Statistical Modeling Using Local Gaussian Approximation

Written By Dag Tjostheim
Statistical Modeling Using Local Gaussian Approximation
  • Publsiher : Academic Press
  • Release : 19 October 2021
  • ISBN : 0128154454
  • Pages : 458 pages
  • Rating : 4/5 from 21 reviews
GET THIS BOOKStatistical Modeling Using Local Gaussian Approximation


Read or download book entitled Statistical Modeling Using Local Gaussian Approximation written by Dag Tjostheim which was release on 19 October 2021, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more. Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant. Reviews local dependence modeling with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences Integrates textual content with three useful R packages

Statistical Modeling Using Local Gaussian Approximation

Statistical Modeling Using Local Gaussian Approximation
  • Author : Dag Tjostheim,Håkon Otneim,Bård Stove
  • Publisher : Academic Press
  • Release Date : 2021-10-19
  • Total pages : 458
  • ISBN : 0128154454
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Summary : Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, ...

Statistical Modeling Using Local Gaussian Approximation

Statistical Modeling Using Local Gaussian Approximation
  • Author : Dag Tjostheim,Håkon Otneim,Bård Stove
  • Publisher : Elsevier
  • Release Date : 2021-11
  • Total pages : 458
  • ISBN : 0128154454
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Summary : Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, ...

Stochastic Models Statistics and Their Applications

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  • Publisher : Springer
  • Release Date : 2015-02-04
  • Total pages : 492
  • ISBN : 0128154454
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Summary : This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, ...

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  • Publisher : IGI Global
  • Release Date : 2019-04-12
  • Total pages : 609
  • ISBN : 0128154454
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Summary : Today, cloud computing, big data, and the internet of things (IoT) are becoming indubitable parts of modern information and communication systems. They cover not only information and communication technology but also all types of systems in society including within the realms of business, finance, industry, manufacturing, and management. Therefore, it ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2016-09-23
  • Total pages : 248
  • ISBN : 0128154454
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Summary : Probabilistic Finite Element Model Updating Using Bayesian Statistics: Applications to Aeronautical and Mechanical Engineering Tshilidzi Marwala and Ilyes Boulkaibet, University of Johannesburg, South Africa Sondipon Adhikari, Swansea University, UK Covers the probabilistic finite element model based on Bayesian statistics with applications to aeronautical and mechanical engineering Finite element models are ...

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  • Publisher : CRC Press
  • Release Date : 2016-11-17
  • Total pages : 526
  • ISBN : 0128154454
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Summary : As one of the most important tasks in biomedical imaging, image segmentation provides the foundation for quantitative reasoning and diagnostic techniques. A large variety of different imaging techniques, each with its own physical principle and characteristics (e.g., noise modeling), often requires modality-specific algorithmic treatment. In recent years, substantial progress ...

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  • Publisher : CRC Press
  • Release Date : 2020-03-10
  • Total pages : 560
  • ISBN : 0128154454
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Summary : Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for ...

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  • Publisher : Oxford University Press
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Summary : This volume contains the proceedings of the 7th Valencia International Meeting on Bayesian Statistics. This conference is held every four years and provides the main forum for researchers in the area of Bayesian statistics to come together to present and discuss frontier developments in the field....

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  • Release Date : 2020-11-26
  • Total pages : 183
  • ISBN : 0128154454
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Summary : This book presents modern Bayesian analysis in a format that is accessible to researchers in the fields of ecology, wildlife biology, and natural resource management. Bayesian analysis has undergone a remarkable transformation since the early 1990s. Widespread adoption of Markov chain Monte Carlo techniques has made the Bayesian paradigm the ...

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  • Publisher : Oxford University Press
  • Release Date : 2014-05
  • Total pages : 352
  • ISBN : 0128154454
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Summary : This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional ...

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  • Publisher : Springer
  • Release Date : 2015-11-21
  • Total pages : 267
  • ISBN : 0128154454
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Summary : This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (...

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  • Publisher : IMS
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Summary : Download or read online Analytic Statistical Models written by Ib M. Skovgaard, published by IMS which was released on 1990. Get Analytic Statistical Models Books now! Available in PDF, ePub and Kindle....

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  • Author : Anonim
  • Publisher : Elsevier
  • Release Date : 2012-05-18
  • Total pages : 776
  • ISBN : 0128154454
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Summary : The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and ...

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Summary : Technological improvements continue to push back the frontier of processor speed in modern computers. Unfortunately, the computational intensity demanded by modern research problems grows even faster. Parallel computing has emerged as the most successful bridge to this computational gap, and many popular solutions have emerged based on its concepts...

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  • ISBN : 0128154454
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Summary : The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?...