Nonparametric Monte Carlo Tests And Their Applications PDF Download
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Author | : Li-Xing Zhu |
Publisher | : Springer Science & Business Media |
Total Pages | : 184 |
Release | : 2006-04-08 |
Genre | : Mathematics |
ISBN | : 0387290532 |
Download Nonparametric Monte Carlo Tests and Their Applications Book in PDF, ePub and Kindle
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 convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applications proposes a new Monte Carlo-based methodology to construct this type of approximation when the model is semistructured. When there are no nuisance parameters to be estimated, the nonparametric Monte Carlo test can exactly maintain the significance level, and when nuisance parameters exist, this method can allow the test to asymptotically maintain the level. The author addresses both applied and theoretical aspects of nonparametric Monte Carlo tests. The new methodology has been used for model checking in many fields of statistics, such as multivariate distribution theory, parametric and semiparametric regression models, multivariate regression models, varying-coefficient models with longitudinal data, heteroscedasticity, and homogeneity of covariance matrices. This book will be of interest to both practitioners and researchers investigating goodness-of-fit tests and resampling approximations. Every chapter of the book includes algorithms, simulations, and theoretical deductions. The prerequisites for a full appreciation of the book are a modest knowledge of mathematical statistics and limit theorems in probability/empirical process theory. The less mathematically sophisticated reader will find Chapters 1, 2 and 6 to be a comprehensible introduction on how and where the new method can apply and the rest of the book to be a valuable reference for Monte Carlo test approximation and goodness-of-fit tests. Lixing Zhu is Associate Professor of Statistics at the University of Hong Kong. He is a winner of the Humboldt Research Award at Alexander-von Humboldt Foundation of Germany and an elected Fellow of the Institute of Mathematical Statistics. From the reviews: "These lecture notes discuss several topics in goodness-of-fit testing, a classical area in statistical analysis. ... The mathematical part contains detailed proofs of the theoretical results. Simulation studies illustrate the quality of the Monte Carlo approximation. ... this book constitutes a recommendable contribution to an active area of current research." Winfried Stute for Mathematical Reviews, Issue 2006 "...Overall, this is an interesting book, which gives a nice introduction to this new and specific field of resampling methods." Dongsheng Tu for Biometrics, September 2006
Author | : Piotr Jaworski |
Publisher | : Springer Science & Business Media |
Total Pages | : 338 |
Release | : 2010-07-16 |
Genre | : Mathematics |
ISBN | : 3642124658 |
Download Copula Theory and Its Applications Book in PDF, ePub and Kindle
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 introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Author | : Christopher Z. Mooney |
Publisher | : SAGE |
Total Pages | : 116 |
Release | : 1997-04-07 |
Genre | : Mathematics |
ISBN | : 9780803959439 |
Download Monte Carlo Simulation Book in PDF, ePub and Kindle
Aimed at researchers across the social sciences, this book explains the logic behind the Monte Carlo simulation method and demonstrates its uses for social and behavioural research.
Author | : Yu.A. Shreider |
Publisher | : Elsevier |
Total Pages | : 396 |
Release | : 2014-05-16 |
Genre | : Mathematics |
ISBN | : 1483155579 |
Download The Monte Carlo Method Book in PDF, ePub and Kindle
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensional integrals using the Monte Carlo method. Some examples of statistical modeling of integrals are analyzed, together with the accuracy of the computations. Subsequent chapters focus on the applications of the Monte Carlo method in neutron physics; in the investigation of servicing processes; in communication theory; and in the generation of uniformly distributed random numbers on electronic computers. Methods for organizing statistical experiments on universal digital computers are discussed. This book is designed for a wide circle of readers, ranging from those who are interested in the fundamental applications of the Monte Carlo method, to those who are concerned with comparatively limited problems of the peculiarities of simulating physical processes.
Author | : Hannu Oja |
Publisher | : Springer Science & Business Media |
Total Pages | : 239 |
Release | : 2010-03-25 |
Genre | : Mathematics |
ISBN | : 1441904689 |
Download Multivariate Nonparametric Methods with R Book in PDF, ePub and Kindle
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 traditional multivariate analysis relying on the assumption of multivariate normality; the regular L2 norm is just replaced by different L1 norms, observation vectors are replaced by spatial signs and ranks, and so on. A unified methodology starting with the simple one-sample multivariate location problem and proceeding to the general multivariate multiple linear regression case is presented. Companion estimates and tests for scatter matrices are considered as well. The R package MNM is available for computation of the procedures. This monograph provides an up-to-date overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. The classical book by Puri and Sen (1971) uses marginal signs and ranks and different type of L1 norm. The book may serve as a textbook and a general reference for the latest developments in the area. Readers are assumed to have a good knowledge of basic statistical theory as well as matrix theory. Hannu Oja is an academy professor and a professor in biometry in the University of Tampere. He has authored and coauthored numerous research articles in multivariate nonparametrical and robust methods as well as in biostatistics.
Author | : Ding-Geng (Din) Chen |
Publisher | : Springer |
Total Pages | : 430 |
Release | : 2017-02-01 |
Genre | : Medical |
ISBN | : 9811033072 |
Download Monte-Carlo Simulation-Based Statistical Modeling Book in PDF, ePub and Kindle
This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.
Author | : Christian Robert |
Publisher | : Springer Science & Business Media |
Total Pages | : 522 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 1475730713 |
Download Monte Carlo Statistical Methods Book in PDF, ePub and Kindle
We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.
Author | : Christian Robert |
Publisher | : Springer Science & Business Media |
Total Pages | : 297 |
Release | : 2010 |
Genre | : Computers |
ISBN | : 1441915753 |
Download Introducing Monte Carlo Methods with R Book in PDF, ePub and Kindle
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Author | : Paul Doukhan |
Publisher | : Springer Science & Business Media |
Total Pages | : 222 |
Release | : 2010-07-23 |
Genre | : Mathematics |
ISBN | : 3642141048 |
Download Dependence in Probability and Statistics Book in PDF, ePub and Kindle
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Author | : A. C. Davison |
Publisher | : Cambridge University Press |
Total Pages | : 606 |
Release | : 1997-10-28 |
Genre | : Computers |
ISBN | : 9780521574716 |
Download Bootstrap Methods and Their Application Book in PDF, ePub and Kindle
Disk contains the library functions and documentation for use with Splus for Windows.