Brouste alexandre (8 resultados)
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 157,08
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Condición: New. pp. 150.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 156,95
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Hardcover. Condición: Brand New. 186 pages. 9.25x6.25x1.00 inches. In Stock.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 172,53
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Condición: New. pp. 150.
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 173,52
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Condición: New. pp. 150.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 174,37
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Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 138,55
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Condición: new. Questo è un articolo print on demand.
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 155,00
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Buch. 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, especia…lly 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.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 171,34
Envío por EUR 62,61Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Buch. 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 t…hose 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.
