TY  - BOOK
AU  - Antoch,Jaromír
AU  - Jurečková,Jana
AU  - Maciak,Matúš
AU  - Pešta,Michal
ED  - SpringerLink (Online service)
TI  - Analytical Methods in Statistics: AMISTAT, Prague, November 2015 
T2  - Springer Proceedings in Mathematics & Statistics,
SN  - 9783319513133
AV  - QA276-280 
U1  - 519.5 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Mathematical statistics
KW  - Distribution (Probability theory
KW  - Statistics
KW  - Statistical Theory and Methods
KW  - Probability Theory and Stochastic Processes
KW  - Statistics for Business/Economics/Mathematical Finance/Insurance
N1  - 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)
N2  - This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015
UR  - https://doi.org/10.1007/978-3-319-51313-3
ER  -