Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life, M.S. Nikulin; N. Balakrishnan; Mounir Mesbah; Niko

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
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Цена: 55890.00 T
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Описание: The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.

Автор: Racine, Jeffrey; Su, Liangjun; Ullah, Aman
Название: The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
ISBN: 0199857946 ISBN-13(EAN): 9780199857944
Издательство: Oxford Academ
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Цена: 153120.00 T
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Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Автор: Johann Pfanzagl
Название: Estimation in Semiparametric Models
ISBN: 0387972382 ISBN-13(EAN): 9780387972381
Издательство: Springer
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Цена: 107130.00 T
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Описание: Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx).

Автор: David Ruppert
Название: Semiparametric Regression
ISBN: 0521785162 ISBN-13(EAN): 9780521785167
Издательство: Cambridge Academ
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Цена: 54910.00 T
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Описание: This user-friendly 2003 book explains the techniques and benefits of semiparametric regression in a concise and modular fashion.

Автор: Michael R. Kosorok
Название: Introduction to Empirical Processes and Semiparametric Inference
ISBN: 1441925783 ISBN-13(EAN): 9781441925787
Издательство: Springer
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Цена: 153720.00 T
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Описание: Kosorok`s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods.

Автор: Damgov, Vladimir
Название: Nonlinear and parametric phenomena: theory and applications in radiophysical and mechanical systems
ISBN: 9810230516 ISBN-13(EAN): 9789810230517
Издательство: World Scientific Publishing
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Цена: 183750.00 T
Наличие на складе: Невозможна поставка.
Описание: A broad panorama of phenomena occuring in four major classes of radiophysical and mechanical systems - linear, nonlinear, parametric and nonlinear parametric - this text is presented in a user-friendly form, allowing its further direct application to research practices.

Автор: Hardle, Wolfgang Karl Muller, Marlene Sperlich, Stefan Werwatz, Axel
Название: Nonparametric and semiparametric models
ISBN: 3642620760 ISBN-13(EAN): 9783642620768
Издательство: Springer
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Цена: 144410.00 T
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Описание: It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers.

Автор: Chiara Brombin; Luigi Salmaso; Lara Fontanella; Lu
Название: Parametric and Nonparametric Inference for Statistical Dynamic Shape Analysis with Applications
ISBN: 3319263102 ISBN-13(EAN): 9783319263106
Издательство: Springer
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Цена: 46570.00 T
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Описание: This book considers specific inferential issues arising from the analysis of dynamic shapes with the attempt to solve the problems at hand using probability models and nonparametric tests.

Автор: Shohei Shimizu
Название: Semiparametric Structural Equation Models for Causal Discovery
ISBN: 4431557830 ISBN-13(EAN): 9784431557838
Издательство: Springer
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Цена: 37260.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is the first book to provide a comprehensive introduction to a new modeling framework known as semiparametric structural equation modeling and its technique, with the fundamental background needed to understand it.

Автор: Ruppert
Название: Semiparametric Regression
ISBN: 0521780500 ISBN-13(EAN): 9780521780506
Издательство: Cambridge Academ
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Цена: 132000.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This user-friendly 2003 book explains the techniques and benefits of semiparametric regression in a concise and modular fashion.