Geostatistics -- The genesis of geostatistics in gold and diamond industries -- Concepts and Methods of Geostatistics -- Prediction by conditional simulation: models and algorithms -- Flow in porous media: An attempt to outline Georges Matheron’s contributions -- Over Thirty Years of Petroleum Geostatistics -- The expansion of environmental geostatistics -- Random Sets -- Random Closed Sets -…
Theory -- Model-Based Approaches -- QMP-ZPC Filters -- The Periodogram -- Direct Filter Approach (DFA) -- Finite Sample Problems and Regularity -- Empirical Results -- Empirical Comparisons : Mean Square Performance -- Empirical Comparisons : Turning Point Detection -- Conclusion.The material contained in this book originated in interrogations about modern practice in time series analysis. • …
The Implied Volatility Surface -- Smile Consistent Volatility Models -- Smoothing Techniques -- Dimension-Reduced Modeling -- Conclusion and Outlook.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 …
Historical Introduction: Issai Schur and the Early Development of the Schur Complement -- Basic Properties of the Schur Complement -- Eigenvalue and Singular Value Inequalities of Schur Complements -- Block Matrix Techniques -- Closure Properties -- Schur Complements and Matrix Inequalities: Operator-Theoretic Approach -- Schur complements in statistics and probability -- Schur Complements and …
Basis Objects and Operations -- Functional Data Objects and Operations -- Linear Differential Operators and Smoothing -- Functional Registration -- Functional Linear Models -- Functional Generalized Linear Models -- Functional Principal Components -- Canonical Correlation -- Functional Cluster Analysis -- Principal Differential Analysis.S+Functional Data Analysis is the first commercial object …
The statistics of asset allocation -- Univariate statistics -- Multivariate statistics -- Modeling the market -- Classical asset allocation -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Accounting for estimation risk -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations.This en…
Exploratory and Descriptive Methods -- Basic Statistical Methods -- Linear Regression -- Predictor Selection -- Logistic Regression -- Survival Analysis -- Repeated Measures and Longitudinal Data Analysis -- Generalized Linear Models -- Complex Surveys -- Summary.This new book provides a unified, in-depth, readable introduction to the multipredictor regression methods most widely used in biosta…
Introductory Measure Theory -- Random Variables -- Inequalities -- Characteristic Functions -- Convergence -- The Law of Large Numbers -- The Central Limit Theorem -- The Law of the Iterated Logarithm -- Limit Theorems; Extensions and Generalizations -- Martingales."I know it’s trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of m…
La probabilità -- Rappresentazione dei fenomeni aleatori -- Calcolo elementare delle probabilità -- Calcolo delle probabilità per più variabili -- Funzioni di variabili aleatorie -- Statistica di base -- II metodo Monte Carlo -- Applicazioni del metodo Monte Carlo -- Inferenza statistica e verosimiglianza -- Minimi quadrati -- Analisi dei dati sperimentali.Il volume contiene in forma compat…
A Wide Range of Applications -- Optimal Procedures -- Testing Hypotheses -- Distributions -- Multiple Tests -- Experimental Designs -- Multifactor Designs -- Categorical Data -- Multivariate Analysis -- Clustering in Time and Space -- Coping with Disaster -- Solving the Unsolved and the Insolvable -- Publishing Your Results -- Increasing Computational Efficiency.This text will equip both practi…