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1. Counting Statistics for Dependent Random Events : With a Focus on Finance. 1st ed. 2021
by Enrico Bernardi, Silvia Romagnoli
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2021
オンライン: https://doi.org/10.1007/978-3-030-64250-1
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Preface
I The Main Ingredients
1 Clustering
2 Copula Function and C-volume
3 Combinatorics and Random Matrices: A Brief Review
II Mixing the Ingredients: A Recipe for a New Aggregation Algorithm
4 Counting a Random Event: Traditional Approach and New Perspectives
5 A New Copula-based Approach for Counting: The Distorted and the Limiting Case
6 Real Data Empirical Applications
Preface
I The Main Ingredients
1 Clustering
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2. The Elements of Hawkes Processes. 1st ed. 2021
by Patrick J. Laub, Young Lee, Thomas Taimre
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2021
オンライン: https://doi.org/10.1007/978-3-030-84639-8
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Background
Hawes Process Essentials
Simulation Methods
Likelihood Methods
EM Algorithm
Bayesian Methods
Spectral Methods
Goodness of Fit
Traditional Applications
Financial and Actuarial Applications
Biological Applications
Background
Hawes Process Essentials
Simulation Methods
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3. Probabilità : Un primo corso attraverso esempi, modelli e applicazioni. 2nd ed. 2021
by Quentin Berger, Francesco Caravenna, Paolo Dai Pra
出版情報: Milano : Springer Milan : Imprint: Springer, 2021
シリーズ名: La Matematica per il 3+2 ; 127
オンライン: https://doi.org/10.1007/978-88-470-4006-9
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Nozioni preliminari
1 Spazi di probabilità discreti: teoria
2 Spazi di probabilità discreti: esempi e applicazioni
3 Variabili aleatorie discrete: teoria
4 Variabili aleatorie discrete: esempi e applicazioni
5 Spazi di probabilità e variabili aleatorie generali
6 Variabili aleatorie assolutamente continue
7 Teoremi limite
8 Applicazioni alla statistica matematica
9 Introduzione alle Catene di Markov
10 Simulazione di variabili aleatorie
Appendice
Tavola della distribuzione normale
Principali distribuzioni notevoli su R.
Nozioni preliminari
1 Spazi di probabilità discreti: teoria
2 Spazi di probabilità discreti: esempi e applicazioni
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4. Linear and Generalized Linear Mixed Models and Their Applications. 2nd ed. 2021
by Jiming Jiang, Thuan Nguyen
出版情報: New York, NY : Springer New York : Imprint: Springer, 2021
シリーズ名: Springer Series in Statistics ;
オンライン: https://doi.org/10.1007/978-1-0716-1282-8
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1. Linear Mixed Models: Part I
2. Linear Mixed Models: Part II
3. Generalized Linear Mixed Models: Part I
4. Generalized Linear Mixed Models: Part II
1. Linear Mixed Models: Part I
2. Linear Mixed Models: Part II
3. Generalized Linear Mixed Models: Part I
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5. Advances in Statistics - Theory and Applications : Honoring the Contributions of Barry C. Arnold in Statistical Science. 1st ed. 2021
edited by Indranil Ghosh, N. Balakrishnan, Hon Keung Tony Ng
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2021
シリーズ名: Emerging Topics in Statistics and Biostatistics ;
オンライン: https://doi.org/10.1007/978-3-030-62900-7
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1. Wrapped gamma distribution for modeling and inference with asymmetric circular data - Ashis SenGupta, Carlos A. Coelho, Choung Min Ng
2. Goodness of fit tests for Cauchy distributions using data transformations - Jose A. Villasenor
3. A note on the product of independent beta random variables - Filipe J. Marques, Indranil Ghosh, Johan Ferreira, Andriette Bekker
4. Properties of system lifetime distributions in the classic model of independent exponential component lifetimes - Tomasz Rychlik
5. On the exact statistical distribution of econometric estimators and test statistics - Yong Bao, Xiaotian Liu, Aman Ullah
6. On conditional tail inferences from multivariate distributions - Harry Joe
7. A bivariate distribution with generalized exponential conditionals: Theory and applications - Miroslav Ristic, Bozidar V. Popovic, Indranil Ghosh
8. Assessment of distributional goodness-of-fit for modeling the superposition of renewal process data - Wei Zhang, William Q. Meeker
9. Skew-Elliptical Thomas point processes - Ngoc Anh Dao, Marc G. Genton
10. Bayesian model assessment and selection using Bregman divergence - Gyuhyeong Goh, Dipak K. Dey
11. On hidden truncation in non-normal models - Indranil Ghosh, Hon Keung Tony Ng
1. Wrapped gamma distribution for modeling and inference with asymmetric circular data - Ashis SenGupta, Carlos A. Coelho, Choung Min Ng
2. Goodness of fit tests for Cauchy distributions using data transformations - Jose A. Villasenor
3. A note on the product of independent beta random variables - Filipe J. Marques, Indranil Ghosh, Johan Ferreira, Andriette Bekker
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6. Recent Developments in Stochastic Methods and Applications : ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. 1st ed. 2021
edited by Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2021
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 371
オンライン: https://doi.org/10.1007/978-3-030-83266-7
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PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation
D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner–Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier–Legendre Series
M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision
T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations
M. L. Esqu´ıvel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms
V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables
B. Yana, Stochastic approach to the vanishing viscosity method
E. Burnaev, Generalization Bound for Imbalanced Classification
A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems
A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources
E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data
S. Bobkov, A. Naumov, V. Ulyanov, Two–sided bounds for PDF’s maximum of a sum of weighted chi-square variables
Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph
V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions
G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics
P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions
A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 – 21.11.2020)
PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling
A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis
A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input
V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations)
V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications
E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading
E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation
Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings
I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition
K. Samouylov, V. Naumov, Stochastic lists of multiple resources
Author Index
PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation
D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner–Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier–Legendre Series
M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision
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7. Telegraph Processes and Option Pricing. 2nd ed. 2022
by Nikita Ratanov, Alexander D. Kolesnik
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2022
オンライン: https://doi.org/10.1007/978-3-662-65827-7
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Preface
1.Preliminaries
2.Telegraph Process on the Line
3.Functionals of Telegraph Process
4.Asymmetric Jump-Telegraph Processes
5.Financial Modelling and Option Pricing
Index
Preface
1.Preliminaries
2.Telegraph Process on the Line
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8. Testing Statistical Hypotheses. 4th ed. 2022
by E.L. Lehmann, Joseph P. Romano
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2022
シリーズ名: Springer Texts in Statistics ;
オンライン: https://doi.org/10.1007/978-3-030-70578-7
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1. The General Decision Problem
2. The Probability Background
3. Uniformly Most Powerful Tests
4. Unbiasedness: Theory and First Applications
5. Unbiasedness: Applications to Normal Distributions
6. Invariance
7. Linear Hypotheses
8. The Minimax Principle
9. Multiple Testing and Simultaneous Inference
10. Conditional Inference
11. Basic Large Sample Theory
12. Extensions of the CLT to Sums of Dependent Random Variables
13. Applications to Inference
14. Quadratic Mean Differentiable Families
15. Large Sample Optimality
16. Testing Goodness of Fit
17. Permutation and Randomization Tests
18. Bootstrap and Subsampling Methods
A. Auxiliary Results
1. The General Decision Problem
2. The Probability Background
3. Uniformly Most Powerful Tests
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9. Probability and Random Variables: Theory and Applications. 1st ed. 2022
by Iickho Song, So Ryoung Park, Seokho Yoon
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2022
オンライン: https://doi.org/10.1007/978-3-030-97679-8
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Preface
Chapter 1 - Preliminaries
Chapter 2 - Fundamentals of Probability
Chapter 3 - Random Variables
Chapter 4 - Random Vectors
Chapter 5 - Normal Random Vectors
Chapter 6 - Convergence of Random Variables
Answers to Selected Exercises
Index
Preface
Chapter 1 - Preliminaries
Chapter 2 - Fundamentals of Probability
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10. Interdisciplinary Statistics in Mexico : AME Virtual Meeting, September 10–11, 2020, and 34 FNE, Acatlán, Mexico, September 22–24, 2021. 1st ed. 2022
edited by Isadora Antoniano-Villalobos, Ruth Fuentes-García, Lizbeth Naranjo, Luis E. Nieto-Barajas, Silvia Ruiz-Velasco Acosta
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2022
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 397
オンライン: https://doi.org/10.1007/978-3-031-12778-6
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A methodological proposal to model and evaluate the complexity of the Mexican geo-electoral system(Hernandez et al.)
A spatial analysis of drug dealing in Mexico City (Hernandez)
Bayesian Hierarchical Multinomial Modeling of the 2021 Mexican Election Outcomes with Censored Samples(Anzarut et al.)
Assessing hospitalization for SARS-CoV-2 confirmed cases by a cross-entropy weighted ensemble classifier(Barcenas et al.)
Emotion analysis to identify risk of committing suicide using statistical learning (Esparza et al.).-Characterizing groups using latent class mixed models: antiretroviral treatment adherence analysis (Fuentes-Garcıa et al.)
A dynamic model for analyzing the public health policy of the Mexican government during the COVID-19 pandemic (Guerrero-Flores et al.)
Social lag in the municipalities of the state of Guerrero, México (Guzmán-Martínez et al.)
Challenges in performing the Quick Counts of the National Electoral Institute in Mexico (Orantes-Jordan et al.)
Sampling design and poststratification to correct lack of information in bayesian quick counts (Perez-Perez et al.)
Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model (Reynoso et al.)
Estimating the Composition of the Chamber of Deputies in the Quick Count for the 2021 Federal Election in Mexico (Rodr´ıguez)
Bayesian Analysis of Homicide Rates in Mexico from 2000 to 2012 (Sanchez-Casta neda et al.)
A methodological proposal to model and evaluate the complexity of the Mexican geo-electoral system(Hernandez et al.)
A spatial analysis of drug dealing in Mexico City (Hernandez)
Bayesian Hierarchical Multinomial Modeling of the 2021 Mexican Election Outcomes with Censored Samples(Anzarut et al.)