(Ilmumisaeg: 14-Aug-2025, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781009381413)
Discover the groundbreaking Direction Dependence Analysis (DDA), a powerful statistical method that enhances traditional regression and structural modeling by evaluating causal direction between variables. This book offers formal DDA methodologies,...Loe edasi...
While regression analysis is widely understood, it falls short in determining the causal direction of relationships in observational data. In this groundbreaking volume, Wiedermann and von Eye introduce Direction Dependence Analysis (DDA), a novel me...Loe edasi...
Sari: Institute of Mathematical Statistics Monographs
(Ilmumisaeg: 27-Mar-2025, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781009584111)
Intended for senior undergraduate and postgraduate students, this text explores how to construct dependence models including exchangeable, Markov, temporal and spatial models. Readers are empowered to be creative and construct their own dependence mo...Loe edasi...
This book describes extensions of Sudakovs classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of th...Loe edasi...
Beginning with familiar models and moving onto advanced semiparametric modelling tools Semiparametric Odds Ratio Model and its Applications introduces readers to a new range of flexible statistical models and provides guidance on the...Loe edasi...
Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
Sari: Probability Theory and Stochastic Modelling
(Ilmumisaeg: 18-May-2023, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031311482)
This book describes extensions of Sudakovs classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of th...Loe edasi...
Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regressi...Loe edasi...
This book covers recent advances in the field, including vine copula modeling of high-dimensional data. The author develops vine copula models and generalizations, discusses other multivariate constructions and parametric copula families, and pres...Loe edasi...
This short book elaborates on selected aspects of stochastic-statistical dependencies in multivariate statistics. Each chapter provides a rigorous and self-contained treatment of one specific topic, poses a particular problem within its scope,...Loe edasi...
The subject of the book is to introduce a new class of semiparametric models unifying and extending many existing models commonly used in statistical analysis. Estimation and inference approaches for the model parameters will be studied. Applications...Loe edasi...
An accessible and contemporary introduction to the methods for determining cause and effect in the social sciences An accessible and contemporary introduction to the methods for determining cause and effect in the social sciences...Loe edasi...
Wolfgang Wiedermann, Daeyoung Kim, Engin A. Sungur, Alexander von Eye
(Ilmumisaeg: 28-Jan-2021, Hardback, Kirjastus: John Wiley & Sons Inc, ISBN-13: 9781119523079)
This edited book examines current methods for the statistical analysis of hypotheses that are compatible with direction dependence. The proposed book is divided in four parts, each consisting of two or more chapters, for a total of 14 chapters. The...Loe edasi...
(Ilmumisaeg: 05-Mar-2019, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780198826941)
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour o...Loe edasi...
Sari: Springer Series in Operations Research and Financial Engineering
(Ilmumisaeg: 16-Nov-2016, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319455747)
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that...Loe edasi...
This is not a revision of his 1997 book, says Joe, but an updated expansion of a few chapters in it into a full account of copula theory, inference, and application. The vice copula construction has been a big advance for copula modeling with high-di...Loe edasi...
Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière
Sari: Lecture Notes in Statistics
(Ilmumisaeg: 11-Aug-2010, Paperback / softback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783642141034)
This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation st...Loe edasi...
LeSage (Texas State U.-San Marcos) and Pace (Louisiana State U. -Baton Rouge) offer a textbook for a course for graduate or advanced undergraduate students with a background in regression methods who want to learn about spatial regression models. Cho...Loe edasi...
Jérome Dedecker, Paul Doukhan, Gabriel Lang, José Rafael Leon, Sana Louhichi, Clémentine Prieur
Sari: Lecture Notes in Statistics
(Ilmumisaeg: 18-Jul-2007, Paperback / softback, Kirjastus: Springer-Verlag New York Inc., ISBN-13: 9780387699516)
This book develops Doukhan/Louhichis 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more c...Loe edasi...
(Ilmumisaeg: 24-May-2006, Paperback / softback, Kirjastus: Springer-Verlag New York Inc., ISBN-13: 9780387317410)
This book gives a detailed account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dyn...Loe edasi...
