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Affiner la recherche Interroger des sources externesRandom effect and latent variable model selection (Cop. 2008) / David B. DUNSON
Titre : Random effect and latent variable model selection Type de document : texte imprimé Auteurs : David B. DUNSON, Editeur scientifique Editeur : Springer Verlag Année de publication : Cop. 2008 Collection : Lecture notes in statistics num. 192 Importance : VII-169 p. ISBN/ISSN/EAN : 978-0-387-76720-8 Langues : Anglais (eng) Mots-clés : variable latente donnée aléatoire méthode bayésienne Résumé : This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It will appeal to students, applied data analysts, and experienced researchers. The chapters are based on the contributors’ research, with mathematical details minimized using applications-motivated descriptions.
The first part of the book focuses on frequentist likelihood ratio and score tests for zero variance components. Contributors include Xihong Lin, Daowen Zhang and Ciprian Crainiceanu.
The second part focuses on Bayesian methods for random effects selection in linear mixed effects and generalized linear mixed models. Contributors include David Dunson and collaborators Bo Cai and Saki Kinney.
The final part focuses on structural equation models, with Peter Bentler and Jiajuan Liang presenting a frequentist approach, Sik-Yum Lee and Xin-Yuan Song presenting a Bayesian approach based on path sampling, and Joyee Ghosh and David Dunson proposing a method for default prior specification and efficient posterior computation.Note de contenu : index, références Random effect and latent variable model selection [texte imprimé] / David B. DUNSON, Editeur scientifique . - Springer Verlag, Cop. 2008 . - VII-169 p.. - (Lecture notes in statistics; 192) .
ISBN : 978-0-387-76720-8
Langues : Anglais (eng)
Mots-clés : variable latente donnée aléatoire méthode bayésienne Résumé : This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It will appeal to students, applied data analysts, and experienced researchers. The chapters are based on the contributors’ research, with mathematical details minimized using applications-motivated descriptions.
The first part of the book focuses on frequentist likelihood ratio and score tests for zero variance components. Contributors include Xihong Lin, Daowen Zhang and Ciprian Crainiceanu.
The second part focuses on Bayesian methods for random effects selection in linear mixed effects and generalized linear mixed models. Contributors include David Dunson and collaborators Bo Cai and Saki Kinney.
The final part focuses on structural equation models, with Peter Bentler and Jiajuan Liang presenting a frequentist approach, Sik-Yum Lee and Xin-Yuan Song presenting a Bayesian approach based on path sampling, and Joyee Ghosh and David Dunson proposing a method for default prior specification and efficient posterior computation.Note de contenu : index, références Réservation
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Code-barres Cote Support Localisation Section Disponibilité 16009 LNS 192 Livre Recherche Salle Disponible Elemetary probability theory (Cop. 2003) / Kai Lai CHUNG
Titre : Elemetary probability theory : with stochastic processes and an introduction to mathematical finance Type de document : texte imprimé Auteurs : Kai Lai CHUNG, Auteur ; Farid AITSAHLIA, Auteur Mention d'édition : 4th ed. Editeur : Springer Verlag Année de publication : Cop. 2003 Collection : Undergraduate Texts in Mathematics Importance : XIII-402 p. Présentation : ill. ISBN/ISSN/EAN : 978-0-387-95578-0 Langues : Anglais (eng) Mots-clés : théorie des probabilités processus stochastique mathématique financière Note de contenu : index Elemetary probability theory : with stochastic processes and an introduction to mathematical finance [texte imprimé] / Kai Lai CHUNG, Auteur ; Farid AITSAHLIA, Auteur . - 4th ed. . - Springer Verlag, Cop. 2003 . - XIII-402 p. : ill.. - (Undergraduate Texts in Mathematics) .
ISBN : 978-0-387-95578-0
Langues : Anglais (eng)
Mots-clés : théorie des probabilités processus stochastique mathématique financière Note de contenu : index Réservation
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Code-barres Cote Support Localisation Section Disponibilité 19442 CHU/60/7850 Livre Recherche Salle Disponible 19617 CHU/60/7930 Livre Recherche Salle Disponible Nonparametric Monte Carlo tests and their applications (Cop. 2005) / Lixing ZHU
Titre : Nonparametric Monte Carlo tests and their applications Type de document : texte imprimé Auteurs : Lixing ZHU, Auteur Editeur : Springer Verlag Année de publication : Cop. 2005 Collection : Lecture notes in statistics num. 182 Importance : XI-181 p. ISBN/ISSN/EAN : 978-0-387-25038-0 Langues : Anglais (eng) Mots-clés : test de Monte Carlo Résumé : The author addresses both applied and theoretical aspects of nonparametric Monte Carlo tests. The new methodology has been used for model checking in many fields of statistics, such as multivariate distribution theory, parametric and semiparametric regression models, multivariate regression models, varying-coefficient models with longitudinal data, heteroscedasticity, and homogeneity of covariance matrices. This book will be of interest to both practitioners and researchers investigating goodness-of-fit tests and resampling approximations.
Every chapter of the book includes algorithms, simulations, and theoretical deductions. The prerequisites for a full appreciation of the book are a modest knowledge of mathematical statistics and limit theorems in probability/empirical process theory. The less mathematically sophisticated reader will find Chapters 1, 2 and 6 to be a comprehensible introduction on how and where the new method can apply and the rest of the book to be a valuable reference for Monte Carlo test approximation and goodness-of-fit tests.Note de contenu : index, références Nonparametric Monte Carlo tests and their applications [texte imprimé] / Lixing ZHU, Auteur . - Springer Verlag, Cop. 2005 . - XI-181 p.. - (Lecture notes in statistics; 182) .
ISBN : 978-0-387-25038-0
Langues : Anglais (eng)
Mots-clés : test de Monte Carlo Résumé : The author addresses both applied and theoretical aspects of nonparametric Monte Carlo tests. The new methodology has been used for model checking in many fields of statistics, such as multivariate distribution theory, parametric and semiparametric regression models, multivariate regression models, varying-coefficient models with longitudinal data, heteroscedasticity, and homogeneity of covariance matrices. This book will be of interest to both practitioners and researchers investigating goodness-of-fit tests and resampling approximations.
Every chapter of the book includes algorithms, simulations, and theoretical deductions. The prerequisites for a full appreciation of the book are a modest knowledge of mathematical statistics and limit theorems in probability/empirical process theory. The less mathematically sophisticated reader will find Chapters 1, 2 and 6 to be a comprehensible introduction on how and where the new method can apply and the rest of the book to be a valuable reference for Monte Carlo test approximation and goodness-of-fit tests.Note de contenu : index, références Réservation
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Code-barres Cote Support Localisation Section Disponibilité 20352 LNS 182 Livre Recherche Salle Disponible Inference for change point and post change means after a CUSUM test (Cop. 2005) / Yanhong WU
Titre : Inference for change point and post change means after a CUSUM test Type de document : texte imprimé Auteurs : Yanhong WU, Auteur Editeur : Springer Verlag Année de publication : Cop. 2005 Collection : Lecture notes in statistics num. 180 Importance : XIII-158 p. ISBN/ISSN/EAN : 978-0-387-22927-0 Langues : Anglais (eng) Mots-clés : statistique probabilité processus stochastique économétrie Résumé : This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained. Note de contenu : index, bibliogr. Inference for change point and post change means after a CUSUM test [texte imprimé] / Yanhong WU, Auteur . - Springer Verlag, Cop. 2005 . - XIII-158 p.. - (Lecture notes in statistics; 180) .
ISBN : 978-0-387-22927-0
Langues : Anglais (eng)
Mots-clés : statistique probabilité processus stochastique économétrie Résumé : This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained. Note de contenu : index, bibliogr. Réservation
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Code-barres Cote Support Localisation Section Disponibilité 20308 LNS 180 Livre Recherche Salle Disponible An introduction to Copulas (Cop. 1999) / Roger B. NELSEN
Titre : An introduction to Copulas Type de document : texte imprimé Auteurs : Roger B. NELSEN, Auteur Editeur : Springer Verlag Année de publication : Cop. 1999 Collection : Lecture notes in statistics num. 139 Importance : XI-216 p. ISBN/ISSN/EAN : 978-0-387-98623-4 Langues : Anglais (eng) Mots-clés : copule Note de contenu : index, références An introduction to Copulas [texte imprimé] / Roger B. NELSEN, Auteur . - Springer Verlag, Cop. 1999 . - XI-216 p.. - (Lecture notes in statistics; 139) .
ISBN : 978-0-387-98623-4
Langues : Anglais (eng)
Mots-clés : copule Note de contenu : index, références Réservation
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Code-barres Cote Support Localisation Section Disponibilité 20285 LNS 139 Livre Recherche Salle Disponible Probability matchnig priors : higher order asymptotics (Cop. 2004) / Gauri Sankar DATTA
PermalinkTools for constructing chronologies (Cop. 2004) / Caitlin E. BUCK
PermalinkRanked set sampling (Cop. 2004) / Zehua CHEN
PermalinkDecoupling (Cop. 1999) / Victor H. DE LA PEÑA
PermalinkLinear regression (Cop. 2003) / Jürgen GROß
PermalinkSpatial statistics and computational methods (Cop. 2003) / Jesper MØLLER
PermalinkStatistics on special manifolds (Cop. 2003) / Yasuko CHIKUSE
PermalinkParametric and nonparametric inference from record-breaking data (Cop. 2003) / Sneth GULATI
PermalinkNonlinear estimation and classification (Cop. 2003)
PermalinkWavelets and statistics (1995) / Anestis ANTONIADIS
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