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Mathematical statistics --- Smoothing (Statistics) --- Statistique mathématique --- Lissage (Statistique) --- Data processing --- Informatique --- 519.246 --- -Smoothing (Statistics) --- AA / International- internationaal --- 303.0 --- Curve fitting --- Graduation (Statistics) --- Roundoff errors --- Statistics --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Probabilities --- Sampling (Statistics) --- Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Statistical methods --- Data processing. --- Smoothing (Statistics). --- 519.246 Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Statistique mathématique --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Statistique non paramétrique --- Mathematical statistics - Data processing

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Most of the observable phenomena in the empirical sciences are of a multivariate nature.In financial studies, assets in stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying theoretical structure of these and many other quantitative studies of applied sciences is multivariate. Focussing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who face statistical data analysis. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.

Multivariate analysis --- Analyse multivariée --- Multivariate analysis. --- Mathematical Statistics --- Mathematics --- Physical Sciences & Mathematics --- 519.2 --- 519.237 --- multivariaat --- wiskundige functies --- wiskundige statistiek --- Multivariate distributions --- Multivariate statistical analysis --- Statistical analysis, Multivariate --- Analysis of variance --- Mathematical statistics --- Matrices --- Probability. Mathematical statistics --- Multivariate statistical methods --- 519.237 Multivariate statistical methods --- 519.2 Probability. Mathematical statistics --- Analyse multivariée --- EPUB-LIV-FT LIVSTATI SPRINGER-B --- Mathematics. --- Economics, Mathematical. --- Probabilities. --- Statistics. --- Economic theory. --- Probability Theory and Stochastic Processes. --- Statistical Theory and Methods. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Quantitative Finance. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Distribution (Probability theory. --- Mathematical statistics. --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Funding --- Funds --- Economics --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Distribution functions --- Frequency distribution --- Characteristic functions --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Probability --- Combinations --- Chance --- Least squares --- Risk --- Methodology

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Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Statistics. --- Finance. --- Economic theory. --- Mathematical statistics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Statistical Theory and Methods. --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Funding --- Funds --- Economics --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Multivariate analysis. --- Multivariate distributions --- Multivariate statistical analysis --- Statistical analysis, Multivariate --- Analysis of variance --- Mathematical statistics --- Matrices --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Methodology

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Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the book: - Offers insight into new methods and the applicability of the stochastic technology - Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. - Covers topics such as heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation - Presents extensive examples - The downloadable electronic edition of the book offers interactive tools "This book presents modern tools for quantitative analysis in finance and insurance. It provides a smooth introduction into advanced techniques applicable to a wide range of practical problems. The fact that all examples can be reproduced by the XploRe Quantlet Server technique makes it a "sure buy" for both practioners and theoretical analysts." Prof. Dr. Helmut Gründl, Dr. Wolfgang Schieren Chair for Insurance and Risk Management, sponsored by Allianz AG and Stifterverband für die Deutsche Wissenschaft  .

Finance --- Insurance --- Mathematical models. --- Mathematics. --- Business mathematics --- Actuarial science --- Statistics. --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Funding --- Funds --- Economics --- Currency question --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Methodology

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Mathematical statistics --- Estimation theory --- Nonparametric statistics --- Time-series analysis --- Théorie de l'estimation --- Statistique non-paramétrique --- Série chronologique --- AA / International- internationaal --- 303.6 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Estimating techniques --- Least squares --- Stochastic processes --- Distribution-free statistics --- Statistics, Distribution-free --- Statistics, Nonparametric --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Estimation theory. --- Nonparametric statistics. --- Time-series analysis. --- Théorie de l'estimation --- Statistique non-paramétrique --- Série chronologique --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference