Analytical Methods in Statistics: Amistat, Liberec, Czech Republic, September 2019

By Matúš Maciak

Book Overview

Preface.- Y. G?ney, J. Jurečkov? and O. Arslan, Averaged Autoregression Quantiles in Autoregressive Model.- J. Kalina and P. Vidnerov?, Regression Neural Networks with a Highly Robust Loss Function.- H. L. Koul and P. Geng, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models.- M. Maciak, M. Pesta and S. Vitali, Implied Volatility Surface Estimation via Quantile Regularization.- I. Mizera, A remark on the Grenander estimator.- U. Radojičic and K. Nordhausen, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace.- P. Vidnerov?, J. Kalina and Y. G?ney, A Comparison of Robust Model Choice Criteria within a Metalearning Study.- S. Zwanzig and R. Ahmad, On Parameter Estimation for High Dimensional Errors-in-Variables Models.

• Format: Paperback
• Language: English
• ISBN: 3030488160
• ISBN13: 9783030488161
• Release Date: July 2021
• Publisher: Springer
• Length: 156 Pages
• Weight: 0.54 lbs.
• Dimensions: 0.4" x 6.1" x 9.3"