The Art of Semiparametrics

ISBN-13: 9783790817003 / Angielski / Miękka / 2006 / 178 str.

Stefan Sperlich; Wolfgang Hdrdle; Gvkhan Aydinli

Opis

This selection of articles emerged from different works presented "The Art of Semiparametrics" conference in 2003 in Berlin. It offers a collection of individual works that together show the large spectrum of semiparametric statistics. The book combines theoretical contributions with more applied and empirical studies. Although each article represents an original contribution to its own field, all are written in a self-contained way that may be read by non-experts.

Recenzje

From the reviews:

"The Art of Semiparametrics is a collection of 10 edited chapters with 33 figures and 11 tables. ... This special collection of selected articles nicely blends the theoretical results with applied statistics and empirical studies ... . Almost all of the chapters are clear and well written ... . I find this diverse collection an interesting one. Researchers and practitioners interested in the latest research in semiparametric statistics may find this volume to be an appealing collection of papers to add to their library." (Technometrics, Vol. 49 (1), February, 2007)

Spis treści

Asymptotic Theory for M-Estimators of Boundaries.- A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian.- Nonparametric Volatility Estimation on the Real Line from Low Frequency Data.- Linear Regression Models for Functional Data.- Penalized Binary Regression as Statistical Learning Tool for Microarray Analysis.- A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems.- About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Economics.- Functional Nonparametric Statistics in Action.- Productivity Effects of IT-Outsourcing: Semiparametric Evidence for German Companies.- Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence.

Blurb

This selection of articles has emerged from different works presented at the conference "The Art of Semiparametrics" celebrated in 2003 in Berlin. The idea was to bring together junior and senior researchers but also practitioners working on semiparametric statistics in rather different fields. The meeting succeeded in welcoming a group that presents a broad range of areas where research on, respectively with, semiparametric methods is going on. It contains mathematical statistics, econometrics, finance, business statistics, etc. and thus combines theoretical contributions with more applied and partly even empirical studies. Although each article represents an original contribution to its own field, they all are written in a self-contained way to be read also by non-experts of the particular topic. This volume therefore offers a collection of individual works that together show the actual large spectrum of semiparametric statistics.