Böcker i SpringerBriefs in Statistics-serien

This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error.

This is the first book to provide a comprehensive introduction to a new modeling framework known as semiparametric structural equation modeling and its technique, with the fundamental background needed to understand it.

This book analyzes the origins of statistical thinking as well as its related philosophical questions, such as causality, determinism or chance. Despite the mathematical nature of the topic, no statistical background is required, making the book a valuable read for anyone interested in the history of statistics and human cognition.

In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter.

This book introduces readers to statistical methodologies used to analyze doubly truncated data. The first book exclusively dedicated to the topic, it provides likelihood-based methods, Bayesian methods, non-parametric methods, and linear regression methods.

This book focuses on the structural analysis of demand under block rate pricing, a type of nonlinear pricing used mainly in public utility services.

This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish-Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size.

This book is the modern first treatment of experimental designs, providing a comprehensive introduction to the interrelationship between the theory of optimal designs and the theory of cubature formulas in numerical analysis.

This richly illustrated book presents the objectives of, and the latest techniques for, the identifiability analysis and standard and robust regression analysis of complex dynamical models.

This book presents recent results in finite mixtures of skewed distributions to prepare readers to undertake mixture models using scale mixtures of skew normal distributions (SMSN).

The book provides relationships of the autoregressive linear mixed effects models with linear mixed effects models, marginal models, transition models, nonlinear mixed effects models, growth curves, differential equations, and state space representation.

This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain.

This book expounds the principle and related applications of nonlinear principal component analysis (PCA), which is useful method to analyze mixed measurement levels data.

Beginning with a brief introduction to linear programming, the book introduces the algebraic representations of conditional independence statements and their applications using linear programming methods.

Bootstrap and other resampling procedures for dependent sequences such as Markov chains, Markov sequences, linear auto-regressive moving average sequences, block based bootstrap for stationary sequences and other block based procedures are also discussed in some detail.

In this book we present new weighted correlation coefficients and new methods of weighted principal component analysis.We also introduce new methods of dimension reduction and clustering for time series data and describe some theoretical results on the weighted correlation coefficients in separate sections.

This book will be of interest to readers active in the fields of survival analysis, genetics, ecology, biology, demography, reliability and quality control. Since Sir David Cox's pioneering work in 1972, the proportional hazards model has become the most important model in survival analysis.

The first part of this title contained all statistical tests relevant to starting clinical investigations, and included tests for continuous and binary data, power, sample size, multiple testing, variability, confounding, interaction, and reliability.

The first part of this title contained all statistical tests that are relevant for starters on SPSS, and included standard parametric and non-parametric tests for continuous and binary variables, regression methods, trend tests, and reliability and validity assessments of diagnostic tests.

The purpose of this book is to illustrate a new statistical approach to test allelic association and genotype-specific effects in the genetic study of diseases.

This Brief provides a roadmap for the R language and programming environment with signposts to further resources and documentation.

The existence of missing observations is a very important aspect to be considered in the application of survey sampling, for example. Traditionally, simple random sampling is used to select samples. RSS models are developed as counterparts of well-known simple random sampling (SRS) models.

Through real-world datasets, this book shows the reader how to work with material in biostatistics using the open source software R.

This book tackles the Optimal Non-Linear Experimental Design problem from an applications perspective.

This monograph serves as an introductory text to classical renewal theory and some of its applications for graduate students and researchers in mathematics and probability theory. In this book, an overview of univariate renewal theory is given and renewal processes in the non-lattice and lattice case are discussed.

This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators.