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This book encompasses a wide range of important topics. The articles cover the following areas: asymptotic theory and inference, biostatistics, economics and finance, statistical computing and Bayesian statistics, and statistical genetics. Specifically, the issues that are studied include large deviation, deviation inequalities, local sensitivity of model misspecification in likelihood inference, empirical likelihood confidence intervals, uniform convergence rates in density estimation, randomized designs in clinical trials, MCMC and EM algorithms, approximation of p-values in multipoint linkage analysis, use of mixture models in genetic studies, and design and analysis of quantitative traits.
This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
The problem of evil is perhaps the greatest challenge to belief in a loving and personal God. The challenge naturally leads us to ask, “Why, God, has this happened to me, to my loved ones, to my enemies?” Or, to ask with the Psalmist, “Where art thou God?” Or, to perhaps echo Jesus, “My God, my God, why hast thou abandoned me?” In this fourth volume of the Exploring Mormon Thought series, God's Plan to Heal Evil, Blake T. Ostler examines how others in the Christian and Mormon traditions have attempted to provide solutions to this challenge and the shortcomings they contain. Ostler then looks to Mormon theology to offer what he calls the Plan of Agape, or what is perhaps the most robust explanation of how belief in a loving, personal God can be had in light of all of the suffering that exists in the world.
New technologies allow us to handle increasingly large datasets, while monitoring devices are becoming ever more sophisticated. This high-tech progress produces statistical units sampled over finer and finer grids. As the measurement points become closer, the data can be considered as observations varying over a continuum. This intrinsic continuous data (called functional data) can be found in various fields of science, including biomechanics, chemometrics, econometrics, environmetrics, geophysics, medicine, etc. The failure of standard multivariate statistics to analyze such functional data has led the statistical community to develop appropriate statistical methodologies, called Functional...
This book furthers new and exciting developments in experimental designs, multivariate analysis, biostatistics, model selection and related subjects. It features articles contributed by many prominent and active figures in their fields. These articles cover a wide array of important issues in modern statistical theory, methods and their applications. Distinctive features of the collections of articles are their coherence and advance in knowledge discoveries.
It is now generally recognised that very simple dynamical systems can produce apparently random behaviour. In the last couple of years, attention has turned to focus on the flip side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or “real noise”, but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society h...
Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series.
This book describes methods for designing and analyzing experiments conducted using computer code in lieu of a physical experiment. It discusses how to select the values of the factors at which to run the code (the design of the computer experiment). It also provides techniques for analyzing the resulting data so as to achieve these research goals.