Springer Proceedings in Mathematics & Statistics: AMISTAT, Prague, November 2015

Antoch, Jaromír; Jurečková, Jana; Maciak, Matúš; Pešta, Michal

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.

Details

Published by: Springer

Publication Date: 2018-05-04

Format: Paperback

ISBN-13: 9783319846170

DOI: 10.1007/978-3-319-51313-3

Dimensions: 235cm x155cm

Pages: 207