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  • 1
    UID:
    gbv_242849229
    Format: XIX, 560 S , graph. Darst , 24 cm
    ISBN: 0387984739
    Note: Literaturverz. S. [527] - 548 , Orig. publ.: Johns Hopkins Univ. Press, 1993, in Johns Hopkins series in the mathematical sciences
    Language: English
    Subjects: Economics , Mathematics
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    Keywords: Semiparametrisches Modell ; Schätzung ; Asymptotische Statistik
    Author information: Ritov, Ya'acov 1951-
    Author information: Bickel, Peter J. 1940-
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  • 2
    Online Resource
    Online Resource
    Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
    UID:
    edochu_18452_5139
    Format: 1 Online-Ressource (33 Seiten)
    ISSN: 1860-5664
    Series Statement: 2013,47
    Content: We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are developed for additive models with both symmetric error distributions and further extension to the quantile regression framework. Our bootstrap method can be used in many situations like constructing confidence intervals and bands. We demonstrate the bootstrap improvement over the asymptotic band theoretically, and also in simulations and in applications to firm expenditures and the interaction of economic sectors and the stock market.
    Language: English
    URL: Volltext  (kostenfrei)
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  • 3
    Online Resource
    Online Resource
    Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
    UID:
    edochu_18452_4695
    Format: 1 Online-Ressource (25 Seiten)
    ISSN: 1860-5664
    Series Statement: 2007,24
    Content: We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of individual utility functions in the DAX market.
    Language: English
    URL: Volltext  (kostenfrei)
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  • 4
    Online Resource
    Online Resource
    Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
    UID:
    edochu_18452_4919
    Format: 1 Online-Ressource (34 Seiten)
    ISSN: 1860-5664
    Series Statement: 2010,39
    Content: (High dimensional) time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science. In this article, we separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant functions via functional factor analysis. We propose a two-step estimation procedure. At the first step, we detect the deterministic trends of the time series by incorporating time basis selected by the group Lasso-type technique and choose the space basis based on smoothed functional principal component analysis. We show properties of this estimator under various situations extending current variable selection studies. At the second step, we obtain the detrended low dimensional stochastic process, but it also poses an important question: is it justified, from an inferential point of view, to base further statistical inference on the estimated stochastic time series? We show that the difference of the inference based on the estimated time series and "true" unobserved time series is asymptotically negligible, which finally allows one to study the dynamics of the whole high-dimensional system with a low dimensional representation together with the deterministic trend. We apply the method to our motivating empirical problems: studies of the dynamic behavior of temperatures (further used for pricing weather derivatives), implied volatilities and risk patterns and correlated brain activities (neuro-economics related) using fMRI data, where a panel version model is also presented.
    Language: English
    URL: Volltext  (kostenfrei)
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  • 5
    Online Resource
    Online Resource
    Berlin : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
    UID:
    edochu_18452_4882
    Format: 1 Online-Ressource (33 Seiten)
    ISSN: 1860-5664
    Series Statement: 2010,2
    Content: In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals. It is known that the approximation error for the uniform confidence band by the asymptotic Gumbel distribution is logarithmically slow. It is proved that the bootstrap approximation provides a substantial improvement. The case of multidimensional and discrete regressor variables is dealt with using a partial linear model. Comparison to classic asymptotic uniform bands is presented through a simulation study. An economic application considers the labour market differential effect with respect to different education levels.
    Language: English
    URL: Volltext  (kostenfrei)
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  • 6
    UID:
    almahu_BV041726353
    Format: 33 S. : , graph. Darst.
    Series Statement: SFB 649 discussion paper 2013,47
    Language: English
    URL: Volltext  (kostenfrei)
    Author information: Ritov, Ya'acov, 1951-
    Author information: Härdle, Wolfgang, 1953-
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  • 7
    Book
    Book
    Boca Raton ; London ; New York :CRC Press, Taylor & Francis Group,
    UID:
    almahu_BV048634972
    Format: xiii, 222 Seiten : , Illustrationen, Diagramme.
    Edition: Second edition
    ISBN: 978-1-032-00745-8 , 978-1-032-00747-2
    Series Statement: Texts in statistical science
    Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-1-003-17540-7
    Language: English
    Subjects: Mathematics
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    Keywords: Einführung
    Author information: Ritov, Ya'acov, 1951-
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  • 8
    Online Resource
    Online Resource
    New York, NY : Springer
    UID:
    gbv_1651962987
    Format: Online-Ressource (XLIII, 584 p. 24 illus, online resource)
    ISBN: 9781461455448
    Series Statement: Selected Works in Probability and Statistics 13
    Content: Foreword by Peter J. Bickel -- Preface -- Biography -- Publications -- Ph.D. Students -- Photos -- Rank-Based Nonparametrics -- Robust Statistics -- Asymptotic Theory -- Functional Estimation -- Adaptive Estimation -- Bootstrap Resampling -- High-Dimensional Statistics -- Miscellaneous
    Content: This volume presents selections of Peter J. Bickel’s major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peter’s amazing career encompasses the majority of statistical developments in the last half-century or about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peter’s life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give readers a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man
    Note: Includes bibliographical references , 〈p〉Foreword by Peter J. Bickel -- Preface -- Biography -- Publications -- Ph.D. Students -- Photos -- Rank-Based Nonparametrics -- Robust Statistics -- Asymptotic Theory -- Functional Estimation -- Adaptive Estimation -- Bootstrap Resampling -- High-Dimensional Statistics -- Miscellaneous.〈/p〉.
    Additional Edition: ISBN 9781461455431
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-146-145-543-1
    Language: English
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
    Author information: Ritov, Ya'acov 1951-
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  • 9
    UID:
    gbv_1655486284
    Format: Online-Ressource (XII, 230p. 23 illus, online resource)
    ISBN: 9783642574108
    Series Statement: Contributions to Statistics
    Content: I. Identification with Incomplete Observations, Data Mining -- Bounding Entries in Multi-way Contingency Tables Given aSet of Marginal Totals -- Identification and Estimation with Incomplete Data -- Computational Information Retrieval -- Studying Treatment Response to Inform Treatment Choice -- II. Bayesian Methods and Modelling -- Some Interactive Decision Problems Emerging in Statistical Games -- Probabilistic Modelling: An Historical andPhilosophical Digression -- A Bayesian View on Sampling the 2 x 2 Table -- Bayesian Designs for Binomial Experiments -- On the Second Order Minimax Improvement of the Sample Mean in the Estimation of a Mean Value of the Exponential Dispersion Family -- Bayesian Analysis of Cell Migration ¡ªLinking Experimental Data and Theoretical Models -- III. Testing, Goodness of Fit and Randomness -- Sequential Bayes Detection of Trend Changes -- Box¡ªCox Transformation for Semiparametric Comparison of Two Samples -- Minimax Nonparametric Goodness-of-Fit Testing -- Testing Randomness on the Basis of theNumber of Different Patterns -- The 7r* Index as a New Alternative for Assessing Goodness of Fit of Logistic Regression -- IV. Statistics of Stationary Processes -- Consistent Estimation of Early and Frequent Change Points -- Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models -- Guessing the Output of a Stationary Binary Time Series -- Asymptotic Expansions for Long-MemoryStationary Gaussian Processes -- Contributors.
    Content: This volume is a compressed survey containing recent results on statistics of stochastic processes and on identification with incomplete observations. It comprises a collection of papers presented at the Shoresh Conference 2000 on the Foundation of Statistical Inference. The papers cover the following areas with high research activity: - Identification with Incomplete Observations, Data Mining, - Bayesian Methods and Modelling, - Testing, Goodness of Fit and Randomness, - Statistics of Stationary Processes.
    Additional Edition: ISBN 9783790800470
    Additional Edition: Erscheint auch als Druck-Ausgabe Foundations of statistical inference Heidelberg [u.a.] : Physica-Verlag, 2003 ISBN 3790800473
    Language: English
    Subjects: Computer Science , Economics
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    Keywords: Data Mining ; Unvollkommene Information ; Stationärer Prozess ; Statistik ; Bayes-Verfahren ; Statistisches Modell ; Inferenzstatistik ; Konferenzschrift
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
    Author information: Ritov, Ya'acov 1951-
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  • 10
    Book
    Book
    Boca Raton, Fla. [u.a.] :CRC Press,
    UID:
    almafu_BV041961068
    Format: XV, 224 S. : , graph. Darst. ; , 24 cm.
    ISBN: 978-1-4398-5184-5
    Series Statement: Chapman & Hall/CRC texts in statistical science series
    Note: Literaturverz. S. [219]
    Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-1-4398-5185-2
    Language: English
    Subjects: Economics , Mathematics , Sociology
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    Keywords: Statistik
    Author information: Ritov, Ya'acov 1951-
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