- ホーム
- > 洋書
- > 英文書
- > Science / Mathematics
Full Description
This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Professor Bhattacharya has published on research. Topics of special interest include nonparametric inference, nonparametric curve fitting, linear model theory, Bayesian nonparametrics, change point problems, time series analysis and asymptotic theory.This volume presents state-of-the-art research in statistical theory, with an emphasis on nonparametric inference, linear model theory, time series analysis and asymptotic theory. It will serve as a valuable reference to the statistics research community as well as to practitioners who utilize methodology in these areas of emphasis.
Contents
Review Papers: On the Scholarly Work of P.K. Bhattacharya (P Hall & F J Samaniego); The Propensity Score (C Drake & T Loux); Tests for Symmetry: A Review (S Meintanis & J Ngatchou-Wandji); Papers on General Nonparametric Inference: On Robust Versions of Classical Tests with Dependent Data (J Jiang); Density Estimation (G G Roussas & D Bhattacharya); A Short Proof of the Feigin - Tweedie Theorem (J Sethuraman); Max - Min Bernstein Polynomial Estimation (K-S Song); U-Statistics Based on Higher-Order Spacings (D Tung & S R Jammalamadaka); Nonparametric Models for Non-Gaussian Longitudinal Data (N Zhang, H-G Muller and J-L Wang); Papers on Aspects of Linear or Generalized Linear Models: Better Residuals (R Beran); The Use of Peters - Belson Regression in Legal Cases (E Bura, J L Gastwirth & H Hikawa); On a Hybrid Approach to Parametric and Nonparametric Regression (P Burman & P Chaudhuri); Nonparametric Regression Models with Integrated Covariates (Z Cai); A Dynamic Test for Misspecification of a Linear Model (M McAssey & F Hsieh); The Principal Component Decomposition of the Basic Martingale (W Stute); Papers on Time Series Analysis: Fast Scatterplot Smoothing (A Aue & T C M Lee); Semiparametric GARCH Estimation (J Di & A Gangopadhyay); Extreme Dependence in Multivariate Time Series (R Sen & Z Tan); Dynamic Mixed Models for Irregularly Observed Water Quality Data (R Shumway); Papers on Asymptotic Theory: Asymptotic Behavior of the Kernel Density Estimators (J-F Lenain, M Harel & M Puri); Convergence Rates of an Improved Isotonic Regression Estimator (H Mukerjee); Asymptotic Distribution of the Smallest Eigenvalue of Wishart(N, n) (D Paul).
