Frontiers In Statistics
Will be published approx. on 18. July 2006
Book
Hardback
552 pages
978-1-86094-670-7 (ISBN)
Description
During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics.Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets.This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel's distinguished contributions.
More details
Language
English
Place of publication
London
United Kingdom
Target group
Professional and scholarly
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 232 mm
Width: 162 mm
Thickness: 30 mm
Weight
971 gr
ISBN-13
978-1-86094-670-7 (9781860946707)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Our Steps on the Bickel Way (K Doksum & Y Ritov); Semiparametric Models: A Review of Progress since BKRW (1993) (J A Wellner et al.); Efficient Estimator for Time Series (A Schick & W Wefelmeyer); On the Efficiency of Estimation for a Single-Index Model (Y Xia & H Tong); Estimating Function Based Cross-Validation (M J Van der Laan & D Rubin); Powerful Choices: Tuning Parameter Selection Based on Power (K Doksum & C Schafer); Nonparametric Assessment of Atypicality (P Hall & J W Kay); Selective Review on Wavelets in Statistics (Y Wang); Model Diagnostics via Martingale Transforms: A Brief Review (H L Koul); Boosting Algorithms: With an Application to Bootstrapping Multivariate Time Series (P Buhlmann & R W Lutz); Bootstrap Methods: A Review (S N Lahiri); An Expansion for a Discrete Non-Lattice Distribution (F Gotze & W R van Zwet); An Overview on Nonparametric and Semiparametric Techniques for Longitudinal Data (J Fan & R Li); Regressing Longitudinal Response Trajectories on a Covariate (H-G Muller & F Yao); Statistical Physics and Statistical Computing: A Critical Link (J D Servidea & X-L Meng); Network Tomography: A Review and Recent Developments (E Lawrence et al.); Likelihood Inference for Diffusions: A Survey (Y Ait-Sahalia); Nonparametric Estimation of Production Efficiency (B U Park et al.); Convergence and Consistency of Newton's Algorithm for Estimating Mixing Distribution (J K Ghosh & S T Tokdar); Mixed Models: An Overview (J Jiang & Z Ge); Robust Location and Scatter Estimators in Multivariate Analysis (Y Zuo); Estimation of the Loss of an Estimate (W H Wong).