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Bootstrap Methods
This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.
Forecasting Innovations
This is a practical guide to solutions for forecasting demand for services and products in international markets - and much more than just a listing of dry theoretical methods. Leading experts present studies on improving methods for forecasting numbers of incoming patent filings at the European Patent Office. These are reviewed by practitioners of the existing methods, revealing that it may not always be wise to trust established regression approaches.
Frontiers of Applied and Computational Mathematics
This volume contains a selection of papers presented at the 2008 Conference on Frontiers of Applied and Computational Mathematics (FACM''08), held at the New Jersey Institute of Technology (NJIT), May 19OCo21, 2008. The papers reflect the conference themes of mathematical biology, mathematical fluid dynamics, applied statistics and biostatistics, and waves and electromagnetics. Some of the world''s most distinguished experts in the conference focus areas provide a unique and timely perspective on leading-edge research, research trends, and important open problems in several fields, making it a OC must readOCO for active mathematical scientists."
Critical Care Nephrology
Internists, surgeons, critical care physicians and nephrologists all treat critically ill patients with renal failure and the multiple system organ dysfunction syndrome. A comprehensive review of the state of the art of this topic is definitely needed both in academic and clinical medicine, and Critical Care Nephrology fulfils this need. It is a useful reference tool for both nephrologists and intensive care specialists and it is therefore no coincidence that the editors of the book are themselves specialists in these particular fields. The book addresses the following: definitions of critical illness, epidemiology, monitoring and diagnostic procedures, pathophysiology of organ systems in re...
Frontiers Of Applied And Computational Mathematics: Dedicated To Daljit Singh Ahluwalia On His 75th Birthday - Proceedings Of The 2008 Conference On Facm'08
This volume contains a selection of papers presented at the 2008 Conference on Frontiers of Applied and Computational Mathematics (FACM'08), held at the New Jersey Institute of Technology (NJIT), May 19-21, 2008. The papers reflect the conference themes of mathematical biology, mathematical fluid dynamics, applied statistics and biostatistics, and waves and electromagnetics. Some of the world's most distinguished experts in the conference focus areas provide a unique and timely perspective on leading-edge research, research trends, and important open problems in several fields, making it a “must read” for active mathematical scientists.Included are major new contributions by a distinguis...
Theory of Nonparametric Tests
This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.
From Statistics to Mathematical Finance
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.
