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Analytical Methods in Statistics

AMISTAT, Prague, November 2015

  • Jaromír Antoch
  • Jana Jurečková
  • Matúš Maciak
  • Michal Pešta
Conference proceedings AMISTAT 2015

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 193)

About these proceedings

Introduction

This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.

Keywords

62E20, 62F05, 62F12, 62Jxx, 62G08, 60Gxx, 62Mxx, 62F40 statistical inference estimation and hypothesis testing regression stochastic processes bootstrap quantile regression heavy tails long-memory processes shape constrains asymptotic analysis minimization of divergence resampling Fisher information probability distribution analytical methods

Editors and affiliations

  • Jaromír Antoch
    • 1
  • Jana Jurečková
    • 2
  • Matúš Maciak
    • 3
  • Michal Pešta
    • 4
  1. 1.Department of Probability and Mathematical StatisticsCharles UniversityPragueCzech Republic
  2. 2.Department of Probability and Mathematical StatisticsCharles UniversityPragueCzech Republic
  3. 3.Department of Probability and Mathematical StatisticsCharles UniversityPragueCzech Republic
  4. 4.Department of Probability and Mathematical StatisticsCharles UniversityPragueCzech Republic

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-51313-3
  • Copyright Information Springer International Publishing AG 2017
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-51312-6
  • Online ISBN 978-3-319-51313-3
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site