Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science
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Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science
Essays in Honour of Wolfgang Schmid
Otto, Philipp; Okhrin, Yarema; Knoth, Sven
Springer International Publishing AG
11/2024
509
Dura
9783031691102
Pré-lançamento - envio 15 a 20 dias após a sua edição
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- Part I Statistical Process Monitoring.- More On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion.- CUSUM schemes for stationary and nonstationary Gaussian processes.- Distribution-Free Multivariate Phase I Shewhart Control Charts: Analysis, Comparisons and Recommendations.- Quick Detection Updating Variable Life-Adjusted Display.- Monitoring complex segmented streams of data using bootstrap control charts.- Some Stylized Facts of the Conditional Expected Delay (CED).- Stochastic Ordering in the Performance Analysis of Control Charts for Binomial AR(1) Processes.- An Integrated Approach for Designing a Phase I C-Control Chart Based on the Phase II Performance of Poisson Exponentially Weighted Moving Average Control Chart.- Control Charts for Poisson Counts based on the Stein-Chen Identity.- Misguided Statistical Process Monitoring Approaches.- Part II Statistics in Finance.- The Empirical Similarity Approach for Combining Predictions of Portfolio Weights.- Linear Shrinkage-Based Hypothesis Test for Large Dimensional Covariance Matrix.- Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix.- Shrinkage Estimation of the Intercept Parameter in Linear Regression.- Intergenerational social mobility in the United States: a multivariate analysis using distributional regression.- Can we give the Maximum Sharpe Ratio Portfolio a Chance?.- On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks.- Part III Environmetrics and Spatial Statistics.- A Bivariate Spatiotemporal Analysis of Breast Cancer and Lung Cancer Mortality and Incidence in the United States.- To what extent airborne particulate matters are influenced by ammonia and nitrogen oxides?.- A deep-learning approach for reducing the probability of false alarms in smartphone-based earthquake early warning systems.- When things get extreme: Records and crashes.- Spatial autoregressive fractionally integrated moving average model.- A path in regression Random Forest looking for spatial dependence: a taxonomy and a systematic review.- On the estimation of smooth maps from regional aggregates via measurement error models: A review.
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Statistical Methods;Statistical Process Monitoring;Financial Statistics;Environmetrics;Spatial Statistics;Environmental Data;Statistical Process Control;Statistics in Finance;Financial Econometrics
- Part I Statistical Process Monitoring.- More On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion.- CUSUM schemes for stationary and nonstationary Gaussian processes.- Distribution-Free Multivariate Phase I Shewhart Control Charts: Analysis, Comparisons and Recommendations.- Quick Detection Updating Variable Life-Adjusted Display.- Monitoring complex segmented streams of data using bootstrap control charts.- Some Stylized Facts of the Conditional Expected Delay (CED).- Stochastic Ordering in the Performance Analysis of Control Charts for Binomial AR(1) Processes.- An Integrated Approach for Designing a Phase I C-Control Chart Based on the Phase II Performance of Poisson Exponentially Weighted Moving Average Control Chart.- Control Charts for Poisson Counts based on the Stein-Chen Identity.- Misguided Statistical Process Monitoring Approaches.- Part II Statistics in Finance.- The Empirical Similarity Approach for Combining Predictions of Portfolio Weights.- Linear Shrinkage-Based Hypothesis Test for Large Dimensional Covariance Matrix.- Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix.- Shrinkage Estimation of the Intercept Parameter in Linear Regression.- Intergenerational social mobility in the United States: a multivariate analysis using distributional regression.- Can we give the Maximum Sharpe Ratio Portfolio a Chance?.- On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks.- Part III Environmetrics and Spatial Statistics.- A Bivariate Spatiotemporal Analysis of Breast Cancer and Lung Cancer Mortality and Incidence in the United States.- To what extent airborne particulate matters are influenced by ammonia and nitrogen oxides?.- A deep-learning approach for reducing the probability of false alarms in smartphone-based earthquake early warning systems.- When things get extreme: Records and crashes.- Spatial autoregressive fractionally integrated moving average model.- A path in regression Random Forest looking for spatial dependence: a taxonomy and a systematic review.- On the estimation of smooth maps from regional aggregates via measurement error models: A review.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
