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Book synopsis

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.

Book details

Book category Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Full title: Analytical Methods in Statistics
• Subtitle: AMISTAT, Prague, November 2015
• Author: Jaromír Antoch, Jana Jurecková, MatúS Maciak, Michal PeSta
• Language: English
• Binding: Hardback
• Number of pages: 207
• EAN: 9783319513126
• ISBN: 3319513125
• ID: 15467280
• Publisher: Springer International Publishing AG
• Weight: 4557 g
• Dimensions: 235 × 155 × 18 mm
• Date of publishing: 28. January 2017

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