This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustn
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the proces
?The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which in
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introducti
Design of Experiments in Nonlinear Models: Asymptotic Normality, Optimality Criteria and Small-Sample Properties provides a comprehensive coverage of the various aspects of experimental design for non
Dihedral Fourier Analysis introduces the theory and applications necessary to study experimental data indexed by, or associated with, the points in a dihedral symmetry orbit.This book looks at experim
This volume contains a selection of chapters based on papers to be presented at the Fifth Statistical Challenges in Modern Astronomy Symposium. The symposium will be held June 13-15th at Penn State Un
This book is intended for anyone, regardless of discipline, who is interested in the use of statistical methods to help obtain scientific explanations or to predict the outcomes of actions, experiment
This book arises as the natural continuation of the International Spring School "Advances and Challenges in Space-Time modelling of Natural Events," which took place in Toledo (Spain) in March 2010. T
In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of sever
In 2006, Paul W. Holland retired from Educational Testing Service (ETS) after a career spanning five decades. In 2008, ETS sponsored a conference, Looking Back, honoring his contributions to applied a
The “Stats in the Chateau” summer school was held at the CRC chateau on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty
This book offers a new, fairly efficient, and robust alternative to analyzing multivariate data. The analysis of data based on multivariate spatial signs and ranks proceeds very much as does a tradit
This volume contains papers presented at the Workshop on Branching Processes and Their Applications (WBPA09), held in Badajoz, Spain, April 20-23, 2009. These papers deal with theoretical and practica
This book is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. Semi-Markov processes are much more general and better adapted to applications than the Markov
This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It is divided into four sections featuring articles by experts in the vari
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics. A special section is devoted to statisti
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a co
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedasti
The book covers the basic theory of linear regression models and presents a comprehensive survey of different estimation techniques as alternatives and complements to least squares estimation. Proofs
Researchers in many disciplines face the formidable task of analyzing massive amounts of high-dimensional and highly-structured data. This is due in part to recent advances in data collection and comp
Covering statistical analysis on the two special manifolds, the Stiefel manifold and the Grassmann manifold, this book is designed as a reference for both theoretical and applied statisticians. It wil
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these model
This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical
These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantit
The aim of this book is to make a comprehensive review on some of the research topics in the area of survey sampling which has not been covered in any book yet. The proposed book aims at making a comp
Robust Bayesian analysis aims at overcoming the traditional objection to Bayesian analysis of its dependence on subjective inputs, mainly the prior and the loss. Its purpose is the determination of th
The need to understand and predict the processes that influence the Earth's atmosphere is one of the grand scientific challenges for the next century. This volume is a series of case studies and revie
This book offers a set of case studies exemplifying the broad range of statistical science used in evnironmental studies and application. The case studies can be used for graduate courses in environme
Nonparametric and semiparametric statistical methods are attractive to researchers in a large number of fields, including pharmaceuticals, medical and public health centers, financial institutions, an
The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time s
Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes
This book gives higher order asymptotic results in time series analysis. Especially, higher order asymptotic optimality of estimators and power comparison of tests for ARMA processes are discussed. It
The papers in this volume were presented at a symposium/workshop on "The Estimation and Analysis of Insect Populations" that was held at the University of Wyoming, Laramie, in January, 1988. The meeti
This monograph reviews some of the work that has been done for longitudi- nal data in the rapidly expanding field of nonparametric regression. The aim is to give the reader an impression of the basic
In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in the statistical lit
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.u
This proceedings volume contains eight selected papers that were presented in the International Symposium in Statistics (ISS) 2015 On Advances in Parametric and Semi-parametric Analysis of Multivariat
The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. Forecasting and time seri
