Analytical Methods in Statistics AMISTAT, Prague, November 2015

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Jarom?r Antoch, Jana Jure?kov?, Mat?? Maciak, Michal Pe?ta - Analytical Methods in Statistics: AMISTAT, Prague, November 2015
Published: 2017-02-25 | ISBN: 3319513125, 3319846175 | PDF | 207 pages | 3.28 MB

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.

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