Asymptotic Statistics: Proceedings of the Fifth Prague Symposium, held from September 4–9, 1993: Contributions to Statistics
Editat de Petr Mandl, Marie Huskovaen Limba Engleză Paperback – 28 iun 1994
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Specificații
ISBN-13: 9783790807707
ISBN-10: 3790807702
Pagini: 488
Ilustrații: X, 474 p.
Dimensiuni: 155 x 235 x 26 mm
Greutate: 0.68 kg
Ediția:Softcover reprint of the original 1st ed. 1994
Editura: Physica-Verlag HD
Colecția Physica
Seria Contributions to Statistics
Locul publicării:Heidelberg, Germany
ISBN-10: 3790807702
Pagini: 488
Ilustrații: X, 474 p.
Dimensiuni: 155 x 235 x 26 mm
Greutate: 0.68 kg
Ediția:Softcover reprint of the original 1st ed. 1994
Editura: Physica-Verlag HD
Colecția Physica
Seria Contributions to Statistics
Locul publicării:Heidelberg, Germany
Public țintă
ResearchCuprins
Invited papers.- Procedures for the detection of multiple changes in series of independent observations.- Probing for information in two-stage stochastic programming and the associated consistency.- Outliers and switches in time series.- Fréchet differentiability and robust estimation.- Stein predictors and prediction regions.- Perpetuities and random equations.- On recent developments in the theory of set-indexed processes.- Regression rank scores scale statistics and studentization in linear models.- On an argmax-distribution connected to the Poisson process.- Asymptotic normality of regression M-estimators: Hadamard differentiability approaches.- Contributed papers.- Asymptotic theory for regression quantile estimators in the heteroscedastic regression model.- Nonnegative moving-average models.- Biased samples from a search and the asymptotic behaviour of Bayesian models.- A modification of least squares with high efficiency and high breakdown point in linear regression.- Significance of differences of estimates.- Adaptiveness in time series models.- Kernel estimators of integrated squared density derivatives in non-smooth cases.- Curve selection: A nonparametric approach.- Complete convergence.- Tests for heteroscedasticity based on regression quan-tiles and regression rank scores.- Parameter estimation by projecting on structural statistical models.- Some remarks on the joint estimation of the index and the scale parameter for stable processes.- Asymptotic behaviour of the error probabilities in the pseudo-likelihood ratio test for Gibbs-Markov distributions.- Detection of change in variance.- Shrinkage of maximum likelihood estimator of multivariate location.- Almost sure invariance principles for V- and U-statistics based on weakly dependent random variables.-On stability in two-stage stochastic nonlinear programming.- Spread inequality and efficiency of first and second order.- Confidence intervals for regression quantiles.- Spatial quantiles and their Bahadur-Kiefer representations.- Asymptotic expansions of error probabilities for tests.- An application of complex commutation functions.- One-sided deviations of a random walk without moment assumptions.- Asymptotic behaviour of one-step M-estimators in contaminated non-linear models.- Conditional rank tests for the two-sample problem with partially observed data.- Finiteness and continuity of differential entropy.- Characterizations of discrete probability distributions by the existence of regular conditional distributions respectively continutity from below of inner probability measures.- Diagnostics of regression model: test of goodness of fit.- On a multistage stochastic linear program.- Change point and jump estimates in an AMOC renewal model.- Conditions for consistency of MLE’s.- Improving maximum quasi-likelihood estimators.