Spatial Data and Econometrics
Author(s): Dub
Date:2014
Publisher:Wiley-ISTE
Size:1 online resource (243 p.)
ISBN:9781848214682
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Electrical & Electronics Engineering
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Call number:0471679321:ONLINE Show nearby items on shelf
Title:Contemporary Bayesian Econometrics and Statistics
Author(s): Geweke
Date:2005
Publisher:Wiley-Interscience
Size:1 online resource (321 p.)
ISBN:9780471679325
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:0470743859:ONLINE Show nearby items on shelf
Title:Handbook of Computational Econometrics
Author(s): Belsley
Date:2009
Publisher:Wiley
Size:1 online resource (515 p.)
ISBN:9780470743850
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:0470681772:ONLINE Show nearby items on shelf
Title:Developing Econometrics Statistical Theories and Methods with Applications to Economics and Business
Author(s): Tong
Date:2011
Publisher:Wiley
Size:1 online resource (487 p.)
ISBN:9780470681770
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:SPRINGER-2016-9783319318226:ONLINE Show nearby items on shelf
Title:Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author(s): Estela Bee Dagum
Date:2016
Size:1 online resource (10 p.)
Note:10.1007/978-3-319-31822-6
Contents:Introduction -- Time Series Components -- Part I: Seasonal Adjustment Methods -- Seasonal Adjustment: Meaning, Purpose and Methods -- Linear Filters Seasonal Adjustment Methods: Census Method II and its Variants -- Seasonal Adjustment Based on ARIM A Decomposition: TRAMO-SEATS -- Seasonal Adjustment Based on Structural Time Series Models -- Part II: Trend-Cycle Estimation -- Trend-Cycle Estimation -- Further Developments on the Henderson Trend-Cycle Filter -- A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS) -- Real Time Trend-Cycle Prediction -- The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction -- Glossary
ISBN:9783319318226
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Econometrics , Macroeconomics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistical Theory and Methods , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Macroeconomics/Monetary Economics//Financial Economics , Probability Theory and Stochastic Processes , Econometrics
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Call number:SPRINGER-2016-9783319287256:ONLINE Show nearby items on shelf
Title:Time Series Analysis and Forecasting Selected Contributions from the ITISE Conference
Author(s):
Date:2016
Size:1 online resource (49 p.)
Note:10.1007/978-3-319-28725-6
Contents:Main Topics: Time Series Analysis and Forecasting -- Advanced method and on-Line Learning in time series -- High Dimension and Complex/Big Data -- Forecasting in real problem
ISBN:9783319287256
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Mathematical statistics , Econometrics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Econometrics , Probability and Statistics in Computer Science
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Call number:SPRINGER-2016-9783319285993:ONLINE Show nearby items on shelf
Title:Multivariate Time Series With Linear State Space Structure
Author(s): Víctor Gómez
Date:2016
Size:1 online resource (541 p.)
Note:10.1007/978-3-319-28599-3
Contents:Preface -- Computer Software -- Orthogonal Projection -- Linear Models -- Stationarity and Linear Time Series Models -- The State Space Model -- Time Invariant State Space Models -- Time Invariant State Space Models With Inputs -- Wiener–Kolmogor ov Filtering and Smoothing -- SSMMATLAB -- Bibliography -- Author Index -- Subject Index
ISBN:9783319285993
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Econometrics , Statistics , Statistical Theory and Methods , Statistics and Computing/Statistics Programs , Probability Theory and Stochastic Processes , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Econometrics , Statistics for Business/Economics/Mathematical Finance/Insurance
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Call number:SPRINGER-2016-9783319272740:ONLINE Show nearby items on shelf
Title:Topics in Theoretical and Applied Statistics
Author(s):
Date:2016
Size:1 online resource (18 p.)
Note:10.1007/978-3-319-27274-0
Contents:Part I Statistical Theory and Methods -- Part II Data Mining and Multivariate Data Analysis -- Part III Sampling and Estimation Methods -- Part IV Social Statistics, Demography and Health Data -- Part V Economic Statistics and Econometrics.
ISBN:9783319272740
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Demography , Statistics , Statistical Theory and Methods , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Demography
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Call number:SPRINGER-2014-9783642552557:ONLINE Show nearby items on shelf
Title:An Introduction to Bartlett Correction and Bias Reduction [electronic resource]
Author(s): Gauss M Cordeiro
Francisco Cribari-Neto
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracyin small samples. Whil e the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique, and discussconcrete applications to several important statistical models
Contents:Preface
Likelihood
Based Inference and Finite
Sample Corrections: A Brief Overview
Bartlett Corrections and Bootstrap Testing Inference
Bartlett
Type Corrections
Analytical and Bootstrap Bias Corrections
Supplementary Material
Glossary
ISBN:9783642552557
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2014-9783642546167:ONLINE Show nearby items on shelf
Title:Modles et mthodes stochastiques [electronic resource] : Une introduction avec applications
Author(s): Pierre Del Moral
Christelle Verg
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:La thorie des probabilits et des processus stochastiques est sans aucun doute l'un des plus importants outils mathmatiques des sciences modernes. Le thorie des probabilit s'illustre dans de nombreux domaines issus de labiologie, de la physique, et de s sciences de l'ingnieur : dynamique des populations, traitement du signal et de l'image, chimie molculaire, conomtrie, sciences actuarielles, mathmatiques financires, ainsi qu'en analyse derisque. Le but de cet ouvrage est de parcourir les principaux mod les et mthodes stochastiques de cette thorie en pleine expansion. Ce voyage ne ncessite aucun bagage spcifique sur la thorie des processus stochastiques. Lesoutils d'analyses ncessaires une bonne comprhension sont donns au fur et mesure de leur construc tion, rvlant ainsi leur ncessit. La thorie des processus stochastiques est une extension naturelle de la thorie desystmes dynamiques des phnomnes alatoires. Elle contient des formalisation d'volutions de phnomnes alatoires rencontrs en physique, en biolo gique, en conomie, ou en sciences de l'ingnieur, mais aussi desalgorithmes d'exploration stochastique d'espaces de solutions complexes pour rsoudre des problmes d'estimation, d'optimisation et d'apprentissage statistique. Des techniques de rsolution avanc es en statistique baysienne, entraitement du signal, en analyse dvnements rares, en combinatoire numrative, en optimisation combinatoire, ainsi qu'en physique et chimie quantique sont exposes dans cet ouvrage. Stochastic Models andMethods Probabilitytheor y and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences:population dynamics, signal and image processing, molecular chemistry, econometrics, actuarial science, financial mathematics, a
ISBN:9783642546167
Series:eBooks
Series:SpringerLink
Series:Mathmatiques et Applications, 1154-483X : v75
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algorithms , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319055527:ONLINE Show nearby items on shelf
Title:Statistical Methods and Applications from a Historical Perspective [electronic resource] : Selected Issues
Author(s): Fabio Crescenzi
Stefania Mignani
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The book showcases a selection of peer-reviewed papers, the preliminary versions of which were presented at a conference held 11-13 June 2011 in Bologna and organized jointly by the Italian Statistical Society (SIS),theNational Institute of Statistic s (ISTAT) and the Bank of Italy. The theme of the conference was Statistics in the 150 years of the Unification of Italy. The celebration of the anniversary of Italian unification provided theopportunity to examine and discuss the methodological aspects a nd applications from a historical perspective and both from a national and international point of view. The critical discussion on the issues of the past has made itpossible to focus on recent advances, considering the studies of socio-economic and demogr aphic changes in European countries
Contents:Part I
Methodological Issues in an Historical Perspective: Bayesian and non
bayesian approaches to statistical inference: a personal view, by Bruno Chiandotto
Contributions of Italian statisticians to the development of multivariate data analysis, by Renato Coppi and Paolo Giordani
The Semantic role of variability in the development of statistical thought, by Paola Monari
The Permutation Testing Approach in the Light of Conditionality and Sufficiency Principles, by Fortunato Pesarin
Bayesian Statistical Inference: an Overview, by Ludovico Piccinato
Part II
Historical Issues
ISBN:9783319055527
Series:eBooks
Series:SpringerLink
Series:Studies in Theoretical and Applied Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Information systems , Econometrics , Finance , Demography
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Call number:SPRINGER-2014-9783319026510:ONLINE Show nearby items on shelf
Title:Contemporary Developments in Statistical Theory [electronic resource] : A Festschrift for Hira Lal Koul
Author(s): Soumendra Lahiri
Anton Schick
Ashis SenGupta
T.N Sriram
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This volume highlights Prof. Hira Kouls achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis,Nonlinear time series and Econo metrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas.Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to theprofession through editorial work for journals and through leadership roles in pro fessional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D.students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume
Contents:Preface
Martingale estimating functions for stochastic processes
On Hodges and Lehmanns 6 Result
Acknowledgments
List of Referees
ISBN:9783319026510
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v68
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematics , Mathematical statistics
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Call number:SPRINGER-2014-9781447163954:ONLINE Show nearby items on shelf
Title:An Introduction to Laplace Transforms and Fourier Series [electronic resource]
Author(s): Phil Dyke
Date:2014
Edition:2nd ed. 2014
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Laplace transforms continue to be a very important tool for the engineer, physicist and applied mathematician. They are also now useful to financial, economic and biological modellers as these disciplines become more quantitative.Any problem that has underlying linearity and with solution based on initial values can be expressed as an appropriate differential equation and hence be solved using Laplace transforms. In this book, there is a strong emphasis onapplication with the necessary mathematical g rounding. There are plenty of worked examples with all solutions provided. This enlarged new edition includes generalised Fourier series and a completely new chapter on wavelets. Onlyknowledge of elementary trigonometry and calculus are required as prereq uisites. An Introduction to Laplace Transforms and Fourier Series will be useful for second and third year undergraduate students in engineering, physics ormathematics, as well as for graduates in any discipline such as financial mathematics, econometrics and biological modelling requiring techniques for solving initial value problems
Contents:The Laplace Transform
Further Properties of the Laplace Transform
Convolution and the Solution of Ordinary Differential Equations
Fourier Series
Partial Differential Equations
Fourier Transforms
Wavelets and Signal Processing
Complex Variables and Laplace Transforms
ISBN:9781447163954
Series:eBooks
Series:SpringerLink
Series:Springer Undergraduate Mathematics Series, 1615-2085
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Fourier analysis , Functions of complex variables , Integral Transforms , Mathematical physics , Engineering mathematics
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Call number:SPRINGER-2013-9789491216831:ONLINE Show nearby items on shelf
Title:An Introduction to Order Statistics [electronic resource]
Author(s): Mohammad Ahsanullah
Valery B Nevzorov
Mohammad Shakil
Date:2013
Publisher:Paris : Atlantis Press : Imprint: Atlantis Press
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents the theory of order statistics in a way, such that beginners can get easily acquainted with the very basis of the theory without having to work through heavily involved techniques. At the same time moreexperienced readers can check their level of understanding and polish their knowledge with certain details. This is achieved by, on the one hand, stating the basic formulae and providing many useful examples to illustrate thetheoretical statements, while on the other hand an upgraded list of references will make it easier to gain insight into more specialized results. Thus this book is suitable for a readership working in statistics, actuarial mathematics,reliability engineering, meteorology, hydrology, business economics, sports ana lysis and many more
Note:Springer eBooks
Contents:Basic definitions
Distributions of order statistics
Sample quantiles and ranges
Representations for order statistics
Conditional distributions of order statistics
Order statistics for discrete distributions
Moments of order statistics: general relations
Moments of uniform and exponential order statistics
Moment relations for order statistics: normal distribution
Asymptotic behavior of the middle and intermediate order statistics
Asymptotic behavior of the extreme order statistics
Some properties of estimators based on order statistics
Minimum variance linear u
ISBN:9789491216831
Series:e-books
Series:SpringerLink (Online service)
Series:Atlantis Studies in Probability and Statistics, 1879-6893 : v3
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9783642355882:ONLINE Show nearby items on shelf
Title:Advances in Theoretical and Applied Statistics [electronic resource]
Author(s): Nicola Torelli
Fortunato Pesarin
Avner Bar-Hen
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume includes contributions selected after a double blind review process and presented as a preliminary version at the 45th Meeting of the Italian Statistical Society. The papers provide significant and innovative originalcontributions and cov er a broad range of topics including: statistical theory methods for time series and spatial data statistical modeling and data analysis survey methodology and official statistics analysis of social,demographic and health data and economic statistics and econometrics
Note:Springer eBooks
Contents:Part I Statistical Theory: Default Priors Based on Pseudo
likelihoods for the Poisson
GPD Model (Stefano Cabras)
Robustness, Dispersion and Local Functions in Data Depth (Mario Romanazzi and Claudio Agostinelli)
New Distribution
free Plotting Position Through an Approximation to the Beta Median (Pasquale Erto and Antonio Lepore)
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process (Sergue Dachian and Ilia Negri)
Archetypal Symbolic Objects (M.R. DEsposito, F. Palumbo, G. Ragozini)
Lorenz Zonoids and Dependence Measures: A Proposal (Emanuela Raffinetti, Paolo
ISBN:9783642355882
Series:e-books
Series:SpringerLink (Online service)
Series:Studies in Theoretical and Applied Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9783642355127:ONLINE Show nearby items on shelf
Title:Long-Memory Processes [electronic resource] : Probabilistic Properties and Statistical Methods
Author(s): Jan Beran
Yuanhua Feng
Sucharita Ghosh
Rafal Kulik
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last20 years enormous pr ogress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematicaland probabilistic foundations and statis tical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be avaluable resource for researchers and graduate students in st atistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, powerlaws, self-similar scaling or fractal properties are relevant
Note:Springer eBooks
Contents:Definition of Long Memory
Origins and Generation of Long Memory
Mathematical Concepts
Limit Theorems
Statistical Inference for Stationary Processes
Statistical Inference for Nonlinear Processes
Statistical Inference for Nonstationary Processes
Forecasting
Spatial and Space
Time Processes
Resampling
Function Spaces
Regularly Varying Functions
Vague Convergence
Some Useful Integrals
Notation and Abbreviations
ISBN:9783642355127
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9783642343339:ONLINE Show nearby items on shelf
Title:Regression [electronic resource] : Models, Methods and Applications
Author(s): Ludwig Fahrmeir
Thomas Kneib
Stefan Lang
Brian Marx
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The aim of this book is an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and application. The most important models and methods in regression are presentedon a solid formal bas is, and their appropriate application is shown through many real data examples and case studies. Availability of (user-friendly) software has been a major criterion for the methods selected and presented. Thus, thebook primarily targets an audience that i ncludes students, teachers and practitioners in social, economic, and life sciences, as well as students and teachers in statistics programs, and mathematicians and computer scientists withinterests in statistical modeling and data analysis. It is written on an intermediate mathematical level and assumes only knowledge of basic probability, calculus, and statistics. The most important definitions and statements areconcisely summarized in boxes. Two appendices describe required matrix algebra, as well as e lements of probability calculus and statistical inference
Note:Springer eBooks
Contents:Introduction
Regression Models
The Classical Linear Model
Extensions of the Classical Linear Model
Generalized Linear Models
Categorical Regression Models
Mixed Models
Nonparametric Regression
Structured Additive Regression
Quantile Regression
A Matrix Algebra
B Probability Calculus and Statistical Inference
Bibliography
Index
ISBN:9783642343339
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Epidemiology , Bioinformatics , Statistical methods , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9783642329319:ONLINE Show nearby items on shelf
Title:Formulas Useful for Linear Regression Analysis and Related Matrix Theory [electronic resource] : It's Only Formulas But We Like Them
Author(s): Puntanen Simo
Styan George P. H.
Isotalo Jarkko
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This is an unusual book because it contains a great deal of formulas. Hence it is a blend of monograph, textbook, and handbook. It is intended for students and researchers who need quick access to useful formulas appearing in thelinear regression mod el and related matrix theory. This is not a regular textbook - this is supporting material for courses given in linear statistical models. Such courses are extremely common at universities with quantitativestatistical analysis programs
Note:Springer eBooks
Contents:The Model Matrix
Fitted Values and Residuals
Regression Coefficients
Alternative Estimators
Decompositions of Sums of Squares
Partial Correlations
Distributions
Testing Hypotheses
Diagnostics
BLUE: Some Helpful Identities
Estimability
Best Linear Unbiased Estimator
The Watson Efficiency
Linear Sufficiency and Admissibility
Best Linear Unbiased Predictor
Mixed Model
Multivariate Linear Model
Inverse of a Partitioned Matrix
Generalized Inverses
Projectors
Eigenvalues
Discriminant Analysis
Factor Analysis
Canonical Correlations
ISBN:9783642329319
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Matrix theory , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9783642329142:ONLINE Show nearby items on shelf
Title:Applied Panel Data Analysis for Economic and Social Surveys [electronic resource]
Author(s): Hans-Jrgen Andre
Katrin Golsch
Alexander W Schmidt
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows how to manage, describe, andmodel these kinds of dat a. It presents models for continuous and categorical dependent variables, focusing either on the level of these variables at different points in time or on their change over time. It covers fixed and randomeffects models, models for change scores and even t history models. All statistical methods are explained in an application-centered style using research examples from scholarly journals, which can be replicated by the reader throughdata provided on the accompanying website. As all models are compared to each other, it provides valuable assistance with choosing the right modelin applied research. The textbook is directed at master and doctoral students as wellas applied researchers in the social sciences, psychology, business administration and economics . Readers should be familiar with linear regression and have a good understanding of ordinary least squares estimation
Note:Springer eBooks
Contents:Introduction: Benefits and challenges of the panel design
Outline of the book
Audience and prerequisites
Acknowledgements
Managing panel data: The nature of panel data
The basics of panel data management
Three case studies on poverty in Germany
How to represent a population with panel data?
Conclusion and further reading
Describing and modeling panel data: Some basic terminology
Measurements over time are not independent
Describing the dependent variable
Explaining the dependent variable over time: typical explanatory variables
Modeling panel data
Est
ISBN:9783642329142
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Econometrics , Social sciences Methodology
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Call number:SPRINGER-2013-9781461481454:ONLINE Show nearby items on shelf
Title:Mathematics for Econometrics [electronic resource]
Author(s): Phoebus J Dhrymes
Date:2013
Edition:4th ed. 2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The fourth edition of this book continues to deal with a number of mathematical topics that are of great importance in the study of classical econometrics. The major expansion involves a more complete coverage of basic aspects ofmathematics that cont inue to play an increasingly significant role in the literature of econometrics. Thus, the chapter on difference equations has been expanded to include enhanced treatment of lag operators (backward shift operatorsin the statistical literature) that are im portant not only in the context of the dynamic simultaneous equation GLSEM (general linear structural econometric model), but also time series analysis. New features in this edition includechapters on probability theory and the probabilistic basis of clas sical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristicroots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The bo ok also covers pseudo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients andrandom forcing functions, matrix differentiation, and permutation matrices. Its novel features include an intr oduction to asymptotic expansions, and examples of applications to the general-linear model (regression) and the generallinear structural econometric model (simultaneous equations). Also unique to this edition are two fairly extensive chapters on applicat ions to the GLM (general linear model), GLSEM and time series analysis which treat issues relevantto their underlying theoretical bases, estimation and forecasting. Professor Dhrymes is currently Professor of Economics at Columbia University. Earlier he t aught at Harvard, University of Pennsylvania, University of California at LosAngeles, and Monash University in Australia. He is a fellow of the Econometric Society and the American Statistical Associati
Note:Springer eBooks
Contents:Preface
Chapters
Bibliography
References
ISBN:9781461481454
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9781461477891:ONLINE Show nearby items on shelf
Title:State-Space Models [electronic resource] : Applications in Economics and Finance
Author(s): Yong Zeng
Shu Wu
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. Thebook includes nonlin ear andnon-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous)observations.The contributed chapters are divided i nto four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models.The second part focuseson the application of Linear State-SpaceModels in Macroeconomics and Finance.The third part deals with Hidden Markov Mode ls, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book willappeal to graduate students and researchers studying state-space modeling in economics, statistics, and ma thematics, as well as to finance professionals. Yong Zeng is a professor in Department of Mathematics and Statistics atUniversity of Missouri at Kansas City. His main research interest includes mathematical finance, financial econometrics, stochastic nonl inear filtering, and Bayesian statistical analysis. Notably, he developed the statistical analysisvia filtering for financial ultra-high frequency data, where the model can be viewed as a random-arrival-time state space model. He has published in Mathemat ical Finance, International Journal of Theoretical and Applied Finance,Applied Mathematical Finance, IEEE Transactions on Automatic Control, Statistical Inference for Stochastic Processes, among others. He held visiting associate professor positions at Pr inceton University and the University of Tennessee.He received his B.S. from Fudan University in 1990, M.S. from University of Georgia in 1994, and Ph.D. from University of Wisconsin at Ma
Note:Springer eBooks
Contents:Particle Filtering and Parameter Learning in Nonlinear State
Space Models
Linear State
Space Models in Macroeconomics and Finance
Hidden Markov Models, Regime
Switching, and Mathematical Finance
Nonlinear State
Space Models for High Frequency Financial Data
Index
ISBN:9781461477891
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics and Econometrics for Finance : v1
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9781461468714:ONLINE Show nearby items on shelf
Title:ISS-2012 Proceedings Volume On Longitudinal Data Analysis Subject to Measurement Errors, Missing Values, and/or Outliers [electronic resource]
Author(s): Brajendra C Sutradhar
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:This proceedings volume contains nine selected papers that were presented in the International Symposium in Statistics, 2012 held at Memorial University from July 16 to 18. These nine papers cover three different areas forlongitudinal data analysis, four dealing with longitudinal data subject to measurement errors, four on incomplete longitudinal data analysis, and the last one for inferences for longitudinal data subject to outliers. Unlike in theindependence setup, the inferences in measurement err ors, missing values, and/or outlier models, are not adequately discussed in the longitudinal setup. The papers in the present volume provide details on successes and furtherchallenges in these three areas for longitudinal data analysis. This volume is the first outlet with current research in three important areas in the longitudinal setup. The nine papers presented in three parts clearly reveal thesimilarities and differences in inference techniques used for three different longitudinal setups. Because t he research problems considered in this volume are encountered in many real life studies in biomedical, clinical, epidemiology,socioeconomic, econometrics, and engineering fields, the volume should be useful to the researchers including graduate students in these areas
Note:Springer eBooks
Contents:Longitudinal Data Analysis Subject to Measurement Error
Longitudinal Data Analysis Subject to Missing Values
Longitudinal Data Analysis Subject to Outliers
ISBN:9781461468714
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v211
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2013-9781461450221:ONLINE Show nearby items on shelf
Title:Mathematical Statistics for Economics and Business [electronic resource]
Author(s): Ron C Mittelhammer
Date:2013
Edition:2nd ed. 2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, andeconometrics. The sele ction of topics in this textbook is designed to provide studentswith a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new editionhas been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, andprobability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted tothe theories of estimation and hypothesis testing with associated examples and problems that i ndicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow andpresentation to facilitate reading and understanding inclusion of additional topics of relevance to statistics and econometr ic applications a more streamlined and simple-to-understand notation for multiple integration and multiplesummation over general sets or vector arguments updated examples new end-of-chapter problems a solution manual for students a comprehensive answer ma nual for instructors anda theorem anddefinition map. This book has evolvedfrom numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced unde rgraduates.
Note:Springer eBooks
Contents:Elements of Probability Theory
Random Variables, Densities, and Cumulative Distribution Functions
Expectations and Moments of Random Variables
Parametric Families of Density Functions
Basic Asymptotics
Sampling, Sample Moments, Sampling Distributions, and Simulation
Point Estimation Theory
Point Estimation Methods
Hypothesis Testing Theory
Hypothesis Testing Methods and Confidence Regions
Appendix
ISBN:9781461450221
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9781461447207:ONLINE Show nearby items on shelf
Title:The Gini Methodology [electronic resource] A Primer on a Statistical Methodology
Author(s): Shlomo Yitzhaki
Edna Schechtman
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:Gini's mean difference (GMD) was first introduced by Corrado Gini in 1912 as an alternative measure of variability. GMD and the parameters which are derived from it (such as the Gini coefficient or the concentration ratio) havebeen in use in the area of income distribution for almost a century. In practice, the use of GMD as a measure of variability is justified whenever the investigator is not ready to impose, without questioning, the convenient world ofnormality. This makes the GMD of critical impo rtance in the complex research of statisticians, economists, econometricians, and policy makers. This book focuses on imitating analyses that are based on variance by replacing variancewith the GMD and its variants. In this way, the text showcases how alm ost everything that can be done with the variance as a measure of variability, can be replicated by using Gini. Beyond this, there are marked benefits to utilizingGini as opposed to other methods. One of the advantages of using Gini methodology is that it provides a unified system that enables the user to learn about various aspects of the underlying distribution. It also provides a systematicmethod and a unified terminology. Using Gini methodology can reduce the risk of imposing assumptions that are not supported by the data on the model. With these benefits in mind the text uses the covariance-based approach, thoughapplications to other approaches are mentioned as well
Note:Springer eBooks
Contents:Introduction
More Than a Dozen Alternative Ways of Spelling Gini
The Gini equivalents of the covariance, the correlation and the regression coefficient
Decompositions of the GMD
The Lorenz curve and the concentration curve
The extended Gini family of measures
Gini Simple Regressions
Multiple Regressions
Inference on Gini
based parameters
estimation
Inference on Gini
based parameters
testing
Inference on Lorenz and on Concentration curves
Introduction to applications
Social welfare, relative deprivation and the Gini coefficient
Policy Analysis
Polic
ISBN:9781461447207
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397 : v272
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics , Econometrics , Finance
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Call number:SPRINGER-2012-9783790823493:ONLINE Show nearby items on shelf
Title:Exploring Research Frontiers in Contemporary Statistics and Econometrics [electronic resource] : A Festschrift for Lopold Simar
Author(s): Ingrid Van Keilegom
Paul W Wilson
Date:2012
Publisher:Heidelberg : Physica-Verlag HD : Imprint: Physica
Size:1 online resource
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Note:Lopold Simar became Professor of Statistics at the Universit catholique de Louvain (UCL) in 1992, after moving from the Facult des Sciences Economiques Sociales et Politiques (FSESP) at Facults Universitaires Saint-Louisin Brussels, where he had serv ed as Professor of Statistics since 1974 and as Dean of the FSESP from 1978 to 1990. He founded the Institute of Statistics at the UCL in 1992, and chaired the Institute from its creation until 2004.During this period, the Institute became recognized as a leading center for research in mathematical statistics. Over his long and successful career, Lopold Simar has worked on a variety of topics in statistics, including count-datamodels, Bayesian estimation and inference, and frontier estimation. He is regar ded as one of the world's leading experts on frontier estimation his work in this area has found application in a broad variety of fields, includingefficiency studies in industry, air traffic control, the research output of universities, insurance compani es, etc. This book collects contributions written by well-known statisticians and econometricians to acknowledge LopoldSimars far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented a t a conference in Louvain-la-Neuve in May 2009 in honor of his retirement. The contributionscover a broad variety of issues surrounding frontier estimation, which Lopold Simar has contributed much to over the past two decades, as well as related issues su ch as semiparametric regression and models for censored data
Note:Springer eBooks
ISBN:9783790823493
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2012-9783642241277:ONLINE Show nearby items on shelf
Title:Discretization of Processes [electronic resource]
Author(s): Jean Jacod
Philip Protter
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want tojustify those assumptions through the use of data. As statisticians are wont to say, In God we trust all others must bring data. This book establishes the theory of how to go about estimating not just scalar parametersabout a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem.Researchers have recently developed creative and originalmethods to use these tools in sophisticated (but highly technical) ways to reveal new de tails about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last10 years. They include new findings. This book will be of special interest to researchers, combining the th eory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad rangeof applications, such as to mathematical biology, chemical engineering, and physics
Note:Springer eBooks
Contents:Part I Introduction and Preliminary Material
1.Introduction
2.Some Prerequisites
Part II The Basic Results
3.Laws of Large Numbers: the Basic Results
4.Central Limit Theorems: Technical Tools
5.Central Limit Theorems: the Basic Results
6.Integrated Discretization Error
Part III More Laws of Large Numbers
7.First Extension: Random Weights
8.Second Extension: Functions of Several Increments
9.Third Extension: Truncated Functionals
Part IV Extensions of the Central Limit Theorems
10.The Central Limit Theorem for Random Weights
11.The Central Limit Theore
ISBN:9783642241277
Series:e-books
Series:SpringerLink (Online service)
Series:Stochastic Modelling and Applied Probability, 0172-4568 : v67
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Economics Statistics , Econometrics
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Call number:SPRINGER-2012-9783642215513:ONLINE Show nearby items on shelf
Title:Handbook of Computational Statistics [electronic resource] : Concepts and Methods
Author(s): James E Gentle
Wolfgang Karl Hrdle
Yuichi Mori
Date:2012
Edition:2nd ed. 2012. revised and updated
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
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Note:The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well asthree new chapters add ressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with How Computational Statistics became the backbone ofmodern data science (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current activeresearch. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies fortransformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulationand visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medi cal Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computationalstatistics in real-world applications
Note:Springer eBooks
Contents:Part I Computational Statistics
Part II Statistical Computing
Part III Statistical Methodology
Part IV Selected Applications
ISBN:9783642215513
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Handbooks of Computational Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2012-9781461447382:ONLINE Show nearby items on shelf
Title:Restricted Kalman Filtering [electronic resource] : Theory, Methods, and Application
Author(s): Adrian Pizzinga
Date:2012
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
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Note:In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variationsand other inaccuracies, and produce estimates that tend to be closer tothe true unknown values than those that would be based on a single measurement alone. This Briefoffers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: newproofs for results already established new result s within the subject and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Briefhas a short chapter on linearstate space models and the Kalman filter, aiming to make the book self-contain ed and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level ofHamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter e ach of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers andpractitioners in statistics (specifically: time series analysis and econometrics)
Note:Springer eBooks
Contents:Introduction
Linear state space models and the Kalman filtering: a briefing
Restricted Kalman filtering: theoretical issues
Restricted Kalman filtering: methodological issues
Applications
Further Extensions
ISBN:9781461447382
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Statistics, 2191-544X : v12
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2012-9781461405740:ONLINE Show nearby items on shelf
Title:Regression Analysis Under A Priori Parameter Restrictions [electronic resource]
Author(s): Pavel S Knopov
Arnold S Korkhin
Date:2012
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:Construction of various models of objects under uncertainty is one of the most important problems in modern decision making theory. Regression models are some of the most prevalent tools for modeling under uncertainty and arewidely applied in differe nt branches of science such as in industrial research, agriculture, medicine, and business and economics. Regression Analysis Under A Priori Parameter Restrictions will be of interest to a broad spectrum ofreaders in applied mathematics, mathematical stat istics, identification theory, systems analysis, econometrics, finance, optimization, and other scientific disciplines. Requiring a background in algebra, probability theory,mathematical statistics, and mathematical programming, this work may also be a us eful supplement for advanced graduate courses in estimation theory, regression analysis, mathematical statistics, econometrics, mathematical programmingand optimal control, and stochastic optimization. The material contained in this monographsuccessfully combines interesting theoretical results with methods and algorithms for solving practical problems. It focuses on theconstruction of regression models with linear and non-linear constraint inequalities and is the first book in which the theoretical resul ts lying in the background of construction and studying regression models with inequalityconstraints on parameters are presented systematically and solidly. Problems are described and studied in a clear, precise, and rigorous method and include: calculati on of estimates for regression parameters, determination of theirasymptotic properties and accuracy of estimation, point and interval prediction by the regression, parameters of which are estimated under inequality constraints. The authors approach lends itself to numerous applications in variouspractical problems, several of which are discussed in detail
Note:Springer eBooks
ISBN:9781461405740
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v54
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2011-9783790827361:ONLINE Show nearby items on shelf
Title:Recent Advances in Functional Data Analysis and Related Topics [electronic resource]
Author(s): Frdric Ferraty
Date:2011
Publisher:Heidelberg : Physica-Verlag HD
Size:1 online resource
Note:Springer e-book platform
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Note:New technologies allow us to handle increasingly large datasets, while monitoring devices are becoming ever more sophisticated. This high-tech progress produces statistical units sampled over finer and finer grids. As themeasurement points become clo ser, the data can be considered as observations varying over a continuum. This intrinsic continuous data (called functional data) can be found in various fields of science, including biomechanics,chemometrics, econometrics, environmetrics, geophysics, med icine, etc. The failure of standard multivariate statistics to analyze such functional data has led the statistical community to develop appropriate statistical methodologies,called Functional Data Analysis (FDA). Today, FDA is certainly one of the most m otivating and popular statistical topics due to its impact on crucial societal issues (health, environment, etc). This is why the FDA statistical communityis rapidly growing, as are the statistical developments . Therefore, it is necessary to organize reg ular meetings in order to provide a state-of-art review of the recent advances in this fascinating area. This book collects selectedand extended papers presented at the second International Workshop of Functional and Operatorial Statistics (Santander, Spa in, 16-18 June, 2011), in which many outstanding experts on FDA will present the most relevant advances inthis pioneering statistical area. Undoubtedly, these proceedings will be an essential resource for academic researchers, master students, engineers, and practitioners not only in statistics but also in numerous related fields ofapplication.
Note:Springer eBooks
Contents:Penalized Spline Approaches for Functional Principal Component Logit
Functional Prediction for the Residual Demand in Electricity Spot
Variable Selection in Semi
Functional RegressionModels
Power Analysis for Functional Change Point Detection
Robust Nonparametric Estimation for Functional Spatial Regression
Sequential Stability Procedures for Functional Data Setups
On the Effect of Noisy Observations of the Regressor in a Functional Linear Model
Testing the Equality of Covariance Operators
Modeling and Forecasting Monotone Curves by FDA
Wavelet
Based Minimum Contras
ISBN:9783790827361
Series:e-books
Series:SpringerLink (Online service)
Series:Contributions to Statistics, 1431-1968
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Gene expression , Meteorology , Computer vision , Distribution (Probability theory)
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Call number:SPRINGER-2011-9783642180446:ONLINE Show nearby items on shelf
Title:Interactive LISREL in Practice [electronic resource] : Getting Started with a SIMPLIS Approach
Author(s): Armando Luis Vieira
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
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Note:Getting Started with a SIMPLIS Approach is particularly appropriate for those users who are not experts in statistics, but have a basic understanding of multivariate analysis that would allow them to use this handbook as agood first foray into LISREL . Part I introduces the topic, presents the study that serves as the background for the explanation of matters, and provides the basis for Parts II and III, which, in turn, explain the process of estimationof the measurement model and the structural model , respectively. In each section, we also suggest essential literature to support the utilization of the handbook. After having read the book, readers will have acquired a basic knowledgeof structural equation modeling, namely using the LISREL program, and will be prepared to continue with the learning process
Note:Springer eBooks
Contents:Part I Introduction and Preparation of the Analysis
PART II Assessment of Measurement Model
Part III Assessment of Structural Model
ISBN:9783642180446
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer simulation , Mathematical statistics , Econometrics
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Call number:SPRINGER-2011-9783642113635:ONLINE Show nearby items on shelf
Title:New Perspectives in Statistical Modeling and Data Analysis [electronic resource] : Proceedings of the 7th Conference of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, September 9 - 11,2009 / edited by Salvato re Ingrassia, Roberto Rocci, Maurizio Vichi
Author(s): Salvatore Ingrassia
Roberto Rocci
Maurizio Vichi
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume provides recent research results in data analysis, classification and multivariate statistics and highlights perspectives for new scientific developments within these areas. Particular attention is devoted tomethodological issues in clust ering, statistical modeling and data mining. The volume also contains significant contributions to a wide range of applications such as finance, marketing, and social sciences. The papers in this volumewere first presented at the 7th Conference of the Cla ssification and Data Analysis Group (ClaDAG) of the Italian Statistical Society, held at the University of Catania, Italy
Note:Springer eBooks
Contents:Data Modeling for Evaluation
Data Analysis in Economics
Nonparametric Kernel Estimation
Data Analysis in Industry and Services
Visualization of Relationships
Classification
Analysis of Financial Data
Functional Data Analysis
Computer Intensive Methods
Data Analysis in Environmental and Medical Sciences
Analysis of Categorical Data
Multivariate Analysis
ISBN:9783642113635
Series:e-books
Series:SpringerLink (Online service)
Series:Studies in Classification, Data Analysis, and Knowledge Organization, 1431-8814
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Econometrics
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Call number:SPRINGER-2011-9783642048982:ONLINE Show nearby items on shelf
Title:International Encyclopedia of Statistical Science [electronic resource]
Author(s): Miodrag Lovric
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:The goal of this book is multidimensional: a) to help reviving Statistics education in many parts in the world where it is in crisis. For the first time authors from many developing countries have an opportunity to write togetherwith the most promine nt world authorities. The editor has spent several years searching for the most reputable statisticians all over the world. International contributors are either presidents of the local statistical societies, orhead of the Statistics department at the mai n university, or the most distinguished statisticians in their countries. b) to enable any non-statistician to obtain quick and yet comprehensive and highly understandable view on certainstatistical term, method or application c) to enable all the researc hers, managers and practicioners to refresh their knowledge in Statistics, especially in certain controversial fields. d) to revive interest in statistics amongstudents, since they will see its usefulness and relevance in almost all branches of Science
Note:Springer eBooks
Contents:Overview of Statistical Sciences
Past, Recent trends and Advances
Present and Future perspective
ISBN:9783642048982
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2011-9781461404996:ONLINE Show nearby items on shelf
Title:Generalized Estimating Equations [electronic resource]
Author(s): Andreas Ziegler
Date:2011
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, whichare too restrictive for many problems. Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasisis put on the unification of various GEE a pproaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM). The author details thestatistical foundation of the GEE approach using more general estimati on techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful topractitioners in the same fields
Note:Springer eBooks
Contents:The linear exponential family
The quadratic exponential family
Generalized linear models
Maximum likelihood method
Quasi maximum likelihood method
Pseudo maximum likelihood method based on the linear exponential family
Quasi generalized pseudo maximum likelihood method based on the linear exponential family
Algorithms for solving the generalized estimating equations and the relation to the jack
knife estimator of variance
Pseudo maximum likelihood estimation based on the quadratic exponential family
Generalized method of moment estimation
ISBN:9781461404996
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v204
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2011-9781441983428:ONLINE Show nearby items on shelf
Title:Dynamic Mixed Models for Familial Longitudinal Data [electronic resource]
Author(s): Brajendra C Sutradhar
Date:2011
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book provides a theoretical foundation for the analysis of discrete data such as count and binary data in the longitudinal setup. Unlike the existing books, this book uses a class of auto-correlation structures to model thelongitudinal correlati ons for the repeated discrete data that accommodates all possible Gaussian type auto-correlation models as special cases including the equi-correlation models. This new dynamic modelling approach is utilized todevelop theoretically sound inference techniq ues such as the generalized quasi-likelihood (GQL) technique for consistent and efficient estimation of the underlying regression effects involved in the model, whereas the existingworking correlations based GEE (generalized estimating equations) approach has serious theoretical limitations both for consistent and efficient estimation, and the existing random effects based correlations approach is notsuitable to model the longitudinal correlations. The book has exploited the random effects carefully only to model the correlations of the familial data. Subsequently, this book has modelled the correlations of the longitudinal datacollected from the members of a large number of independent families by using the class of auto-correlation structures conditiona l on the random effects. The book also provides models and inferences for discrete longitudinal data inthe adaptive clinical trial set up. The book is mathematically rigorous and provides details for the development of estimation approaches under selected familial and longitudinal models. Further, while the book provides special caresfor mathematics behind the correlation models, it also presents the illustrations of the statistical analysis of various real life data. This book will be of interest to the researchers including graduate students in biostatistics andeconometrics, among other applied statistics research areas. Brajendra Sutradhar is a University Research Professor at Memorial Universi
Note:Springer eBooks
Contents:Introduction
Overview of Linear Fixed Models for Longitudinal Data
Overview of Linear Mixed Models for Longitudinal Data
Familial Models for Count Data
Familial Models for Binary Data
Longitudinal Models for Count Data
Longitudinal Models for Binary Data
Longitudinal Mixed Models for Count Data
Longitudinal Mixed Models for Binary Data
Familial Longitudinal Models for Count Data
Familial Longitudinal Models for Binary Data
ISBN:9781441983428
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Epidemiology , Biometrics , Statistical methods , Mathematical statistics , Econometrics , Social sciences Methodology
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Call number:SPRINGER-2010-9784431538530:ONLINE Show nearby items on shelf
Title:Econophysics Approaches to Large-Scale Business Data and Financial Crisis [electronic resource]
Author(s): Misako Takayasu
Tsutomu Watanabe
Hideki Takayasu
Date:2010
Publisher:Tokyo : Springer Japan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics,and information science s are becoming involved. The vast number of transactions taking place, both in the financial markets and in the retail sector, is usually studied by economists and management and now by econophysicists. Usingcutting-edge tools of computational analysis wh ile searching for regularities and laws such as those found in the natural sciences, econophysicists have come up with intriguing results. The ultimate aim is to establishfundamental data collection and analysis techniques that embrace the expertise of a variety of academic disciplines. This book comprises selected papers from the international conference on novel analytical approaches to economic dataheld in Tokyo in March 2009. The papers include detailed reports on the market behavior during the financ ial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises. Filled withup-to-date research, this book will interest researchers and students, finance professionals, and scholars in diverse fields
Note:Springer eBooks
Contents:1 Financial Market Properties
Trend Switching Processes in Financial Markets
Nonlinear Memory and Risk Estimation in Financial Records
Microstructure and Execution Strategies in the Global Spot FX Market
Temporal Structure of Volatility Fluctuations
Theoretical Base of the PUCK
Model with Application to Foreign Exchange Markets
2 Financial Crisis and Macroeconomics
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
ISBN:9784431538530
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Data mining , Economics Statistics , Econometrics
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Call number:SPRINGER-2010-9783790821406:ONLINE Show nearby items on shelf
Title:Price Indexes in Time and Space [electronic resource] : Methods and Practice
Author(s): Luigi Biggeri
Guido Ferrari
Date:2010
Publisher:Heidelberg : Physica-Verlag HD
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book deals with the currently most relevant topics in price index numbers theory and practice. The problem of the harmonization of Consumer Price Indexes (CPIs) and the time-space integration of baskets is analyzed at theEU-zone level, with meth odological and practical proposals on how to proceed for an overall treatment of the matter. Another issue is comparisons between Purchasing Power Parities (PPPs) and CPIs. Likewise, the construction ofsub-indexes for households, economic and social group s is investigated, in order to obtain specific inflation measurement instruments. The book provides evidence from the most updated databases. Among the other issues treated in thisbook are spatial comparisons of price levels through PPPs and the internati onal comparisons of macroeconomic aggregates, a re-consideration of index numbers theory, the measurement of production in non-market services, deflationproblems, and price indexes in financial markets
Note:Springer eBooks
Contents:Consumer Price Indexes Time
Space Integration
Consumer Price Indexes in Space
Subindexes
Price Indexes in National Accounts
Price Indexes in Financial Markets
ISBN:9783790821406
Series:e-books
Series:SpringerLink (Online service)
Series:Contributions to Statistics, 1431-1968
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics , Econometrics , Macroeconomics
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Call number:SPRINGER-2010-9781441958235:ONLINE Show nearby items on shelf
Title:Selected Works of C.C. Heyde [electronic resource]
Author(s): Ross Maller
Ishwar Basawa
Peter Hall
Eugene Seneta
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume is dedicated to the memory of the late Professor C.C. (Chris) Heyde (1939-2008), distinguished statistician, mathematician and scientist. Chris worked at a time when many of the foundational building blocks ofprobability and statistics we re being put in place by a phalanx of eminent scientists around the world. He contributed significantly to this effort and took his place deservedly among the top-most rank of researchers. Throughout hiscareer, Chris maintained also a keen interest in app lications of probability and statistics, and in the history of the subject. The magnitude of his impact on his chosen area of research, both in Australia and internationally, was wellrecognised by the abundance of honours he received within and without th e profession. The book is comprised of a number of Chriss papers covering each one of four major topics to which he contributed. These papers are reproducedherein. The topics, and the papers in them, were selected by four of Chriss friends and collaborato rs: Ishwar Basawa, Peter Hall, Ross Maller (overall Editor of the volume) and Eugene Seneta. Each topic is provided with an overviewby the selecting editor. The topics cover a range of areas to which Chris made especially important contributions: Inferenc e in Stochastic Processes, Rates of Convergence in the Central Limit Theorem, the Law of the Iterated Logarithm,and Branching Processes and Population Genetics. The Editor and the other contributors to the volume include well known researchers in probabil ity and statistics. The collection begins with an authors pick of a number of hispapers which Chris considered most interesting and significant, chosen by him shortly before his death. A biography of Chris by his close friend and collaborator, Joe Gani, i s also included. An introduction by the Editor and acomprehensive bibliography of Chriss publications complete the volume. The book will be of especial interest to researchers in proba
Note:Springer eBooks
Contents:Commentary: Authors Pick, by C. C. Heyde
Commentary: Chris Heydes Contribution to Inference in Stochastic Processes, by Ishwar Basawa
Commentary: Chris Heydes Work on Rates of Convergence in the Central Limit Theorem, by Peter Hall
Commentary: Chris Heydes Work in Probability Theory, with an Emphasis on the LIL, by Ross Maller
Commentary: Chris Heyde on Branching Processes and Population Genetics, by Eugene Seneta
C. C. Heyde. On a property of the lognormal distribution. J. R. Stat. Soc. Ser. B Stat. Methodol. , 25:392393, 1963. Reprinted with permission of the Ro
ISBN:9781441958235
Series:e-books
Series:SpringerLink (Online service)
Series:Selected Works in Probability and Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Biology Mathematics , Finance , Distribution (Probability theory) , Mathematical statistics , Econometrics
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Call number:SPRINGER-2010-9781441917645:ONLINE Show nearby items on shelf
Title:Advances in Social Science Research Using R [electronic resource]
Author(s): Hrishikesh D Vinod
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book covers recent advances for quantitative researchers with practical examples from social sciences. The twelve chapters written by distinguished authors cover a wide range of issues--all providing practical tools usingthe free R software. McC ullough: R can be used for reliable statistical computing, whereas most statistical and econometric software cannot. This is illustrated by the effect of abortion on crime. Koenker: Additive models provide aclever compromise between parametric and non-par ametric components illustrated by risk factors for Indian malnutrition. Gelman: R graphics in the context of voter participation in US elections. Vinod: New solutions to the old problemof efficient estimation despite autocorrelation and heteroscedasticity among regression errors are proposed and illustrated by the Phillips curve tradeoff between inflation and unemployment. Markus and Gu: New R tools for exploratorydata analysis including bubble plots. Vinod, Hsu and Tian: New R tools for portfolio selecti on borrowed from computer scientists and data-mining experts relevant to anyone with an investment portfolio. Foster and Kecojevic: Extendsthe usual analysis of covariance (ANCOVA) illustrated by growth charts for Saudi children. Imai, Keele, Tingley, and Yamamoto: New R tools for solving the age-old scientific problem of assessing the direction and strength of causation.Their job search illustration is of interest during current times of high unemployment. Haupt, Schnurbus, and Tschernig: Consider the ch oice of functional form for an unknown, potentially nonlinear relationship, explaining a set of newR tools for model visualization and validation. Rindskopf: R methods to fit a multinomial based multivariate analysis of variance (ANOVA) with examples from psychology, sociology, political science, and medicine. Neath: R tools forBayesian posterior distributions to study increased disease risk in proximity to a hazardous waste site. Numatsi and Rengifo:
Note:Springer eBooks
Contents:Econometric Computing with R
Additive Models for Quantile Regression: An Analysis of Risk Factors for Malnutrition in India
Toward better R defaults for graphics: Example of voter turnouts in US elections
Superior Estimation and Inference Avoiding Heteroscedasticity and Flawed Pivots: R
example of Inflation Unemployment Trade
Off
Bubble Plots as a Model
Free Graphical Tool for Continuous Variables
Combinatorial Fusion for Improving Portfolio Performance
Reference growth charts for Saudi Arabian children and Adolescents
Causal Mediation Analysis Using R
Statistical val
ISBN:9781441917645
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v196
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Economics Statistics , Econometrics , Social sciences Methodology
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Call number:SPRINGER-2010-9781441915764:ONLINE Show nearby items on shelf
Title:Introducing Monte Carlo Methods with R [electronic resource]
Author(s): Christian Robert
George Casella
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better wayto develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view,explaining the R implementation of each simulatio n technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justificationof those methods has been considerably reduced, compared with Robert an d Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here. This book does not require a preliminary exposure to the Rprogramming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic randomgeneration algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters includeexercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation me thods but no previous exposure. It is meant to be useful for students and practitioners inareas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progres sively to be accessible to any reader. Christian P. Robert isProfessor of Statistics at Universit Paris Dauphine, and Head of the Statistics Laboratory of CREST, both in Paris, France. He has authored
Note:Springer eBooks
Contents:Basic R Programming
Random Variable Generation
Monte Carlo Integration
Controlling and Accelerating Convergence
Monte Carlo Optimization
MetropolisHastings Algorithms
Gibbs Samplers
Convergence Monitoring and Adaptation for MCMC Algorithms
ISBN:9781441915764
Series:e-books
Series:SpringerLink (Online service)
Series:Use R
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Computer simulation , Computer science Mathematics , Distribution (Probability theory) , Mathematical statistics , Engineering mathematics
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Call number:SPRINGER-2010-9781441912701:ONLINE Show nearby items on shelf
Title:Statistical Analysis of Management Data [electronic resource]
Author(s): Hubert Gatignon
Date:2010
Edition:2
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Statistical Analysis of Management Data provides a comprehensive approach to multivariate statistical analyses that are important for researchers in all fields of management, including finance, production, accounting, marketing,strategy, technology, and human resources. This book is especially designed to provide doctoral students with a theoretical knowledge of the concepts underlying the most important multivariate techniques and an overview of actualapplications. It offers a clear, succinct exposi tion of each technique with emphasis on when each technique is appropriate and how to use it. This second edition, fully revised, updated, and expanded, reflects the most currentevolution in the methods for data analysis in management and the social scien ces. In particular, it places a greater emphasis on measurement models, and includes new chapters and sections on: confirmatory factor analysis canonicalcorrelation analysis cluster analysis analysis of covariance structure multi-group confirmatory factor analysis and analysis of covariance structures Featuring numerous examples, the book may serve as an advanced text or as a resourcefor applied researchers in industry who want to understand the foundations of the methods and to learn how they can be appl ied using widely available statistical software
Note:Springer eBooks
Contents:1: Introduction
2: Multivariate Normal Distribution
3: Measurement Theory: Reliability and Factor Analysis
4: Multiple Regression with a Single Dependent Variable
5: System of Equations
6: Categorial Dependent Variables
7: Rank Ordered Data
8: Error in Variables
Analysis of Covariance Structure
9: Analyses of Similarity and Preference Data
Appendices: A: Rules in Matrix Algebra
B: Statistical Tables
C: Description of Data Sets
ISBN:9781441912701
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2010-9781441912138:ONLINE Show nearby items on shelf
Title:Design of Observational Studies [electronic resource]
Author(s): Paul R Rosenbaum
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:An observational study is an empiric investigation of effects caused by treatments when randomized experimentation is unethical or infeasible. Observational studies are common in most fields that study the effects of treatmentson people, including me dicine, economics, epidemiology, education, psychology, political science and sociology. The quality and strength of evidence provided by an observational study is determined largely by its design. Design ofObservational Studies is both an introduction to statistical inference in observational studies and a detailed discussion of the principles that guide the design of observational studies. Design of Observational Studies is divided intofour parts. Chapters 2, 3, and 5 of Part I cover concisely, in about one hundred pages, many of the ideas discussed in Rosenbaums Observational Studies (also published by Springer) but in a less technical fashion. Part II discussesthe practical aspects of using propensity scores and other tools to create a matched compari son that balances many covariates. Part II includes a chapter on matching in R. In Part III, the concept of design sensitivity is used toappraise the relative ability of competing designs to distinguish treatment effects from biases due to unmeasured cova riates. Part IV discusses planning the analysis of an observational study, with particular reference to Sir RonaldFishers striking advice for observational studies, make your theories elaborate. Paul R. Rosenbaum is the Robert G. Putzel Professor of Stati stics at the Wharton School of the University of Pennsylvania. He is a fellow of theAmerican Statistical Association. In 2003, he received the George W. Snedecor Award from the Committee of Presidents of Statistical Societies. He is a senior fellow of the Leonard Davis Institute of Health Economics and a ResearchAssociate at the Population Studies Center, both at the University of Pennsylvania. The second edition of his book, Observational Studi
Note:Springer eBooks
Contents:Beginnings
Dilemmas and Craftsmanship
Causal Inference in Randomized Experiments
Two Simple Models for Observational Studies
Competing Theories Structure Design
Opportunities, Devices, and Instruments
Transparency
Matching
A Matched Observational Study
Basic Tools of Multivariate Matching
Various Practical Issues in Matching
Fine Balance
Matching Without Groups
Risk
Set Matching
Matching in R
Design Sensitivity
The Power of a Sensitivity Analysis and Its Limit
Heterogeneity and Causality
Uncommon but Dramatic Responses to Treatment
Antic
ISBN:9781441912138
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Mathematical statistics , Econometrics , Social sciences Methodology , Psychological tests and testing
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Call number:SPRINGER-2010-9781441904683:ONLINE Show nearby items on shelf
Title:Multivariate Nonparametric Methods with R [electronic resource] : An approach based on spatial signs and ranks
Author(s): Hannu Oja
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book offers a new, fairly efficient, and robust alternative to analyzing multivariate data. The analysis of data based on multivariate spatial signs and ranks proceeds very much as does a traditional multivariate analysisrelying on the assumptio n of multivariate normality the regular L2 norm is just replaced by different L1 norms, observation vectors are replaced by spatial signs and ranks, and so on. A unified methodology starting with the simpleone-sample multivariate location problem and proc eeding to the general multivariate multiple linear regression case is presented. Companion estimates and tests for scatter matrices are considered as well. The R package MNM is availablefor computation of the procedures. This monograph provides an up-to-d ate overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. The classical book by Puri and Sen (1971) uses marginal signs andranks and different type of L1 norm. The book may serve as a textbook and a general referen ce for the latest developments in the area. Readers are assumed to have a good knowledge of basic statistical theory as well as matrix theory.Hannu Oja is an academy professor and a professor in biometry in the University of Tampere. He has authored and c oauthored numerous research articles in multivariate nonparametrical and robust methods as well as in biostatistics
Note:Springer eBooks
Contents:Introduction
Multivariate location and scatter models
Location and scatter functionals and sample statistics
Multivariate signs and ranks
One
sample problems: Hotellings T2
test
One
sample problem: Spatial sign test and spatial median
One
sample problem: Spatial signed
rank test and Hodges
Lehmann estimate
One
sample problem: Comparisons of tests and estimates
One
sample problem: Inference for shape
Multivariate tests of independence
Several
sample location problem
Randomized blocks
Multivariate linear regression
Analysis of cluster
correlated data
ISBN:9781441904683
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v199
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer simulation , Biometrics , Computer science Mathematics , Mathematical statistics , Econometrics
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Call number:SPRINGER-2010-9780387922577:ONLINE Show nearby items on shelf
Title:Spatial Statistics and Modeling [electronic resource]
Author(s): Carlo Gaetan
Xavier Guyon
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Spatial statistics are useful in subjects as diverse as climatology, ecology, economics, environmental and earth sciences, epidemiology, image analysis and more. This book covers the best-known spatial models for three types ofspatial data: geostatis tical data (stationarity, intrinsic models, variograms, spatial regression and space-time models), areal data (Gibbs-Markov fields and spatial auto-regression) and point pattern data (Poisson, Cox, Gibbs andMarkov point processes). The level is relatively advanced, and the presentation concise but complete. The most important statistical methods and their asymptotic properties are described, including estimation in geostatistics,autocorrelation and second-order statistics, maximum likelihood methods, appr oximate inference using the pseudo-likelihood or Monte-Carlo simulations, statistics for point processes and Bayesian hierarchical models. A chapter isdevoted to Markov Chain Monte Carlo simulation (Gibbs sampler, Metropolis-Hastings algorithms and exact simulation). A large number of real examples are studied with R, and each chapter ends with a set of theoretical and appliedexercises. While a foundation in probability and mathematical statistics is assumed, three appendices introduce some necessary back ground. The book is accessible to senior undergraduate students with a solid math background and Ph.D.students in statistics. Furthermore, experienced statisticians and researchers in the above-mentioned fields will find the book valuable as a mathematica lly sound reference. This book is the English translation of Modlisation etStatistique Spatiales published by Springer in the series Mathmatiques & Applications, a series established by Socit de Mathmatiques Appliques et Industrielles (SMAI). Carlo Gaetan is Associate Professor of Statistics in theDepartment of Statistics at the Ca' Foscari University of Venice. Xavier Guyon is Professor Emeritus at the University of Paris 1 Panthon-Sorbon
Note:Springer eBooks
Contents:Second order spatial models and geostatistics
Gibbs
Markov random fields on networks
Spatial point processes
Simulation of spatial models
Statistics for spatial models
ISBN:9780387922577
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical geography , Distribution (Probability theory) , Mathematical statistics , Environmental sciences , Econometrics
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Call number:SPRINGER-2010-9780387688411:ONLINE Show nearby items on shelf
Title:Micro-Econometrics [electronic resource] : Methods of Moments and Limited Dependent Variables
Author(s): Myoung-jae Lee
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametricestimators and specif ication tests, and semi(non)-parametric methods. The coverage is up-to-date and broad as well as in depth. Many empirical examples are included along with a computer program appendix. Both graduate students andresearchers, applied or theoretical, in all d isciplines using observational data will find this book useful as a textbook as well as a research monograph for self-study and reference. The second edition is three times length of thefirst edition One chapter on liner equation systems has been added an d several new sections on panel data are new. Also sections for the following topics have been added: LDV's with endogenous regressors, competing risks, nonparametricsurvival and hazard function estimation, rank-based semiparametric methods, differencing- based semiparametric methods, semiparametric estimators for duration models, integrated moment specification tests, nonparametric control functionapproaches, nonparametric additive models, various transformation of response variables, and nonparametric sp ecification and significance tests. The appendix now contains the proofs for some important results in the main text and newsections for the following topics: review of mathematical and statistical backgrounds, nested logit, U-statistics, GMM with integra ted squared moments, goodness-of-fit tests for distribution functions, joint test for all quantiles,review on test, non-nested model test, stratified sampling and weighted M-estimator, empirical likelihood estimator, stochastic-process convergence and app lications, and bootstrap. The author, Myoung-jae Lee, is currently a Professorof Economics at Korea University, and has written Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variable
Note:Springer eBooks
Contents:Methods of moments for single linear equation models
Methods of moments for multiple linear equation systems
M
Estimator and Maximum Likelihood Estimator (MLE)
Nonlinear models and estimators
Parametric methods for single equation LDV models
Parametric methods for multiple equation LDV Models
Kernel nonparametric estimation
Bandwidth
free semiparametric methods
Bandwidth
dependent semiparametric methods
ISBN:9780387688411
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Economics Statistics , Econometrics , Marketing , Psychometrics
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Call number:SPRINGER-2009-9783790821215:ONLINE Show nearby items on shelf
Title:Statistical Inference, Econometric Analysis and Matrix Algebra [electronic resource] : Festschrift in Honour of Gtz Trenkler
Author(s): Bernhard Schipp
Walter Krer
Date:2009
Publisher:Heidelberg : Physica-Verlag HD
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This unique collection of essays extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. Among others, it presents advances in stochastic processes, in the design of experiments andin the analysis of v ariance. Moreover, several papers on modern matrix algebra provide insights into up-to-date approaches in quantitative methods and show once more how useful a tool this is in modern mathematics-based data analysis.The book will therefore be of key interes t to anybody working as a practitioner in statistical data analysis or as a researcher in modern statistical science
Note:Springer eBooks
Contents:Part I Nonparametric Inference: Adaptive Tests for the c
Sample Location Problem
On Nonparametric Tests for Trend Detection in Seasonal Time Series
Nonparametric Trend Tests for Right
Censored Survival Times
Penalty Specialists Among Goalkeepers
A Nonparametric Bayesian Analysis of 44 Years of German Bundesliga
Part II Parametric Inference: Exact and Generalized Confidence Intervals in the Common Mean Problem
Permutation Tests for Validating Computer Experiments
Locally Optimal Tests of Independence for Archimedean Copula Families
Part III Design of Experiments and Analy
ISBN:9783790821215
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematics , Economics Statistics , Economics
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Call number:SPRINGER-2009-9783540712978:ONLINE Show nearby items on shelf
Title:Handbook of Financial Time Series [electronic resource]
Author(s): Thomas Mikosch
Jens-Peter Krei
Richard A Davis
Torben Gustav Andersen
Date:2009
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This handbook presents a collection of survey articles from a statistical as well as an econometric point of view on the broad and still rapidly developing field of financial time series. It includes most of the relevant topics inthe field, from fund amental probabilistic properties of financial time series models to estimation, forecasting, model fitting, extreme value behavior and multivariate modeling for a wide range of GARCH, stochastic volatility, andcontinuous-time models. The latter are especi ally important for modeling high frequency and irregularly observed financial time series and provide the foundation for estimating realized volatility. Cointegration and unit roots, whichare extremely important concepts for understanding and modeling non stationary time series, and several further relevant topics in the field of financial time series (i.e. nonparametric methods, copulas, structural breaks, highfrequency data, resampling and bootstrap methods, and model selection for financial time series among others) are included in detail. All contributions are clearly written and provide, in a pedagogical manner, a broad and detailedoverview of the major topics within financial time series
Note:Springer eBooks
Contents:Recent Developments in GARCH Modeling
An Introduction to Univariate GARCH Models
Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)Processes
ARCH() Models and Long Memory Properties
A Tour in the Asymptotic Theory of GARCH Estimation
Practical Issues in the Analysis of Univariate GARCH Models
Semiparametric and Nonparametric ARCH Modeling
Varying Coefficient GARCH Models
Extreme Value Theory for GARCH Processes
Multivariate GARCH Models
Recent Developments in Stochastic Volatility Modeling
Stochastic Volatility: Origins and Overvie
ISBN:9783540712978
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2009-9781441911483:ONLINE Show nearby items on shelf
Title:Statistical Analysis of Designed Experiments, Third Edition [electronic resource]
Author(s): Helge Toutenburg
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This textbook presents the design and analysis of experiments that comprise the aspects of classical theory for continuous response, modern procedures for categorical response, and especially for correlated categorical response.For any design (indepe ndent and matched-pair response) the parametric and nonparametric tests depending on the data level are given. Complex designs, such as, for example, cross-over and repeated measures, are included at anintroductory and advanced manner. The problem of miss ing data is also handled with care and procedures in approaching this problem are proposed. Thus, this is an important resource/reference book for undergraduates and universityteachers, for statistical researchers in the pharmaceutical industry, or other industries, as well as for clinical research in medicine and dentistry. The third edition contains a new chapter on incomplete block designs that includesthe balanced incomplete block design and partially balanced incomplete block design in addition to th e general theory on incomplete block designs. The chapter Multifactor Experiments is extended and includes new topics onconfounding, partial confounding and fractional replications that are explained with examples. The more theoretical proofs of Chapters 3, 4 and 6 are put into an appendix. Helge Toutenburg is Professor of Statistics at the Universityof Munich. He has written nineteen books on linear models, statistical methods in quality engineering, and the analysis of designed experiments. He works on applications of statistics to the fields of medicine and engineering. Shalabhis Associate Professor of Statistics at the Indian Institute of Technology Kanpur. He has co-authored a book on linear models and co-edited a book on the recent developments in t he area of linear models. He works in the area of linearmodels, regression analysis and econometrics
Note:Springer eBooks
Contents:Introduction
Comparison of two samples
The linear regression model
Single
factor experiments with fixed and random effects
More restrictive designs
Incomplete block designs
Multifactor experiments
Models for categorical response variables
Repeated measures model
Cross
over design
Statistical analysis of incomplete data
ISBN:9781441911483
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Bioinformatics , Statistical methods , Distribution (Probability theory) , Mathematical statistics , Econometrics , Psychometrics
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Call number:SPRINGER-2009-9780387928708:ONLINE Show nearby items on shelf
Title:Semiparametric and Nonparametric Methods in Econometrics [electronic resource]
Author(s): Joel L Horowitz
Date:2009
Publisher:New York, NY : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions ofinterest are linear or t hat unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inferencebased on convenient but incorrect assumptions a bout functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required forestimation and inference, thereby reducing the opportunities for obt aining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used inapplied research with increasing frequency. The literature on nonparametric and semiparamet ric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametricmethods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistica l theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead oftechnical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This b ook updates and greatly expands the authors previous book on semiparametric methods ineconometrics. Nearly half of the material is new. Joel L. Horowitz is the Charles E. and Emma H. Morrison Professor of Market Economics at Northwestern University. He is the author of over 100 journal articles and book chapters ineconometrics and statistics, a winner of the Richard Stone prize in applied econometrics, a fellow of the Econometric Society and American
Note:Springer eBooks
Contents:Introduction
Single index models
Nonparametric additive models and semiparametric partially linear models
Binary response models
Statistical inverse problems
Transformation models
Appendix: Nonparametric density estimation and nonparametric regression
ISBN:9780387928708
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics
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Call number:SPRINGER-2009-9780387924076:ONLINE Show nearby items on shelf
Title:A First Course in Bayesian Statistical Methods [electronic resource]
Author(s): Peter D Hoff
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book provides a compact self-contained introduction to the theory and application of Bayesian statistical methods. The book is accessible to readers having a basic familiarity with probability, yet allows more advancedreaders to quickly grasp th e principles underlying Bayesian theory and methods. The examples and computer code allow the reader to understand and implement basic Bayesian data analyses using standard statistical models and to extendthe standard models to specialized data analysis s ituations. The book begins with fundamental notions such as probability, exchangeability and Bayes' rule, and ends with modern topics such as variable selection in regression,generalized linear mixed effects models, and semiparametric copula estimation. N umerous examples from the social, biological and physical sciences show how to implement these methodologies in practice. Monte Carlo summaries ofposterior distributions play an important role in Bayesian data analysis. The open-source R statistical compu ting environment provides sufficient functionality to make Monte Carlo estimation very easy for a large number of statisticalmodels and example R-code is provided throughout the text. Much of the example code can be run ``as is'' in R, and essentially all of it can be run after downloading the relevant datasets from the companion website for this book. PeterHoff is an Associate Professor of Statistics and Biostatistics at the University of Washington. He has developed a variety of Bayesian methods for mul tivariate data, including covariance and copula estimation, cluster analysis, mixturemodeling and social network analysis. He is on the editorial board of the Annals of Applied Statistics
Note:Springer eBooks
Contents:Introduction and examples
Belief, probability and exchangeability
One parameter models
Monte Carlo approximation
The normal model
Posterior approximation with the Gibbs sampler
The multivariate normal model
Group comparisons and hierarchical modeling
Linear regression
Nonconjugate priors and the Metropolis
Hastings algorithm
Linear and generalized linear mixed effects models
Latent variable methods for ordinal data
ISBN:9780387924076
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Data mining , Mathematical statistics , Econometrics , Social sciences Methodology
Availability:Click here to see Library holdings or inquire at Circ Desk (x3401)
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