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Generalized method of moments
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ISBN: 0198775210 0198775202 1280965169 0191525111 9786610965168 0191513938 142947047X 9781429470476 9780198775218 9780198775201 1383033196 Year: 2023 Publisher: Oxford : Oxford University Press,

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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.

Electromagnetic modeling of composite metallic and dielectric structures
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ISBN: 1580537669 9781580537667 9780890063606 0890063605 Year: 2002 Publisher: Boston : [Piscataqay, New Jersey] : Artech House, IEEE Xplore,


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Moments, positive polynomials and their applications
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ISSN: 20411677 ISBN: 1282760009 9786612760006 1848164467 9781848164468 6612760001 1848164459 9781848164451 Year: 2010 Volume: 1 Publisher: London Singapore Imperial College Press Distributed by World Scientific Pub. Co.

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Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriat

Generalized method of moments estimation
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ISBN: 0521660130 0521669677 0511625847 051182565X 9780521669672 Year: 1999 Publisher: Cambridge : Cambridge University Press,

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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.

Computational electrodynamics : the finite-difference time-domain method
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ISBN: 1580538320 9781580538329 Year: 2005 Publisher: Norwood : Artech House, Inc.,

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Keywords

Quantum mechanics. Quantumfield theory --- Electromagnetism. Ferromagnetism --- Information systems --- Electromagnetism --- Maxwell equations --- Moments method (Statistics) --- Integro-differential equations --- Numerical solutions --- Data processing --- EMC --- elektromagnetisme --- 519.63 --- 681.3*G18 --- 537.8 --- -Maxwell equations --- -Moments method (Statistics) --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Equations, Maxwell --- Differential equations, Partial --- Electromagnetic theory --- Integrodifferential equations --- Differential equations --- Integral equations --- Electromagnetics --- Magnetic induction --- Magnetism --- Metamaterials --- Numerical methods for solution of partial differential equations --- Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- Electromagnetism. Electromagnetic field. Electrodynamics. Maxwell theory --- 537.8 Electromagnetism. Electromagnetic field. Electrodynamics. Maxwell theory --- 681.3 *G18 Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- 519.63 Numerical methods for solution of partial differential equations --- Numerical analysis --- 681.3 *G18 --- Moments, Méthodes des (statistique) --- Maxwell, Équations de --- Électromagnétisme. --- Data processing. --- Solutions numériques --- Traitement des données. --- Maxwell equations - Numerical solutions --- Maxwell equations - Data processing --- Integro-differential equations - Numerical solutions

Mathematical methods of statistics
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ISBN: 0691005478 0691080046 1400883865 9780691080048 9780691005478 Year: 1946 Volume: 9 Publisher: Princeton : Princeton University Press,

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In this classic of statistical mathematical theory, Harald Cramér joins the two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probabilitists transformed the classical calculus of probability into a rigorous and pure mathematical theory. The result of Cramér's work is a masterly exposition of the mathematical methods of modern statistics that set the standard that others have since sought to follow. For anyone with a working knowledge of undergraduate mathematics the book is self contained. The first part is an introduction to the fundamental concept of a distribution and of integration with respect to a distribution. The second part contains the general theory of random variables and probability distributions while the third is devoted to the theory of sampling, statistical estimation, and tests of significance.

Keywords

Mathematical statistics --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Statistical methods --- Statistique mathématique --- Mathematical statistics. --- Statistique mathématique --- Statistique mathématique. --- Distribution (théorie des probabilités) --- Distribution (Probability theory) --- A priori probability. --- Addition theorem. --- Additive function. --- Analysis of covariance. --- Arithmetic mean. --- Axiom. --- Bayes' theorem. --- Bias of an estimator. --- Binomial distribution. --- Binomial theorem. --- Bolzano–Weierstrass theorem. --- Borel set. --- Bounded set (topological vector space). --- Calculation. --- Cartesian product. --- Central moment. --- Characteristic function (probability theory). --- Characteristic polynomial. --- Coefficient. --- Commutative property. --- Confidence interval. --- Convergence of random variables. --- Correlation coefficient. --- Degeneracy (mathematics). --- Degrees of freedom (statistics). --- Diagram (category theory). --- Dimension. --- Distribution (mathematics). --- Distribution function. --- Empirical distribution function. --- Equation. --- Estimation theory. --- Estimation. --- Identity matrix. --- Independence (probability theory). --- Interval (mathematics). --- Inverse probability. --- Invertible matrix. --- Joint probability distribution. --- Laplace distribution. --- Lebesgue integration. --- Lebesgue measure. --- Lebesgue–Stieltjes integration. --- Likelihood function. --- Limit (mathematics). --- Linear regression. --- Logarithm. --- Logarithmic derivative. --- Logarithmic scale. --- Marginal distribution. --- Mathematical analysis. --- Mathematical induction. --- Mathematical theory. --- Mathematics. --- Matrix (mathematics). --- Maxima and minima. --- Measure (mathematics). --- Method of moments (statistics). --- Metric space. --- Minor (linear algebra). --- Moment (mathematics). --- Moment matrix. --- Normal distribution. --- Numerical analysis. --- Parameter. --- Parity (mathematics). --- Poisson distribution. --- Probability distribution. --- Probability theory. --- Probability. --- Proportionality (mathematics). --- Quantity. --- Random variable. --- Realization (probability). --- Riemann integral. --- Sample space. --- Sampling (statistics). --- Scientific notation. --- Series (mathematics). --- Set (mathematics). --- Set function. --- Sign (mathematics). --- Standard deviation. --- Statistic. --- Statistical Science. --- Statistical hypothesis testing. --- Statistical inference. --- Statistical regularity. --- Statistical theory. --- Subset. --- Summation. --- Theorem. --- Theory. --- Transfinite number. --- Uniform distribution (discrete). --- Variable (mathematics). --- Variance. --- Weighted arithmetic mean. --- Z-test. --- Distribution (théorie des probabilités)

Gauss sums, Kloosterman sums, and monodromy groups
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ISBN: 0691084335 0691084327 1400882125 Year: 1988 Volume: vol 116 Publisher: Princeton : Princeton University Press,

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The study of exponential sums over finite fields, begun by Gauss nearly two centuries ago, has been completely transformed in recent years by advances in algebraic geometry, culminating in Deligne's work on the Weil Conjectures. It now appears as a very attractive mixture of algebraic geometry, representation theory, and the sheaf-theoretic incarnations of such standard constructions of classical analysis as convolution and Fourier transform. The book is simultaneously an account of some of these ideas, techniques, and results, and an account of their application to concrete equidistribution questions concerning Kloosterman sums and Gauss sums.

Keywords

Group theory --- Algebraic geometry --- Number theory --- 511.33 --- Analytical and multiplicative number theory. Asymptotics. Sieves etc. --- 511.33 Analytical and multiplicative number theory. Asymptotics. Sieves etc. --- Gaussian sums --- Homology theory --- Kloosterman sums --- Monodromy groups --- Kloostermann sums --- Sums, Kloosterman --- Sums, Kloostermann --- Exponential sums --- Cohomology theory --- Contrahomology theory --- Algebraic topology --- Gauss sums --- Sums, Gaussian --- Analytical and multiplicative number theory. Asymptotics. Sieves etc --- Gaussian sums. --- Kloosterman sums. --- Homology theory. --- Monodromy groups. --- Number theory. --- Nombres, Théorie des. --- Exponential sums. --- Sommes exponentielles. --- Arithmetic --- Arithmétique --- Geometry, Algebraic. --- Géométrie algébrique --- Abelian category. --- Absolute Galois group. --- Absolute value. --- Additive group. --- Adjoint representation. --- Affine variety. --- Algebraic group. --- Automorphic form. --- Automorphism. --- Big O notation. --- Cartan subalgebra. --- Characteristic polynomial. --- Classification theorem. --- Coefficient. --- Cohomology. --- Cokernel. --- Combination. --- Commutator. --- Compactification (mathematics). --- Complex Lie group. --- Complex number. --- Conjugacy class. --- Continuous function. --- Convolution theorem. --- Convolution. --- Determinant. --- Diagonal matrix. --- Dimension (vector space). --- Direct sum. --- Dual basis. --- Eigenvalues and eigenvectors. --- Empty set. --- Endomorphism. --- Equidistribution theorem. --- Estimation. --- Exactness. --- Existential quantification. --- Exponential sum. --- Exterior algebra. --- Faithful representation. --- Finite field. --- Finite group. --- Four-dimensional space. --- Frobenius endomorphism. --- Fundamental group. --- Fundamental representation. --- Galois group. --- Gauss sum. --- Homomorphism. --- Integer. --- Irreducibility (mathematics). --- Isomorphism class. --- Kloosterman sum. --- L-function. --- Leray spectral sequence. --- Lie algebra. --- Lie theory. --- Maximal compact subgroup. --- Method of moments (statistics). --- Monodromy theorem. --- Monodromy. --- Morphism. --- Multiplicative group. --- Natural number. --- Nilpotent. --- Open problem. --- P-group. --- Pairing. --- Parameter space. --- Parameter. --- Partially ordered set. --- Perfect field. --- Point at infinity. --- Polynomial ring. --- Prime number. --- Quotient group. --- Representation ring. --- Representation theory. --- Residue field. --- Riemann hypothesis. --- Root of unity. --- Sheaf (mathematics). --- Simple Lie group. --- Skew-symmetric matrix. --- Smooth morphism. --- Special case. --- Spin representation. --- Subgroup. --- Support (mathematics). --- Symmetric matrix. --- Symplectic group. --- Symplectic vector space. --- Tensor product. --- Theorem. --- Trace (linear algebra). --- Trivial representation. --- Variable (mathematics). --- Weil conjectures. --- Weyl character formula. --- Zariski topology.

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