Statistics: Textbooks and Monographs series,
Volume: 172
Published: 01/01/2004
Hard Cover
480 pages | Illustrated
Print ISBN: 0-8247-4804-2
Description
Reflecting current technological capacities
and analytical
trends, Computational Methods in Statistics
and Econometrics
showcases Monte Carlo and nonparametric statistical
methods for
models, simulations, analyses, and interpretations
of statistical
and econometric data?benefiting from straightforward
explanations
of mathematical concepts, hundreds of figures
and tables, and a
range of empirical examples.
Explores applications of Monte Carlo methods
in Bayesian
estimation, state space modeling, and bias
correction of ordinary
least squares in autoregressive models.
Accompanied by a CD-ROM displaying all source
codes used in the
text, Computational Methods in Statistics
and Econometrics
offers a comprehensive review of introductory
notions in
statistics such as variable transformation,
statistical
inference, hypothesis testing, and regression
analysis
authoritatively illuminates the fundamental
topic of uniform
random number generation
demonstrates the generation of diverse continuous-
and discrete-type
random draws, from gamma, t, and F to Bernoulli
and binomial
distributions
explains the inverse transform method for
use with Laplace,
Cauchy, and other distributions
details random draw approaches for multivariate
distributions
describes random number generation via importance
and rejection
sampling methods and the Metropolis-Hastings
algorithm
outlines nonparametric methods for finding
the difference between
two sample means, including logistic and
Cauchy score tests and
Fisher’s randomization test
compares power and asymptotic relative efficacy
of results
obtained through nonparametric tests versus
the t test
considers Monte Carlo and nonparametric methods
for testing
correlation and regression coefficients and
establishing the
independence of two samples
Table of Contents
Elements of Statistics
Monte Carlo Statistical Methods
Random Number Generation I
Random Number Generation II
Selected Applications of Monte Carlo Methods
Bayesian Estimation
Bias Correction of OLSE in AE Models
State Space Modeling
Nonparametric Statistical Methods
Difference Between Two-Sample Means
Independence Between Two Samples
Source Code Index
Index.
Statistics: Textbooks and Monographs series,
Volume: 173
02/01/2004
Hard Cover
418 pages | Illustrated
Print ISBN: 0-8247-5395-X
Description
A technically precise yet clear presentation
of modern sequential
methodologies having immediate applicability
to practical
problems in the real world. Articles contain
valuable methods for
data mining, agriculture science, genetics,
computer simulation,
finance, clinical trials, psychology, and
numerous additional
areas of application.
Table of Contents
Passive Acoustic Detection of Marine Mammals
Using Page’s Test
Douglas A. Abraham
Two-Stage Procedures for Selecting the Best
Component of a
Multivariate Distribution
Makoto Aoshima, Mitsuru Aoki, and Masaki
Kai
Sequential Randomization Tests
Tathagata Banerjee and Onkar Prosad Ghosh
Sequential Methods for Multistate Processes
Michael I. Baron
Sequential Adaptive Designs for Clinical
Trials with Longitudinal
Responses
Atanu Biswas and Anup Dewanji
Sequential Approaches to Data Mining
Yuan-Chin Ivan Chang and Adam Martinsek
Approximations and Bounds for Moving Sums
of Discrete Random
Variables
Jie Chen and Joseph Glaz
Estimation of the Slope in a Measurement-Error
Model
Sujay Datta and Saibal Chattopadhyay
Kernel Density Estimation of Wool Fiber Diameter
Basil M. de Silva and Nitis Mukhopadhyay
Financial Applications of Sequential Nonparametric
Curve
Estimation
Sam Efromovich
Lecture Notes In Pure and Applied Mathematics,
Volume 238
02/01/2004
Hard Cover
400 pages | Illustrated
Print ISBN: 0-8247-5404-2
Description
An expansion on the recent American Mathematical
Society Special
Session celebrating M. M. Rao’s distinguished
career, this
extraordinary compilation includes most of
the presented papers
as well as ancillary contributions from session
invitees. This
book decisively shows the effectiveness of
abstract analysis for
solving fundamental problems of stochastic
theory?specifically
the use of functional analytic methods for
elucidating stochastic
processes, as made manifest in Rao’s prolific
achievements.
Table of Contents
Applications of Sinkhorn Balancing: The Monomer-Dimer
Problem
I. Beichl and F. Sullivan
Zakai Equation of Nonlinear Filtering with
Ornstein-Uhlenbeck
Noise: Existance and Uniqueness
A. Bhatt and B. Rajput
Hyperfunctionals and Generalized Distributions
M Burgin
Process-Measures and their Stochastic Integral
N. Dinculeanu
Invariant Sets for Nonlinear Operators
J. Goldstein
The Immigrant-Emigration with Catastrophe
Model
M. Green
Approximating Scale Mixtures
H. Hamdan and J. Nolan
Cylcostationary Arrays: Their Unitary Operators
and
Representations
H. Hurd and T. Koski
Pseudoergodicity in Information Channels
Y. Kakihara
Operator Theoretic Review for Information
Channels
Y. Kakihara
Connections Between Birth-Death Processes
A.C. Krinik and G. Rubino
Integrated Gaussian Processes and their Reproducing
Kernel
Hilbert Spaces
M. Lukic
Moving Average Representation and Prediction
for Multidimensional
Harmonizable Processes
M. H. Mehlman
Double-Level Averaging on a Stratified Space
N. O’Bryant
The Problem of Optimal Asset Allocation with
Stable Distributed
Returns
S. Rachev, S. Ortobelli, and E. Schwartz
Pure and Applied Mathematics, Volume 266
02/01/2004
Hard Cover
250 pages | Illustrated
Print ISBN: 0-8247-5627-4
Description
Realizing the specific needs of first-year graduate students,
this reference allows readers to grasp and master fundamental
concepts in abstract algebra?establishing a clear understanding
of basic linear algebra and number, group, and commutative ring
theory and progressing to sophisticated discussions on Galois and
Sylow theory, the structure of abelian groups, the Jordan
canonical form, and linear transformations and their matrix
representations.
Table of Contents
Groups (Mostly Finite)
Rings (Mostly Domains)
Modules
Vector Spaces
Fields and Galois Theory
Topics in Noncommutative Rings
Group Extensions
Topics in Abelian Groups
References
Index