Kategoria BISAC: Mathematics >> Probability & Statistics - Multivariate Analysis

The Association Graph and the Multigraph for Loglinear Models will help students, particularly those studying the analysis of categorical data, to develop the ability to evaluate and unravel even the most complex loglinear models without heavy calculations or statistical software. This supplemental text reviews loglinear models, explains the association graph, and introduces the multigraph to students who may have little prior experience of graphical techniques, but have some familiarity with categorical variable modeling. The author presents logical step-by-step techniques from the point...

With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages -embedded- quantitative processes and methods to provide more transparent, adaptive, reliable and easily implemented -risk assessment-based- practices.
This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an...

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision.

Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps,...

This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors

• Includes a wide array of applications for the analysis of multivariate observations
• Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics
• Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic
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Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so...

Comprehensive and comprehensible, this classic text covers the basic and advanced topics essential for using factor analysis as a scientific tool in psychology, education, sociology, and related areas. Emphasizing the usefulness of the techniques, it presents sufficient mathematical background for understanding and applying its use. This includes the theory as well as the empirical evaluations. The overall goal is to show readers how to use factor analysis in their substantive research by highlighting when the differences in mathematical procedures have a major impact on the substantive...