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Analytical Methods in Statistics AMISTAT, Prague, November 2015

SKU: 9783319513133

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Additional information

Full Title

Analytical Methods in Statistics AMISTAT, Prague, November 2015

Author(s)

Jaromír Antoch

Edition
ISBN

9783319513133, 9783319513126

Publisher

Springer

Format

PDF and EPUB

Description

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.