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SPIRES-BOOKS: FIND KEYWORD ECONOMICS STATISTICS *END*INIT* use /tmp/qspiwww.webspi1/9151.20 QRY 131.225.70.96 . find keyword economics statistics ( in books using www Cover
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Call number:9783319513133:ONLINE Show nearby items on shelf
Title:Analytical Methods in Statistics AMISTAT, Prague, November 2015
Author(s):
Date:2017
Size:1 online resource (IX, 207 p. 12 illus., 4 illus. in color p.)
Contents:Preface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression
Quantile and Averaged Regression Quantile Processes (Jana Jurečková) -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong
Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- On Existence of
Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad)
ISBN:9783319513133
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Statistics , Probabilities , Statistics , Statistical Theory and Methods , Probability Theory and Stochastic Processes , Statistics for Business/Economics/Mathematical Finance/Insurance
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Call number:9781493965724:ONLINE Show nearby items on shelf
Title:Statistics and Analysis of Scientific Data
Author(s): Massimiliano Bonamente
Date:2017
Edition:2nd ed. 2017
Size:1 online resource (XVII, 318 p. 40 illus., 4 illus. in color p.)
Contents:Theory of Probability -- Random Variables and Their Distribution -- Sum and Functions of Random Variables -- Estimate of Mean and Variance and Confidence Intervals -- Median, Weighted Mean and Linear Average (NEW) -- Distribution
Function of Statistics and Hypothesis Testing -- Maximum Likelihood Fit to a Two-Variable Dataset -- Goodness of Fit and Parameter Uncertainty -- Systematic Errors and Intrinsic Scatter (NEW) -- Fitting Data with Bivariate Errors (NEW)
-- Comparison Between Models -- Monte Carlo Methods -- Markov Chains and Monte Carlo Markov Chains -- Statistics for Business Sciences and Addition of Multi–Variate Analysis (NEW)
ISBN:9781493965724
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Physics , System theory , Statistics , Applied mathematics , Engineering mathematics , Physics , Mathematical Methods in Physics , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Statistics for Business/Economics/Mathematical Finance/Insurance , Appl.Mathematics/Computational Methods of Engineering , Complex Systems , Statistical Physics and Dynamical Systems
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Call number:111913840X:ONLINE Show nearby items on shelf
Title:The Data Industry: The Business and Economics of Information and Big Data
Author(s): Tang
Date:2016
Publisher:Wiley
Size:1 online resource (217 p.)
ISBN:9781119138402
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:111845765X:ONLINE Show nearby items on shelf
Title:Social Networks and their Economics - Influencing Consumer Choice
Author(s): Birke
Date:2013
Publisher:Wiley
Size:1 online resource (217 p.)
ISBN:9781118457658
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:1118456076:ONLINE Show nearby items on shelf
Title:Agent-Based Modelling in Economics
Author(s): Hamill
Date:2016
Publisher:Wiley
Size:1 online resource (257 p.)
ISBN:9781118456071
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:0471745030:ONLINE Show nearby items on shelf
Title:Numerical Methods in Finance and Economics: A MATL AB-Based Introduction, Second Edition
Author(s): Brandimarte
Date:2006
Publisher:Wiley-Interscience
Size:1 online resource (697 p.)
ISBN:9780471745037
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:0471150649:ONLINE Show nearby items on shelf
Title:Statistical Size Distributions in Economics and Actuarial Sciences
Author(s): Kleiber
Date:2003
Publisher:Wiley-Interscience
Size:1 online resource (353 p.)
ISBN:9780471150640
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:0470531118:ONLINE Show nearby items on shelf
Title:Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics
Author(s): Brandimarte
Date:2014
Publisher:Wiley
Size:1 online resource (689 p.)
ISBN:9780470531112
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:SPRINGER-2016-9789811008719:ONLINE Show nearby items on shelf
Title:Complex Surveys Analysis of Categorical Data
Author(s): Parimal Mukhopadhyay
Date:2016
Size:1 online resource (248 p.)
Note:10.1007/978-981-10-0871-9
Contents:Chapter 1. Preliminaries -- Chapter 2. The Design-Effects and Mis-Specification Effects -- Chapter 3. Some Classical Models in Categorical Data Analysis -- Chapter 4. Analysis of Categorical Data under a Full Model -- Chapter 5. Analysis of Catego rical Data under Log-Linear Models -- Chapter 6. Analysis of Categorical Data under Logistic Regression Model -- Chapter 7. Analysis in the Presence of Classification Errors -- Chapter 8. Approximate MLE’s from Survey Data
ISBN:9789811008719
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Statistics , Statistical Theory and Methods , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Life Sciences, Medicine, Health Sciences , Statistics for Social Science, Behavorial Science, Education, Public Policy, and
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Call number:SPRINGER-2016-9789811004018:ONLINE Show nearby items on shelf
Title:Applied Statistics for Social and Management Sciences
Author(s): Abdul Quader Miah
Date:2016
Edition:1st ed. 2016
Size:1 online resource (444 p.)
Note:10.1007/978-981-10-0401-8
Contents:1: Basics -- 2: Presentation of Statistical Data -- 3: Descriptive Statistics -- 4: Probability Theory -- 5: Probability Distributions -- 6: Statistical Inference -- 7: Hypothesis Testing -- 8: The Chi-Square Test -- 9: Non-Parametric Test -- 10: C orrelation -- 11: Simple Regression -- 12: Multiple Regression -- 13: Sampling Theory -- 14: Determination of Sample Size -- 15: Index Numbers -- 16: Analysis of Financial Data -- 17: Experimental Design -- 18: Statistical Quality Control -- 19: Summary f or Hypothesis Testing
ISBN:9789811004018
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Statistics , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistical Theory and Methods
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Call number:SPRINGER-2016-9783662493496:ONLINE Show nearby items on shelf
Title:Statistics for Non-Statisticians
Author(s): Birger Stjernholm Madsen
Date:2016
Edition:2nd ed. 2016
Size:1 online resource (44 p.)
Note:10.1007/978-3-662-49349-6
Contents:Preface -- 1 Data Collection -- 2 Presentation of Data -- 3 Description of Data -- 4 The Normal Distribution -- 5 Analysis of Qualitative Data -- 6 Error Sources and Planning -- 7 Assessment of Relationship -- 8 Comparing Two Groups -- 9 Appendices -- Index
ISBN:9783662493496
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Statistical Theory and Methods
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Call number:SPRINGER-2016-9783319321622:ONLINE Show nearby items on shelf
Title:Open Problems in Mathematics
Author(s):
Date:2016
Size:1 online resource (17 p.)
Note:10.1007/978-3-319-32162-2
Contents:Preface (J.F. Nash, Jr., M.Th. Rassias) -- Introduction (M. Gromov) -- 1. P Versus NP (S. Aaronson) -- 2. From Quantum Systems to L-Functions: Pair Correlation Statistics and Beyond (O. Barrett, F.W.K. Firk, S.J. Miller, C. Turnage-Butterbaugh) -- 3 . The Generalized Fermat Equation (M. Bennett, P. Mihăilescu, S. Siksek) -- 4. The Conjecture of Birch and Swinnerton-Dyer (J. Coates) -- 5. An Essay on the Riemann Hypothesis (A. Connes) -- 6. Navier Stokes Equations (P. Constantin) -- 7. Plateau's Prob lem (J. Harrison, H. Pugh) -- 8. The Unknotting Problem (L.H. Kauffman) -- 9. How Can Cooperative Game Theory Be Made More Relevant to Econimics? (E. Maskin) -- 10. The Erdős-Szekeres Problem (W. Morris, V. Soltan) -- 11. Novikov's Conjecture (J. Rosenbe rg) -- The Discrete Logarithm Problem (R. Schoof) -- 13. Hadwiger's Conjecture (P. Seymour) -- 14. The Hadwiger-Nelson Problem (A. Soifer) -- 15. Erdős's Unit Distance Problem (E. Szemerédi) -- 16. Goldbach's Conjectures (R.C. Vaughan) -- 17.
The Hodge Conjecture (C. Voisin).
ISBN:9783319321622
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Algebraic geometry , Partial differential equations , Game theory , Differential geometry , Number theory , Operations research , Management science , Mathematics , Number Theory , Algebraic Geometry , Differential Geometry , Partial Differential Equations , Game Theory, Economics, Social and Behav. Sciences , Operations Research, Management Science
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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-2016-9783319304175:ONLINE Show nearby items on shelf
Title:Statistical Methods and Applications in Insurance and Finance CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013
Author(s):
Date:2016
Size:1 online resource (3 p.)
Note:10.1007/978-3-319-30417-5
Contents:1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time -- 2 M’hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time–inhomogeneous L´evy process: A Malliavin calculus ap proach and numeric -- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis -- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus -- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview -- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs -- 7 AbdulRahman Al-Hussein and Boul akhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps -- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential
equations with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option
ISBN:9783319304175
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Springer Proceedings in Mathematics & Statistics: 158
Keywords: Mathematics , Insurance , Risk management , Economics, Mathematical , Statistics , Mathematics , Quantitative Finance , Statistics for Business/Economics/Mathematical Finance/Insurance , Risk Management , Insurance
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Call number:SPRINGER-2016-9783319301907:ONLINE Show nearby items on shelf
Title:Rabi N. Bhattacharya Selected Papers
Author(s):
Date:2016
Size:1 online resource (711 p.)
Note:10.1007/978-3-319-30190-7
Contents:Part I: Modes of Approximation -- Hall, Contributions of Rabi Bhattacharya to the Central Limit Theory and Normal Approximation -- Yoshida, Asymptotic Expansions for Stochastic Processes -- Shao, An Introduction to Normal Approximation -- Reprints - - Part II: Large Time Asymptotics for Markov Processes I: Diffusion -- Varadhan, Martingale Methods for the Central Limit Theorem -- Kurtz, Ergodicity and Central Limit Theorems for Markov Processes -- Reprints -- Part III: Large Time Asymptotics for Mark ov Processes II: Dynamical Systems and Iterated Maps -- Athreya, Dynamical Systems, IID Random Iterations, and Markov Chains -- Waymire, Random Dynamical Systems and Selected Works of Rabi Bhattacharya -- Reprints -- Part IV: Stochastic Foundations in App lied Sciences I: Economics -- Kamihigashi, Stachurski, Stability Analysis for Random Dynamical Systems in Economics -- Roy, Some Economic Applications of Recent Advances in Random Dynamical Systems -- Reprints -- Part V: Stochastic
Foundations in Applied Sciences II: Geophysics -- Thomann, Waymire, Advection-Dispersion in Fluid Media and Selected Works of Rabi Bhattacharya -- Flandoli, Romito, Cascade Representations for the Navier-Stokes Equations -- Reprints -- Part VI: Stoc hastic Foundations in Applied Sciences III: Statistics -- Dryden, Le, Preston, Wood, Nonparametric Statistical Methods on Manifolds -- Huckemann, Hotz, Nonparametric Statistics on Manifolds and Beyond -- Reprints
ISBN:9783319301907
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Probabilities , Statistics , Mathematics , Probability Theory and Stochastic Processes , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien
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Call number:SPRINGER-2016-9783319297767:ONLINE Show nearby items on shelf
Title:Modelling in Life Insurance – A Management Perspective
Author(s):
Date:2016
Size:1 online resource (38 p.)
Note:10.1007/978-3-319-29776-7
Contents:Paradigms in life insurance -- About market consistent valuation in insurance -- Cash flow projection models -- Economic scenario generators -- From internal to ORSA models -- Building a model: practical implementation -- Ex-ante model validation a nd back-testing -- The threat of model risk for insurance companies -- Meta-models and consistency issues -- Model feeding & Data Quality -- The role of models in management decision making -- Models and behaviour of stakeholders
ISBN:9783319297767
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Insurance , Economics, Mathematical , Actuarial science , Statistics , Mathematics , Quantitative Finance , Actuarial Sciences , Statistics for Business/Economics/Mathematical Finance/Insurance , Insurance
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Call number:SPRINGER-2016-9783319296791:ONLINE Show nearby items on shelf
Title:Stochastic Models with Power-Law Tails The Equation X = AX + B
Author(s): Dariusz Buraczewski
Date:2016
Size:1 online resource (5 p.)
Note:10.1007/978-3-319-29679-1
Contents:Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices
ISBN:9783319296791
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Probabilities , Statistics , Economic theory , Mathematics , Probability Theory and Stochastic Processes , Statistics for Business/Economics/Mathematical Finance/Insurance , Economic Theory/Quantitative Economics/Mathematical Methods
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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-2016-9783319283418:ONLINE Show nearby items on shelf
Title:Statistics for Mathematicians A Rigorous First Course
Author(s): Victor M Panaretos
Date:2016
Size:1 online resource (15 p.)
Note:10.1007/978-3-319-28341-8
Contents:Foreword -- Regular Probability Models -- Sampling From Probability Distributions -- Point Estimation of Model Parameters -- Tests of Hypotheses for Model Parameters -- Confidence Intervals for Model Parameters -- Appendix -- Bibliography
ISBN:9783319283418
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Statistics , Statistical Theory and Methods , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Statistics for Business/Economics/Mathematical Finance/Insurance , Probability Theory and Stochastic Processes
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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-2016-9783319258263:ONLINE Show nearby items on shelf
Title:The Fascination of Probability, Statistics and their Applications In Honour of Ole E. Barndorff-Nielsen
Author(s):
Date:2016
Edition:1st ed. 2016
Size:1 online resource (34 p.)
Note:10.1007/978-3-319-25826-3
ISBN:9783319258263
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , Probabilities , Statistics , Mathematics , Probability Theory and Stochastic Processes , Quantitative Finance , Statistical Theory and Methods
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Call number:SPRINGER-2014-9789462390614:ONLINE Show nearby items on shelf
Title:Normal and Students t Distributions and Their Applications [electronic resource]
Author(s): Mohammad Ahsanullah
B.M. Golam Kibria
Mohammad Shakil
Date:2014
Publisher:Paris : Atlantis Press : Imprint: Atlantis Press
Size:1 online resource
Note:The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio ofthe independent norma l and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering
Contents:Introduction
Normal Distributions
Students Distributions
Sum, Product & Ratio for the Normal Random Variables
Sum, Product & Ratio for the Students Random Variables
Sum, Product & Ratio for the Normal and Students Random Variables
Product of the Normal and Students Densities
Characterizations of Normal Distributions
Characterizations of StudentsDistributions
Concluding Remarks
ISBN:9789462390614
Series:eBooks
Series:SpringerLink
Series:Atlantis Studies in Probability and Statistics, 1879-6893 : v4
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Mathematics , Economics , Social sciences
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Call number:SPRINGER-2014-9788132217862:ONLINE Show nearby items on shelf
Title:Optimal Mixture Experiments [electronic resource]
Author(s): B.K Sinha
N.K Mandal
Manisha Pal
P Das
Date:2014
Publisher:New Delhi : Springer India : Imprint: Springer
Size:1 online resource
Note:The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which includes topics like continuousdesigns, de la Garza p henomenon, Loewner order domination, Equivalence theorems for different optimality criteria and standard optimality results for single variable polynomial regression and multivariate linear and quadraticregression models. This is followed by a review of t he available literature on estimation of parameters in mixture models. Based on recent research findings, the volume also introduces optimal mixture designs for estimation of optimummixing proportions in different mixture models, which include Scheffs qua dratic model, Darroch-Waller model, log- contrast model, mixture-amount models, random coefficient models and multi-response model. Robust mixture designsand mixture designs in blocks have been also reviewed. Moreover, some applications of mixture designs in areas like agriculture, pharmaceutics and food and beverages have been presented. Familiarity with the basic concepts of designand analysis of experiments, along with the concept of optimality criteria are desirable prerequisites for a clear understan ding of the book. It is likely to be helpful to both theoreticians and practitioners working in the area ofmixture experiments
Contents:Chapter 1. Mixture Models and Mixture Designs: Scope of the Monograph
Chapter 2. Optimal Regression Designs
Chapter 3. Parameter Estimation in Linear and Quadratic Mixture Models
Chapter 4. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model
Chapter 5. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model under Constrained Factor Space
Chapter 6. Optimal Mixture Designs for Estimation of Natural Parameters in Other Mixture Models
Chapter 7. Optimal Designs for Estimation of Optimum Mixture in Scheffs Quadratic M
ISBN:9788132217862
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Statistics, 0930-0325 : v1028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical optimization , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9784431549741:ONLINE Show nearby items on shelf
Title:Applied Data-Centric Social Sciences [electronic resource] : Concepts, Data, Computation, and Theory
Author(s): Aki-Hiro Sato
Date:2014
Publisher:Tokyo : Springer Japan : Imprint: Springer
Size:1 online resource
Note:Applied data-centric social sciences aim to develop both methodology and practical applications of various fields of social sciences and businesses with rich data. Specifically, in the social sciences, a vast amount of data onhuman activities may be useful for understanding collective human nature. In this book, the author introduces several mathematical techniques for handling a huge volume of data and analysing collective human behaviour. The book isconstructed from data-oriented investigation, wit h mathematical methods and expressions used for dealing with data for several specific problems. The fundamental philosophy underlying the book is that both mathematical and physicalconcepts are determined by the purposes of data analysis. This philosophy is shown throughout exemplar studies of several fields in socio-economic systems. From a data-centric point of view, the author proposes a concept that maychange peoples minds and cause them to start thinking from the basis of data. Several goals underli e the chapters of the book. The first is to describe mathematical and statistical methods for data analysis, and toward that end theauthor delineates methods with actual data in each chapter. The second is to find a cyber-physical link between data and da ta-generating mechanisms, as data are always provided by some kind of data-generating process in the real world.The third goal is to provide an impetus for the concepts and methodology set forth in this book to be applied to socio-economic systems
Contents:Introduction
Introduction
Framework
Methodology
Mathematical expressions
Data in computers
Exemplar studies
Risk assessment of extreme events
Segmentation study of foreign exchange market
Hotel booking data
Tendency of international air travels
Energy consumption
Future work
Future research in applied data
centric social sciences
ISBN:9784431549741
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics
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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-2014-9783642451386:ONLINE Show nearby items on shelf
Title:Generalized Hyperbolic Secant Distributions [electronic resource] : With Applications to Finance
Author(s): Matthias J Fischer
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Among the symmetrical distributions with an infinite domain, the most popular alternative to the normal variant is the logistic distribution as well as the Laplace or the double exponential distribution, which was firstintroduced in 1774. Occasionall y, the Cauchy distribution is also used. Surprisingly, the hyperbolic secant distribution has led a charmed life, although Manoukian and Nadeau had already stated in 1988 that ... the hyperbolic-secantdistribution ... has not received sufficient attention in the published literature, and may be useful for students and practitioners. During the last few years, however, several generalizations of the hyperbolic secant distributionhave become popular in the context of financial return data because of its exc ellent fit. Nearly all of them are summarized within this SpringerBrief
Contents:Preface
Hyperbolic Secant Distributions
The GSH Distribution Family and Skew Versions
The NEF
GHS or Meixner Distribution Family
The BHS Distribution Family
The SHS and SASHS Distribution Family
Application to Finance
R
Code: Fitting a BHS Distribution
ISBN:9783642451386
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9783642368509:ONLINE Show nearby items on shelf
Title:Basics of Modern Mathematical Statistics [electronic resource] : Exercises and Solutions
Author(s): Wolfgang Karl Hrdle
Vladimir Spokoiny
Vladimir Panov
Weining Wang
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:The complexity of todays statistical data calls for modern mathematical tools. Many fields of science make use of mathematical statistics and require continuous updating on statistical technologies. Practice makes perfect,since mastering the tools ma kes them applicable. Our book of exercises and solutions offers a wide range of applications and numerical solutions based on R. In modern mathematical statistics, the purpose is to provide statisticsstudents with a number of basic exercises and also an u nderstanding of how the theory can be applied to real-world problems. The application aspect is also quite important, as most previous exercise books are mostly on theoreticalderivations. Also we add some problems from topics often encountered in recent r esearch papers. The book was written for statistics students with one or two years of coursework in mathematical statistics and probability, professors whohold courses in mathematical statistics, and researchers in other fields who would like to do some e xercises on math statistics
Contents:Basics
Parameter Estimation for an i.i.d. Model
Parameter Estimation for a Regression Model
Estimation in Linear Models
Bayes Estimation
Testing a Statistical Hypothesis
Testing in Linear Models
Some Other Testing Methods.
ISBN:9783642368509
Series:eBooks
Series:SpringerLink
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9783319041506:ONLINE Show nearby items on shelf
Title:Introduction to Matrix Analysis and Applications [electronic resource]
Author(s): Fumio Hiai
Dnes Petz
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Matrices can be studied in different ways. They are a linear algebraic structure and have a topological/analytical aspect (for example, the normed space of matrices) and they also carry an order structure that is induced bypositive semidefinite matri ces. The interplay of these closely related structures is an essential feature of matrix analysis. This book explains these aspects of matrix analysis from a functional analysis point of view. After anintroduction to matrices and functional analysis, it c overs more advanced topics such as matrix monotone functions, matrix means, majorization and entropies. Several applications to quantum information are also included. Introductionto Matrix Analysis and Applications is appropriate for an advanced graduate course on matrix analysis, particularly aimed at studying quantum information. It can also be used as a reference for researchers in quantum information,statistics, engineering and economics
Contents:Fundamentals of operators and matrices
Mappings and algebras
Functional calculus and derivation
Matrix monotone functions and convexity
Matrix means and inequalities
Majorization and singular values
Some applications
ISBN:9783319041506
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Matrix theory
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Call number:SPRINGER-2014-9783319034973:ONLINE Show nearby items on shelf
Title:Statistical Inference for Financial Engineering [electronic resource]
Author(s): Masanobu Taniguchi
Tomoyuki Amano
Hiroaki Ogata
Hiroyuki Taniai
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data,various stochastic processe s, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includesseveral statistical approaches, e.g., discrimin ant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerfultools for analyzing the financial data, establishing a new bridge bet ween time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering.Readers are expected to have an undergraduate-level knowledge of statistics
Contents:Preface
Features of Financial Data
Empirical Likelihood Approaches for Financial Returns
Various Methods for Financial Engineering
Some Techniques for ARCH Financial Time Series
Index
ISBN:9783319034973
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Economics Statistics
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Call number:SPRINGER-2014-9783319024998:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Marco Corazza
Claudio Pizzi
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The interaction between mathematicians and statisticians has been shown to be an eective approach for dealing with actuarial, insurance and nancial problems, both from an academic perspective and from an operative one. Thecollection of original paper s presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and nance elds, all treated in the light of the successful cooperation betweenthe above two quantitative approaches. The papers publish ed in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions,some of the considered areas of investigation are: actuarial models alternativ e testing approaches behavioral nance clustering techniques coherent and non-coherent risk measures credit scoring approaches data envelopmentanalysis dynamic stochastic programming nancial contagion models nancial ratios intelligent nancial trading syste ms mixture normality approaches Monte Carlo-based methods multicriteria methods nonlinear parameterestimation techniques nonlinear threshold models particle swarm optimization performance measures portfolio optimization pricing methods for structured and non-structured derivatives risk management skewed distribution analysis
Contents:Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna)
An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini)
A comparison between different numerical schemes for the valuation of unit
linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre)
Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli)
Firms volatility risk under microstructure noise (F. Barsotti, S. Sanfe
ISBN:9783319024998
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics Statistics
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Call number:SPRINGER-2014-9783319015170:ONLINE Show nearby items on shelf
Title:Exploratory Data Analysis in Business and Economics [electronic resource] : An Introduction Using SPSS, Stata, and Excel
Author(s): Thomas Cleff
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:In a world in which we are constantly surrounded by data, figures, and statistics, it is imperative to understand and to be able to use quantitative methods. Statistical models and methods are among the most important tools ineconomic analysis, decis ion-making and business planning. This textbook, Exploratory Data Analysis in Business and Economics, aims to familiarise students of economics and business as well as practitioners in firms with the basicprinciples, techniques, and applications of descri ptive statistics and data analysis. Drawing on practical examples from business settings, it demonstrates the basic descriptive methods of univariate and bivariate analysis. Thetextbook covers a range of subject matter, from data collection and scaling to the presentation and univariate analysis of quantitative data, and also includes analytic procedures for assessing bivariate relationships. It does notconfine itself to presenting descriptive statistics, but also addresses the use of computer programmes such as Excel, SPSS, and STATA, thus treating all of the topics typically covered in a university course on descriptive statistics.The German edition of this textbook is one of the bestsellers on the German market for literature in statistics
Contents:Statistics and Empirical Research
From Disarray to Dataset
Univariate Data Analysis
Bivariate Association
Regression Analysis
Time Series and Indices
Cluster Analysis
Factor Analysis
Solutions to Chapter Exercises
References and Bibliography
Index.
ISBN:9783319015170
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Economics Statistics
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Call number:SPRINGER-2014-9783319012643:ONLINE Show nearby items on shelf
Title:German-Japanese Interchange of Data Analysis Results [electronic resource]
Author(s): Wolfgang Gaul
Andreas Geyer-Schulz
Yasumasa Baba
Akinori Okada
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This volume focuses on innovative approaches and recent developments in clustering, analysis of data and models, and applications: The first part of the book covers a broad range of innovations in the area of clustering, fromalgorithmic innovations f or graph clustering to new visualization and evaluation techniques. The second part addresses new developments in data and decision analysis (conjoint analysis, non-additive utility functions, analysis ofasymmetric relationships, and regularization techni ques). The third part is devoted to the application of innovative data analysis methods in the life-sciences, the social sciences and in engineering. All contributions in this volumeare revised and extended versions of selected papers presented in the Ger man/Japanese Workshops at Karlsruhe (2010) and Kyoto (2012).
Contents:Clustering
Analysis of Data and Models
Applications
ISBN:9783319012643
Series:eBooks
Series:SpringerLink
Series:Studies in Classification, Data Analysis, and Knowledge Organization, 1431-8814
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Electronic data processing , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9781461495338:ONLINE Show nearby items on shelf
Title:Genericity in Nonlinear Analysis [electronic resource]
Author(s): Simeon Reich
Alexander J Zaslavski
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:This book presents an extensive collection of state-of-the-art results and references in nonlinear functional analysis demonstrating how the generic approach proves to be very useful in solving many interesting and importantproblems. Nonlinear analys is plays an ever-increasing role in theoretical and applied mathematics, as well as in many other areas of science such as engineering, statistics, computer science, economics, finance, and medicine. The textmay be used as supplementary material for gradu ate courses in nonlinear functional analysis, optimization theory and approximation theory, and is a treasure trove for instructors, researchers, and practitioners in mathematics and inthe mathematical sciences. Each chapter is self-contained proofs are solid and carefully communicated. Genericity in Nonlinear Analysis is the first book to systematically present the generic approach to nonlinear analysis. Topicspresented include convergence analysis of powers and infinite products via the Baire Category Theorem, fixed point theory of both single- and set-valued mappings, best approximation problems, discrete and continuous descent methods forminimization in a general Banach space, and the structure of minimal energy configurations with rational numbers i n the AubryMather theory
Contents:Preface
1. Introduction
2. Fixed Point Results and Convergence of Powers of Operators
3. Contractive Mappings
4. Dynamical Systems with Convex Lyapunov Functions
5. Relatively Nonexpansive Operators with Respect to Bregman Distances
6. Infinite Products
7.Best Approximation
8. Descent Methods
9. Set
Valued Mappings
References
Index
ISBN:9781461495338
Series:eBooks
Series:SpringerLink
Series:Developments in Mathematics, 1389-2177 : v34
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Operator theory , Mathematical optimization
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Call number:SPRINGER-2014-9781461487883:ONLINE Show nearby items on shelf
Title:Statistical Analysis of Financial Data in R [electronic resource]
Author(s): Ren Carmona
Date:2014
Edition:2nd ed. 2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issuesfacing any financial engi neer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Concerns of risk management are addressed by the control of extreme values, the fittingof distributions with heavy tails, the comput ation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the constructionof yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction. The book is intended for undergraduate students majoring in financial engineering, or graduate studentsin a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computingenvironment of R. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets. The book can helpquantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to resea rchers wishing to manipulate financial data, implement abstract concepts, and testmathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory
Contents:Univariate Data Distributions
Heavy Tail Distributions
Dependence and Multivariate Data Exploration
Parametric Regression
Local and Nonparametric Regression
Time Series Models
Multivariate Time Series, Linear Systems and Kalman Filtering
Nonlinear Time Series: Models and Simulation
Appendices
Indices
ISBN:9781461487883
Series:eBooks
Series:SpringerLink
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9781461461340:ONLINE Show nearby items on shelf
Title:Empirical Agent-Based Modelling - Challenges and Solutions [electronic resource] : Volume 1, The Characterisation and Parameterisation of Empirical Agent-Based Models
Author(s): Alexander Smajgl
Olivier Barreteau
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:This instructional bookshowcases techniques to parameterise human agents in empirical agent-based models(ABM). In doing so, it provides a timely overview of key ABM methodologies and the most innovative approaches through avariety of empirical applic ations. It features cutting-edge research from leading academics and practitioners, and will provide a guide for characterising and parameterising human agents in empirical ABM.In order to facilitatelearning, this text shares the valuable experiences of o ther modellers in particular modelling situations. Very little has been published in the area of empirical ABM, and this contributed volume will appeal to graduate-level studentsand researchers studying simulation modeling in economics, sociology, ecology , and trans-disciplinary studies, such as topics related to sustainability. In a similar vein to the instruction found in a cookbook, this text provides theempirical modeller with a set of 'recipes' ready to be implemented. Agent-based modeling (ABM) is a powerful, simulation-modeling technique that has seen a dramatic increase in real-world applications in recent years. In ABM, asystem is modeled as a collection of autonomous decision-making entities called agents. Each agent individually assesses its si tuation and makes decisions on the basis of a set of rules. Agents may execute various behaviorsappropriate for the system they representfor example, producing, consuming, or selling. ABM is increasingly used for simulating real-world systems, such as nat ural resource use, transportation, public health, andconflict.Decision makers increasingly demand support that covers a multitude of indicators that can be effectively addressed using ABM. This is especially the case in situations where human behavior is identified as a criticalelement. As a result, ABM will only continue its rapid growth. This is the first volume in a series of books that aims to contribute to a cultural chan
Contents:Empiricism and agent based modelling
A case study on characterising and parameterising an agent based integrated model of recreational fishing and coral reef ecosystem dynamics
An Agent Based Model of Tourist Movements in New Zealand
Humanecosystem interaction in large ensemble model systems
Using Spatially Explicit Marketing Data to Build Social Simulations
ISBN:9781461461340
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer simulation , Mathematical statistics
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Call number:SPRINGER-2014-9781447163053:ONLINE Show nearby items on shelf
Title:Value-Oriented Risk Management of Insurance Companies [electronic resource]
Author(s): Marcus Kriele
Jochen Wolf
Date:2014
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classical internal control and classical risk management are used. Therefore theapproach taken is necessari ly interdisciplinary. Indeed, there is a new dynamically developing field for actuaries as a result of the emphasis now on the measurement of risk. This book provides the required basic knowledge for thissubject from an actuarial perspective. It enables t he reader to implement in practice a risk management system that is based on quantitative methods. With this book, the reader will additionally be able to critically appraise theapplicability and the limits of the methods used in modern risk management. V alue- OrientedRisk Managementof Insurance Companiesfocuses on risk capital, capital allocation, performance measurement and value-oriented management. It also makes a connection to regulatory developments (for example, Solvency II). The reader should hav e a basic knowledge of probability and familiarity with mathematical concepts. It is intended for working actuaries and quantitativerisk managers as well as actuarial students
Contents:The Process of Risk Management
Risk Measures
Dependencies
Risk Capital
Allocation of Capital
Performance Measurement
Value
oriented Company Management
Solvency and Regulatory Questions
ISBN:9781447163053
Series:eBooks
Series:SpringerLink
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Economics Statistics
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Call number:SPRINGER-2014-9781447153610:ONLINE Show nearby items on shelf
Title:Probability Theory [electronic resource] : A Comprehensive Course
Author(s): Achim Klenke
Date:2014
Edition:2nd ed. 2014
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineeringand computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms. To addressthese concepts, the title covers a wide variet y of topics, many of which are not usually found in introductory textbooks, such as: limit theorems for sums of random variables martingales percolation Markov chains andelectrical networks construction of stochastic processes Poisson point process and infinite divisibility large deviation principles and statistical physics Brownian motion stochastic integral and stochasticdifferential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts inprobability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulat ions and some difficult proofs have been made more accessible. A wealth ofexamples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathe matics and statistics in physics, computer science,economics and biology
Contents:Basic Measure Theory
Independence
Generating Functions
The Integral
Moments and Laws of Large Numbers
Convergence Theorems
Lp
Spaces and the RadonNikodym Theorem
Conditional Expectations
Martingales
Optional Sampling Theorems
Martingale Convergence Theorems and Their Applications
Backwards Martingales and Exchangeability
Convergence of Measures
Probability Measures on Product Spaces
Characteristic Functions and the Central Limit Theorem
Infinitely Divisible Distributions
Markov Chains
Convergence of Markov Chains
Markov Chains and Electr
ISBN:9781447153610
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Functional analysis , Distribution (Probability theory)
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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-2013-9788847028715:ONLINE Show nearby items on shelf
Title:Complex Models and Computational Methods in Statistics [electronic resource]
Author(s): Matteo Grigoletto
Francesco Lisi
Sonia Petrone
Date:2013
Publisher:Milano : Springer Milan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The use of computational methods in statistics to face complex problems and highly dimensional data, as well as the widespread availability of computer technology, is no news. The range of applications, instead, is unprecedented.As often occurs, new and complex data types require new strategies, demanding for the development of novel statistical methods and suggesting stimulating mathematical problems. This book is addressed to researchers working at theforefront of the statistical analysis of comple x systems and using computationally intensive statistical methods
Note:Springer eBooks
Contents:A new unsupervised classification technique through nonlinear non parametric mixed effects models
Estimation approaches for the apparent diffusion coefficient in Rice
distributed MR signals
Longitudinal patterns of financial product ownership: a latent growth mixture approach
Computationally efficient inference procedures for vast dimensional realized covariance models
A GPU software library for likelihood
based inference of environmental models with large datasets
Theoretical Regression Trees: a tool for multiple structural
change models analysis
Some contributions to the th
ISBN:9788847028715
Series:e-books
Series:SpringerLink (Online service)
Series:Contributions to Statistics, 1431-1968
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Mathematical statistics , Economics
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Call number:SPRINGER-2013-9783658023140:ONLINE Show nearby items on shelf
Title:Local Variance Estimation for Uncensored and Censored Observations [electronic resource]
Author(s): Paola Gloria Ferrario
Date:2013
Publisher:Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averagingestimates (partitionin g or kernel type). Furthermore, the author uses a partitioning method for the estimation of the local variance based on first and second nearest neighbors (instead of regression estimation). Approaching specificproblems of application fields, all the resu lts are extended and generalised to the case where only censored observations are available. Further, simulations have been executed comparing the performance of two different estimators(R-Code available!). As a possible application of the given theory th e author proposes a survival analysis of patients who are treated for a specific illness. Contents Least Squares Estimation of the LocalVariance via Plug-In Local Averaging Estimation of the Local Variance via Plug-In Partitioning Estimation of the Lo cal Variance via Nearest Neighbors Estimation of the LocalVariance under Censored Observations Target Groups Researchers and graduate students in the fields of mathematics and statistics Practitioners in the fields of medicine, reliability, finance,a nd insurance Author Paola Gloria Ferrario received her doctorate degree (doctor rerum naturalium) from the University of Stuttgart, Germany, in 2012, after having studied Mathematical Engineering at the Polytechnic of Milano,Italy. She taught mathematic s to students of economics at University of Hohenheim and now works as a researcher at the University of Lbeck, Germany
Note:Springer eBooks
Contents:Least Squares Estimation of the Local Variance via Plug
In
Local Averaging Estimation of the Local Variance via Plug
In
Partitioning Estimation of the Local Variance via Nearest Neighbors
Estimation of the Local Variance under Censored Observations
ISBN:9783658023140
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2013-9783642368097:ONLINE Show nearby items on shelf
Title:Analyzing Compositional Data with R [electronic resource]
Author(s): K. Gerald van den Boogaart
Raimon Tolosana-Delgado
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 book presents the statistical analysis of compositional data sets, i.e., data in percentages, proportions, concentrations, etc. The subject is covered from its grounding principles to the practical use in descriptiveexploratory analysis, robust linear models and advanced multivariate statistical methods, including zeros and missing values, and paying special attention to data visualization and model display issues. Many illustrated examples andcode chunks guide the reader into their modeling and interpretation. And, though the book primarily serves as a reference guide for the R package compositions, it is also a general introductory text on Compositional DataAnalysis. Awareness of their special characteristics spread in the Geosciences in the e arly sixties, but a strategy for properly dealing with them was not available until the works of Aitchison in the eighties. Since then, research hasexpanded our understanding of their theoretical principles and the potentials and limitations of their inte rpretation. This is the first comprehensive textbook addressing these issues, as well as their practical implications withregard to software. The book is intended for scientists interested in statistically analyzing their compositional data. The subject e njoys relatively broad awareness in the geosciences and environmental sciences, but the spectrum ofrecent applications also covers areas like medicine, official statistics, and economics. Readers should be familiar with basic univariate and multivariate s tatistics. Knowledge of R is recommended but not required, as the book isself-contained
Note:Springer eBooks
Contents:Introduction
Fundamental Concepts of Compositional Data Analysis
Distributions for Random Compositions
Descriptive Analysis of Compositional Data
Linear Models for Compositions
Multivariate Statistics
Zeroes, Missings and Outliers
References
Index.
ISBN:9783642368097
Series:e-books
Series:SpringerLink (Online service)
Series:Use R!
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Geochemistry , Mathematical statistics
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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-2013-9783642335907:ONLINE Show nearby items on shelf
Title:Mathematical Risk Analysis [electronic resource] : Dependence, Risk Bounds, Optimal Allocations and Portfolios
Author(s): Ludger Rschendorf
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 author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical riskanalysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text thatpresents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence andto the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant tooptimal risk allocation, optimal portfolio problems as well as to the optimization of insuran ce contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortablyreading and working with the present volume, which is intended for graduate students, practitioners and researchers a nd can serve as a reference resource for the main concepts and techniques.
Note:Springer eBooks
Contents:Preface
Part I: Stochastic Dependence and Extremal Risk
1 Copulas, Sklar's Theorem, and Distributional Transform
2 Frchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Ma
ISBN:9783642335907
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics
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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-2013-9783642319365:ONLINE Show nearby items on shelf
Title:The Supply Chain Differentiation Guide [electronic resource] A Roadmap to Operational Excellence
Author(s): Erik Hofmann
Patrick Beck
Erik Fger
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 importance of supply chain management has increased over the last few decades. Today, entire supply chains are competing with each other instead of individual companies. As such, supply chain management has become a way forcompanies to set themse lves apart from competing companies and their supply chains. Interestingly, supply chain management mainly focuses on efficiency-oriented topics rather than effectiveness-driven issues, in particular the designof supply chains from manufacturing sites dow nstream, instead of upstream from the customer. The Supply Chain Differentiation Guide offers a modern approach to supply chain management. While for many years one-size-fits-allapproaches to supply chain management were very common, the current efforts o f managers and academics alike focus on the simultaneous management of multiple supply chains. Despite the interest of the business sector in the managementof multiple supply chains, academia has largely neglected this topic to date. The Supply Chain Diff erentiation Guide addresses this shortcoming, introducing both established and cutting-edge management methods to the context of supplychain differentiation and providing inspirations for how to improve corporate operations
Note:Springer eBooks
Contents:A: Conception of the supply chain guideline: Introduction
Why do we need a SCD guideline?
Supply chain assessments
Principles and advantages of the supply chain differentiation approach
Structure of SCD
Guide
Scalability of the approach
Morphological box for SCD
Example cases
Challenges of an application of the supply chain assessment
B: Description of TO
BE supply chain: SCD
Guide preparation: Internal analysis: company strategy
External analysis: company and environment
Summary of strategic internal and external analysis
Application example and possible o
ISBN:9783642319365
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics , Industrial management
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