Factor Analysis at 100: Historical Developments and Future Directions
ISBN: 9780805862126 / Angielski / Miękka / 400 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Factor analysis is one of the success stories of statistics in the social sciences. The reason for its wide appeal is that it provides a way to investigate latent variables, the fundamental traits and concepts in the study of individual differences. Because of its importance, a recent conference was held to mark the centennial of the publication of Charles Spearman's seminal 1904 article which introduced the major elements of this invaluable statistical tool. This new book evolved from that conference. It provides a retrospective look at major issues and developments as well as a prospective...
Factor analysis is one of the success stories of statistics in the social sciences. The reason for its wide appeal is that it provides a way to invest...
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cena:
279,20 zł |
The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance
ISBN: 9780817641665 / Angielski / Twarda / 349 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the end of the 20th century about the Laplace distribution and its numerous generalizations and extensions. We have tried to cover both theoretical developments and applications. There were two main reasons for writing this book. The first was our conviction that the areas and situations where the Laplace distribution naturally occurs is so extensive that tracking the original sources is unfeasible. The second was our observation of the growing...
The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the...
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cena:
428,00 zł |
Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes
ISBN: 9780817642150 / Angielski / Twarda / 328 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book aims at presenting a detailed and mathematically rigorous exposition of the theory and applications of a class of point processes and piecewise deterministic p- cesses. The framework is suf?ciently general to unify the treatment of several classes of stochastic phenomena: point processes, Markov chains and other Markov processes in continuous time, semi-Markov processes, queueing and storage models, and li- lihood processes. There are applications to ?nance, insurance and risk, population models, survival analysis, and congestion models. A major aim has been to show the versatility...
The book aims at presenting a detailed and mathematically rigorous exposition of the theory and applications of a class of point processes and piecewi...
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311,26 zł |
Lagrangian Probability Distributions
ISBN: 9780817643652 / Angielski / Twarda / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Fills a gap in book literature Examines many new Lagrangian probability distributions and their applications to a variety of different fields Presents background mathematical and statistical formulas for easy reference Detailed bibliography and index Exercises in many chapters May be used as a reference text or in graduate courses and seminars on Distribution Theory and Lagrangian Distributions Fills a gap in book literature Examines many new Lagrangian probability distributions and their applications to a variety of different field... |
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194,52 zł |
An Introduction to Actuarial Mathematics
ISBN: 9781402004605 / Angielski / Twarda / 350 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. to Actuarial Mathematics by A. K. Gupta Bowling Green State University, Bowling Green, Ohio, U. S. A. and T. Varga National Pension Insurance Fund. Budapest, Hungary SPRINGER-SCIENCE+BUSINESS MEDIA, B. V. A C. I. P. Catalogue record for this book is available from the Library of Congress. ISBN 978-90-481-5949-9 ISBN 978-94-017-0711-4 (eBook) DOI 10. 1007/978-94-017-0711-4 Printed on acid-free paper All Rights Reserved (c) 2002 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 2002 No part of the material protected by this copyright notice may be...
to Actuarial Mathematics by A. K. Gupta Bowling Green State University, Bowling Green, Ohio, U. S. A. and T. Varga National Pension Insurance Fund. Bu...
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cena:
389,09 zł |
Modelling Non-Stationary Economic Time Series: A Multivariate Approach
ISBN: 9781403902023 / Angielski / Twarda / 253 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provi...
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cena:
389,09 zł |
Modelling Non-Stationary Economic Time Series: A Multivariate Approach
ISBN: 9781403902030 / Angielski / Miękka / 253 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provi...
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cena:
194,52 zł |
Modelling Trends and Cycles in Economic Time Series
ISBN: 9781403902092 / Angielski / Miękka / 178 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit o...
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cena:
194,52 zł |
Spatial Econometrics and Spatial Statistics
ISBN: 9781403907974 / Angielski / Twarda / 297 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The field of spatial econometrics has come to include the methods and models that deal with estimation and testing problems encountered when attempting to implement regional economic models. Those problems are often characterized by the difficulties associated with assessing the importance of spatial dependence and spatial heterogeneity. This book includes contributions on spatial proximity, spatial patterning and in particular the spatial association (dependence) contained in local map patterns.
The field of spatial econometrics has come to include the methods and models that deal with estimation and testing problems encountered when attemptin...
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cena:
389,09 zł |
Quality Sampling and Reliability: New Uses for the Poisson Distribution
ISBN: 9781574442410 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Inventor, and consultant John J Heldt introduces two new tables with the Poisson terms rearranged for estimation of the Distribution Tables. Heldt's two variations on the tables yield these results: estimations of product Mean Time Between Failures based on the life tests, plus development of the Operating Characteristics Curves for Life testing.
Inventor, and consultant John J Heldt introduces two new tables with the Poisson terms rearranged for estimation of the Distribution Tables. Heldt's t...
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cena:
660,05 zł |
Risk Modeling for Determining Value and Decision Making
ISBN: 9781584881674 / Angielski / Twarda / 336 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Risk or uncertainty assessments are used as aids to decision making in nearly every aspect of business, education, and government. As a foll ow-up to the author's bestselling Risk Assessment and Decision Making in Business and Industry: A Practical Guide, Risk Modeling for Determi ning Value and Decision Making presents comprehensive examples of risk /uncertainty analyses from a broad range of applications.
Risk or uncertainty assessments are used as aids to decision making in nearly every aspect of business, education, and government. As a foll ow-up to ...
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cena:
863,14 zł |
Financial Modeling Under Non-Gaussian Distributions
ISBN: 9781846284199 / Angielski / Twarda / 560 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners. Non-Gaussian distributions are the key theme of... Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, asso... |
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544,74 zł |
Spatial Autocorrelation and Spatial Filtering: Gaining Understanding Through Theory and Scientific Visualization
ISBN: 9783540009320 / Angielski / Twarda / 250 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Exploiting the old maxim that "a picture is worth a thousand words," scientific visualization may be defined as the transformation of numerical scientific data into informative graphical displays. It introduces a nonverbal model into subdisciplines that hitherto employed mostly or only mathematical or verbal-conceptual models. The focus of this monograph is on how scientific visualization can help revolutionize the manner in which the tendencies for (dis)similar numerical values to cluster together in location on a map are explored and analyzed, affording spatial data analyses that are... Exploiting the old maxim that "a picture is worth a thousand words," scientific visualization may be defined as the transformation of numerical sci... |
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583,65 zł |
Formeln Und Tabellen Der Angewandten Mathematischen Statistik
ISBN: 9783540169017 / Niemiecki / Twarda / 529 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Ein Klassiker mit hoher Verbreitung in der Praxis. Die Zusammenstellung der fur die Praxis der mathematisch-statistischen Arbeiten wichtigen Verfahren mit ihren Grundlagen, den benotigten Formeln und den erforderlichen Tabellen oder Nomogrammen ist einmalig. Der Verzicht auf Beweise und Ableitungen gelingt, weil durchgerechnete Beispiele die wesentlichsten Methoden anschaulich erlautern.
Anwendungen finden sich in vielen Bereichen der Naturwissenschaften, Ingenieurwissenschaften, Wirtschaftswissenschaften, Medizin und Sozialwissenschaften. Sie dienen beispielsweise dazu, anfallende Daten... Ein Klassiker mit hoher Verbreitung in der Praxis. Die Zusammenstellung der fur die Praxis der mathematisch-statistischen Arbeiten wichtigen Verfahren...
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cena:
1454,65 zł |
On Model Uncertainty and Its Statistical Implications: Proceedings of a Workshop, Held in Groningen, the Netherlands, September 25-26, 1986
ISBN: 9783540193678 / Angielski / Miękka / 138 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the...
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial...
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cena:
194,52 zł |
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data
ISBN: 9783540208143 / Angielski / Miękka / 196 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The present study has been accepted as a doctoral thesis by the Depart- ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi- nancial markets," and "Microstructure on financial markets," that were both conducted by the chair of Statistics and Econometrics (Empirical Economic Research) at the Department of Economics and Business Administration, Jo- hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state...
The present study has been accepted as a doctoral thesis by the Depart- ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Mai...
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cena:
194,52 zł |
Long Memory in Economics
ISBN: 9783540226949 / Angielski / Twarda / 389 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical lit...
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cena:
389,09 zł |
Data Analysis Using the Method of Least Squares: Extracting the Most Information from Experiments
ISBN: 9783540256748 / Angielski / Miękka / 268 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Measurements through quantitative experiments are one of the most f- damental tasks in all areas of science and technology. Astronomers a- lyze data from asteroid sightings to predict orbits. Computer scientists - velop models for recognizing spam mail. Physicists measure properties of materials at low temperatures to understand superconductivity. Materials engineers study the reaction of materials to varying load levels to develop methods for prediction of failure. Chemical engineers consider reactions as functions of temperature and pressure. The list is endless. From the very small-scale...
Measurements through quantitative experiments are one of the most f- damental tasks in all areas of science and technology. Astronomers a- lyze data f...
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cena:
194,52 zł |
Semiparametric Modeling of Implied Volatility
ISBN: 9783540262343 / Angielski / Miękka / 224 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a ?rst approximation, and if you can see the holes in the assumptions you can use the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern?nancialtheory: therational, risk-averseinvestor will seek to balance the tradeo? between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price...
Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as ...
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cena:
291,81 zł |
The Statistical Mechanics of Financial Markets
ISBN: 9783540262855 / Angielski / Twarda / 378 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to ?nancial markets. I am very grateful to readers and reviewers for their positive reception and comments. Why then prepare a new edition instead of only reprinting and correcting the second edition? The new edition has been signi?cantly expanded, giving it a more pr- tical twist towards banking. The most important extensions are...
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the bo...
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cena:
291,81 zł |