Inference for the Mean in the Heavy-tailed Case
Author | : Joseph P. Romano |
Publisher | : |
Total Pages | : 28 |
Release | : 1998 |
Genre | : |
ISBN | : |
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Author | : Joseph P. Romano |
Publisher | : |
Total Pages | : 28 |
Release | : 1998 |
Genre | : |
ISBN | : |
Author | : Jayakrishnan Nair |
Publisher | : Cambridge University Press |
Total Pages | : 266 |
Release | : 2022-06-09 |
Genre | : Mathematics |
ISBN | : 1009062964 |
Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.
Author | : Marat Ibragimov |
Publisher | : Springer |
Total Pages | : 131 |
Release | : 2015-05-23 |
Genre | : Business & Economics |
ISBN | : 3319168770 |
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-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailed ness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.
Author | : Dimitris N. Politis |
Publisher | : Springer Science & Business Media |
Total Pages | : 359 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461215544 |
Since Efron's profound paper on the bootstrap, an enormous amount of effort has been spent on the development of bootstrap, jacknife, and other resampling methods. The primary goal of these computer-intensive methods has been to provide statistical tools that work in complex situations without imposing unrealistic or unverifiable assumptions about the data generating mechanism. This book sets out to lay some of the foundations for subsampling methodology and related methods.
Author | : Deborah G. Mayo |
Publisher | : Cambridge University Press |
Total Pages | : 503 |
Release | : 2018-09-20 |
Genre | : Mathematics |
ISBN | : 1108563309 |
Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.
Author | : Roger M. Cooke |
Publisher | : |
Total Pages | : |
Release | : 2014 |
Genre | : MATHEMATICS |
ISBN | : 9781119054207 |
Author | : Chester Ismay |
Publisher | : CRC Press |
Total Pages | : 461 |
Release | : 2019-12-23 |
Genre | : Mathematics |
ISBN | : 1000763463 |
Statistical Inference via Data Science: A ModernDive into R and the Tidyverse provides a pathway for learning about statistical inference using data science tools widely used in industry, academia, and government. It introduces the tidyverse suite of R packages, including the ggplot2 package for data visualization, and the dplyr package for data wrangling. After equipping readers with just enough of these data science tools to perform effective exploratory data analyses, the book covers traditional introductory statistics topics like confidence intervals, hypothesis testing, and multiple regression modeling, while focusing on visualization throughout. Features: ● Assumes minimal prerequisites, notably, no prior calculus nor coding experience ● Motivates theory using real-world data, including all domestic flights leaving New York City in 2013, the Gapminder project, and the data journalism website, FiveThirtyEight.com ● Centers on simulation-based approaches to statistical inference rather than mathematical formulas ● Uses the infer package for "tidy" and transparent statistical inference to construct confidence intervals and conduct hypothesis tests via the bootstrap and permutation methods ● Provides all code and output embedded directly in the text; also available in the online version at moderndive.com This book is intended for individuals who would like to simultaneously start developing their data science toolbox and start learning about the inferential and modeling tools used in much of modern-day research. The book can be used in methods and data science courses and first courses in statistics, at both the undergraduate and graduate levels.
Author | : Masanobu Taniguchi |
Publisher | : CRC Press |
Total Pages | : 379 |
Release | : 2007-11-26 |
Genre | : Business & Economics |
ISBN | : 1420011030 |
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des
Author | : Andreas Holzinger |
Publisher | : Springer Nature |
Total Pages | : 552 |
Release | : 2020-08-19 |
Genre | : Computers |
ISBN | : 3030573214 |
This book constitutes the refereed proceedings of the 4th IFIP TC 5, TC 12, WG 8.4, WG 8.9, WG 12.9 International Cross-Domain Conference, CD-MAKE 2020, held in Dublin, Ireland, in August 2020. The 30 revised full papers presented were carefully reviewed and selected from 140 submissions. The cross-domain integration and appraisal of different fields provides an atmosphere to foster different perspectives and opinions; it will offer a platform for novel ideas and a fresh look on the methodologies to put these ideas into business for the benefit of humanity. Due to the Corona pandemic CD-MAKE 2020 was held as a virtual event.
Author | : Rand R. Wilcox |
Publisher | : Gulf Professional Publishing |
Total Pages | : 688 |
Release | : 2003-01-06 |
Genre | : Mathematics |
ISBN | : 9780127515410 |
Applying Contemporary Statistical Techniques explains why traditional statistical methods are often inadequate or outdated when applied to modern problems. Wilcox demonstrates how new and more powerful techniques address these problems far more effectively, making these modern robust methods understandable, practical, and easily accessible. Highlights: * Assumes no previous training in statistics * Explains when and why modern methods provide more accurate results * Provides simple descriptions of when and why conventional methods can be highly unsatisfactory * Covers the latest developments on multiple comparisons * Includes recent advances in risk-based methods * Features many illustrations and examples using data from real studies * Describes and illustrates easy-to-use s-plus functions for applying cutting-edge techniques "The book is quite unique in that it offers a lot of up-to-date statistical tools. No other book at this level comes close in this aspect." Xuming He -University of Illinois, Urbana