Librería: Majestic Books, Hounslow, Reino Unido
EUR 153,76
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 150.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 153,17
Cantidad disponible: 2 disponibles
Añadir al carritoHardcover. Condición: Brand New. 186 pages. 9.25x6.25x1.00 inches. In Stock.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 168,89
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 150.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 173,52
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New. pp. 150.
Idioma: Inglés
Publicado por ISTE Press Ltd - Elsevier Inc, 2017
ISBN 10: 1785480839 ISBN 13: 9781785480836
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 170,57
Cantidad disponible: Más de 20 disponibles
Añadir al carritoHardback. Condición: New. New copy - Usually dispatched within 4 working days.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 138,55
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: new. Questo è un articolo print on demand.
Idioma: Inglés
Publicado por Elsevier Science Jul 2017, 2017
ISBN 10: 1785480839 ISBN 13: 9781785480836
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 150,00
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables. Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described. In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text. 202 pp. Englisch.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 165,99
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables. Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described. In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.