Permutation testing for multivariate stochastic ordering and ANOVA designs is a fundamental issue in many scientific fields such as medicine, biology, pharmaceutical studies, engineering, economics, psychology, and social sciences. This book presents new advanced methods and related R codes to perform complex multivariate analyses. The prerequisites are a standard course in statistics and some background in multivariate analysis and R software.
Permutation testing for multivariate stochastic ordering and ANOVA designs is a fundamental issue in many scientific fields such as medicine, biolo...
This book is the result of two courses of lectures given at the University of Cologne in Germany in 1974/75. The majority of the students were not familiar with partial differential equations and functional analysis. This explains why Sections 1, 2, 4 and 12 contain some basic material and results from these areas. The three parts of the book are largely independent of each other and can be read separately. Their topics are: initial value problems, boundary value problems, solutions of systems of equations. There is much emphasis on theoretical considerations and they are discussed as...
This book is the result of two courses of lectures given at the University of Cologne in Germany in 1974/75. The majority of the students were not fam...
Applied Mathematics is the art of constructing mathematical models of observed phenomena so that both qualitative and quantitative results can be predicted by the use of analytical and numerical methods. Theoretical Mechanics is concerned with the study of those phenomena which can be ob- served in everyday life in the physical world around us. It is often characterised by the macroscopic approach which allows the concept of an element or particle of material, small compared to the dimensions of the phenomena being modelled, yet large compared to the molecular size of the material. Then...
Applied Mathematics is the art of constructing mathematical models of observed phenomena so that both qualitative and quantitative results can be pred...
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic).
This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical...
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he cal...
An examination of exponential family nonlinear models. The differential geometric framework is presented for these models and geometric methods are widely used in this book. The author focuses on regression diagnostics and influence analysis.
An examination of exponential family nonlinear models. The differential geometric framework is presented for these models and geometric methods are wi...
There are many ways of introducing the concept of probability in classical, i. e, deter ministic, physics. This work is concerned with one approach, known as "the method of arbitrary funetionJ. " It was put forward by Poincare in 1896 and developed by Hopf in the 1930's. The idea is the following. There is always some uncertainty in our knowledge of both the initial conditions and the values of the physical constants that characterize the evolution of a physical system. A probability density may be used to describe this uncertainty. For many physical systems, dependence on the initial density...
There are many ways of introducing the concept of probability in classical, i. e, deter ministic, physics. This work is concerned with one approach, k...
The seventh book of Pappus's Collection, his commentary on the Domain (or Treasury) of Analysis, figures prominently in the history of both ancient and modern mathematics: as our chief source of information concerning several lost works of the Greek geometers Euclid and Apollonius, and as a book that inspired later mathematicians, among them Viete, Newton, and Chasles, to original discoveries in their pursuit of the lost science of antiquity. This presentation of it is concerned solely with recovering what can be learned from Pappus about Greek mathematics. The main part of it comprises a new...
The seventh book of Pappus's Collection, his commentary on the Domain (or Treasury) of Analysis, figures prominently in the history of both ancient an...
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applications proposes a new Monte Carlo-based methodology to construct this type of approximation when the model is semistructured. When there are no nuisance parameters to be estimated, the nonparametric Monte Carlo test can exactly maintain the significance level, and when nuisance parameters exist,...
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximati...
Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest. They can form the basis of an objective Bayesian analysis. In addition, they provide a route for obtaining accurate frequentist confidence sets, which are meaningful also to a Bayesian. This monograph presents, for the first time in book form, an up-to-date and comprehensive account of probability matching priors addressing the problems of both estimation and prediction. Apart from being useful to researchers, it can be the core...
Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial cu...
From the reviews: "In this Lecture Note volume the author describes his differential-geometric approach to parametrical statistical problems summarizing the results he had published in a series of papers in the last five years. The author provides a geometric framework for a special class of test and estimation procedures for curved exponential families. ... ... The material and ideas presented in this volume are important and it is recommended to everybody interested in the connection between statistics and geometry ..." #Metrika#1 "More than hundred references are...
From the reviews: "In this Lecture Note volume the author describes his differential-geometric approach to parametrical statistical problems s...
