| Frontiers in Statistics Contributor(s): Fan, Jianqing (Editor), Koul, Hira L. (Editor) |
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ISBN: 1860946984 ISBN-13: 9781860946981 Publisher: Imperial College Press OUR PRICE: $103.55 Product Type: Paperback - Other Formats Published: July 2006 Annotation: During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics. Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets. This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel's distinguished contributions. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Multivariate Analysis - Business & Economics | Econometrics - Computers | Neural Networks |
| Dewey: 519.5 |
| LCCN: 2006285050 |
| Physical Information: 0.95" H x 6.24" W x 8.8" (2.19 lbs) 552 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics.Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets.This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel's distinguished contributions. |