General

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Levy processes, and at...

Statistical Tools for Nonlinear Regression presents methods for analyzing data. It has been expanded to include binomial, multinomial and Poisson non-linear models. The examples are analyzed with the free software nls2 updated to deal with the new models...

Use and misuse of statistics seems to be the signum temporis of past decades. But nowadays this practice seems slowly to be wearing away, and common sense and responsibility recapturing their position. It is our contention that little by little...

A hundred years ago it became known that deterministic systems can exhibit very complex behavior. By proving that ordinary differential equations can exhibit strange behavior, Poincare undermined the founda tions of Newtonian physics and opened a window...

This volume collects latest methodological and applied contributions on functional, high-dimensional and other complex data, related statistical models and tools as well as on operator-based statistics. It contains selected and refereed contributions...

This is a unique book addressing the integration of risk methodology from various fields. It will stimulate intellectual debate and communication across disciplines, promote better risk management practices and contribute to the development of risk...

A comprehensive and self-contained introduction to the field, carefully balancing mathematical theory and practical applications. It starts at an elementary level, developing concepts of multivariate distributions from first principles. After a chapter...

For courses in Introductory Statistics. Innovative methods, technology, and humor encourage statistical thinking Intro Stats, 6th Edition by De Veaux/Velleman/Bock uses inventive strategies to help students think critically about data, while...

Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It...

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...

This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov...

The Fourth Purdue Symposium on Statistical Decision Theory and Related Topics was held at Purdue University during the period June 15-20, 1986. The symposium brought together many prominent leaders and younger researchers in statistical decision theory...

A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas,...

This volume presents a concise and practical overview of statistical methods and tables not readily available in other publications. It begins with a review of the commonly used continuous and discrete probability distributions. Several useful...

Probability, Statistics, and Information Theory for Scientists and Engineers offers students clear explanations of the most fundamental and useful statistical concepts. Extensively class-tested, the book is designed to appeal to the intuition, yet...

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory,...

This book discusses diverse concepts and notions - and their applications - concerning probability and random variables at the intermediate to advanced level. It explains basic concepts and results in a clearer and more complete manner than the extant...

The random-cluster model has emerged as a key tool in the mathematical study of ferromagnetism. It may be viewed as an extension of percolation to include Ising and Potts models, and its analysis is a mix of arguments from probability and geometry. The...

This book puts its weight on theoretical issues related to finite mixture models. It shows that a good applicant, is an applicant who understands the issues behind each statistical method. This book is intended for applicants whose interests include some...

As a comprehensive textbook in survey sampling, this book discusses the inadequacies of classic, designed-based inferential procedures and provides alternative approaches in the form of model formulations, model-design-based procedures of analysis,...

Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for the analysis of smoothing splines and local polynomials. Leading to uniform error bounds and...

This books presents some of the most recent and advanced statistical methods used to analyse environmental and climate data, and addresses the spatial and spatio-temporal dimensions of the phenomena studied, the multivariate complexity of the data, and...

Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work,...

Agreement assessment techniques are widely used in examining the acceptability of a new or generic process, methodology and/or formulation in areas of lab performance, instrument/assay validation or method comparisons, statistical process control,...

Written by a leading researcher this book presents an introduction to Stochastic Petri Nets covering the modeling power of the proposed SPN model, the stability conditions and the simulation methods. Its unique and well-written approach provides a timely...

This volume presents an eclectic mix of original research articles in areas covering the analysis of ordered data, stochastic modeling and biostatistics. These areas were featured in a conference held at the University of Texas at Dallas from March 7 to...

This book includes a novel motif discovery for time series, KITE (ill-Known motIf discovery in Time sEries data), to identify ill-known motifs transformed by affine mappings such as translation, uniform scaling, reflection, stretch, and squeeze mappings...

Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made. Additionally,...

Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of...

This volume LNCS 13428 constitutes the papers of the 24 th International Conference on Big Data Analytics and Knowledge Discovery, held in August 2022 in Vienna, Austria. The 12 full papers presented together with 12 short papers in this volume were...

This book presents selected papers on statistical model development related mainly to the fields of Biostatistics and Bioinformatics. The coverage of the material falls squarely into the following categories: (a) Survival analysis and multivariate...

Physical anthropologists, like other research workers, are recognizing that the standard multivariate statistical techniques of recent decades are in need of refinement and greater precision. Increasingly it is felt that more sophisticated methods are...

Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It...

to the Statistical Analysis of Categorical Data With 16 Figures and 121 Tables , Springer Prof. Erling B. Andersen University of Copenhagen Department of Statistics 6 Studiestrrede DK-14SS Copenhagen Denmark ISBN 978-3-540-62399-1...

This book discusses the integrated concepts of statistical quality engineering and management tools. It will help readers to understand and apply the concepts of quality through project management and technical analysis, using statistical methods...

Gini's mean difference (GMD) was first introduced by Corrado Gini in 1912 as an alternative measure of variability. GMD and the parameters which are derived from it (such as the Gini coefficient or the concentration ratio) have been in use in the area of...

The primary purpose of this textbook is to introduce the reader to a wide variety of elementary permutation statistical methods. Permutation methods are optimal for small data sets and non-random samples, and are free of distributional assumptions. The...

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the...

This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential...

This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in...