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On the Normal inverse Gaussian distribution in modeling volatility in the financial markets
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ISBN: 9155452981 Year: 2002 Publisher: Uppsala : Almqvist & Wiksell : Acta universitatis upsaliensis,

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Species sensitivity distributions in exotoxicology
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ISBN: 1566705789 Year: 2002 Publisher: Boca Raton, Fla Lewis

Applied logistic regression analysis
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ISBN: 0761922083 1412983436 1452208158 9780761922087 Year: 2002 Volume: 106 Publisher: Thousand Oaks London New Delhi : Sage Publications,

A distribution-free theory of nonparametric regression
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ISBN: 0387954414 9786610009657 1280009659 0387224424 9780387954417 Year: 2002 Publisher: New York : Springer,

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The regression estimation problem has a long history. Already in 1632 Galileo Galilei used a procedure which can be interpreted as ?tting a linear relationship to contaminated observed data. Such ?tting of a line through a cloud of points is the classical linear regression problem. A solution of this problem is provided by the famous principle of least squares, which was discovered independently by A. M. Legendre and C. F. Gauss and published in 1805 and 1809, respectively. The principle of least squares can also be applied to construct nonparametric regression estimates, where one does not restrict the class of possible relationships, and will be one of the approaches studied in this book. Linear regression analysis, based on the concept of a regression function, was introduced by F. Galton in 1889, while a probabilistic approach in the context of multivariate normal distributions was already given by A. B- vais in 1846. The ?rst nonparametric regression estimate of local averaging type was proposed by J. W. Tukey in 1947. The partitioning regression - timate he introduced, by analogy to the classical partitioning (histogram) density estimate, can be regarded as a special least squares estimate.


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Modeling uncertainty : an examination of stochastic theory, methods, and applications
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ISBN: 1280537736 9786610537730 0306481022 Year: 2002 Publisher: Boston, Massachusetts : Kluwer Academic Publishers,

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Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internionally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.

Economic applications of quantile regression
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ISBN: 3790814482 3790825026 3662115921 9783790814484 Year: 2002 Publisher: Heidelberg Physica-Verlag

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Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects of quantile regression.

Random perturbation methods with applications in science and engineering
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ISBN: 1280009594 9786610009596 0387224467 1468492713 0387954279 9780387954271 Year: 2002 Volume: 150 Publisher: New York, United States : Springer,

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As systems evolve, they are subjected to random operating environments. In addition, random errors occur in measurements of their outputs and in their design and fabrication where tolerances are not precisely met. This book develops methods for describing random dynamical systems, and it illustrates how the methods can be used in a variety of applications. The first half of the book concentrates on finding approximations to random processes using the methodologies of probability theory. The second half of the book derives approximations to solutions of various problems in mechanics, electronic circuits, population biology, and genetics. In each example, the underlying physical or biological phenomenon is described in terms of nonrandom models taken from the literature, and the impact of random noise on the solutions is investigated. The mathematical problems in these applicitons involve random pertubations of gradient systems, Hamiltonian systems, toroidal flows, Markov chains, difference equations, filters, and nonlinear renewal equations. The models are analyzed using the approximation methods described here and are visualized using MATLAB-based computer simulations. This book will appeal to those researchers and graduate students in science and engineering who require tools to investigate stochastic systems.

Stochastic Petri Nets : Modelling, Stability, Simulation
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ISBN: 9786610187911 1280187913 0387215522 1441930019 0387954457 Year: 2002 Publisher: New York, NY : Springer New York : Imprint: Springer,

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"As an overview of fundamental modelling, stability, convergence, and estimation issues for discrete-event systems, this book will be of interest to researchers and graduate students in applied mathematics, operations research, applied probability, and statistics. This book also will be of interest to practitioners of industrial, computer, transportation, and electrical engineering, because it provides an introduction to a powerful set of tools both for modelling and for simulation-based performance analysis."--BOOK JACKET.

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