Asymptotic Statistics (eBook, PDF)

Proceedings of the Fifth Prague Symposium, held from September 4-9, 1993
Redaktion: Mandl, Petr; Huskova, Marie

• Format: PDF

Produktbeschreibung

In particular up-to-date-information is presented in detection of systematic changes, in series of observation, in robust regression analysis, in numerical empirical processes and in related areas of actuarial sciences.

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Produktdetails

• Verlag: Physica-Verlag HD
• Seitenzahl: 474
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9783642579844
• Artikelnr.: 53147698

Autorenporträt

Peter Mandl ist Professor für Wirtschaftsinformatik an der Hochschule München mit den Spezialgebieten Verteilte Systeme, Datenkommunikation und Betriebssysteme.

Inhaltsangabe

Invited papers.- Procedures for the detection of multiple changes in series of independent observations.- Probing for information in two-stage stochastic programming and the associated consistency.- Outliers and switches in time series.- Fréchet differentiability and robust estimation.- Stein predictors and prediction regions.- Perpetuities and random equations.- On recent developments in the theory of set-indexed processes.- Regression rank scores scale statistics and studentization in linear models.- On an argmax-distribution connected to the Poisson process.- Asymptotic normality of regression M-estimators: Hadamard differentiability approaches.- Contributed papers.- Asymptotic theory for regression quantile estimators in the heteroscedastic regression model.- Nonnegative moving-average models.- Biased samples from a search and the asymptotic behaviour of Bayesian models.- A modification of least squares with high efficiency and high breakdown point in linear regression.- Significance of differences of estimates.- Adaptiveness in time series models.- Kernel estimators of integrated squared density derivatives in non-smooth cases.- Curve selection: A nonparametric approach.- Complete convergence.- Tests for heteroscedasticity based on regression quan-tiles and regression rank scores.- Parameter estimation by projecting on structural statistical models.- Some remarks on the joint estimation of the index and the scale parameter for stable processes.- Asymptotic behaviour of the error probabilities in the pseudo-likelihood ratio test for Gibbs-Markov distributions.- Detection of change in variance.- Shrinkage of maximum likelihood estimator of multivariate location.- Almost sure invariance principles for V- and U-statistics based on weakly dependent random variables.-On stability in two-stage stochastic nonlinear programming.- Spread inequality and efficiency of first and second order.- Confidence intervals for regression quantiles.- Spatial quantiles and their Bahadur-Kiefer representations.- Asymptotic expansions of error probabilities for tests.- An application of complex commutation functions.- One-sided deviations of a random walk without moment assumptions.- Asymptotic behaviour of one-step M-estimators in contaminated non-linear models.- Conditional rank tests for the two-sample problem with partially observed data.- Finiteness and continuity of differential entropy.- Characterizations of discrete probability distributions by the existence of regular conditional distributions respectively continutity from below of inner probability measures.- Diagnostics of regression model: test of goodness of fit.- On a multistage stochastic linear program.- Change point and jump estimates in an AMOC renewal model.- Conditions for consistency of MLE's.- Improving maximum quasi-likelihood estimators.