Mathematical Statistics Theory and Applications

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• Publisher: De Gruyter
• Year: 2020
• Print ISBN: 9783112307922
• eBook ISBN: 9783112319086
• Edition: 1
• Topic: Mathematics
• Subtopic: Mathematics General
• Index: Mathematics

No detailed description available for "Mathematical Statistics Theory and Applications".

Table of contents

• CONTENTS
• ABSTRACT INFERENCE (semi-parametric models...)(Session 1)
• INVITED PAPERS
• EFFICIENT TESTING IN A CLASS OF TRANSFORMATION MODELS: AN OUTLINE
• ABSTRACT INFERENCE IN IMAGE PROCESSING
• BAYES IAN INFERENCE IN SEMIPARAMETRIC PROBLEMS
• SEMI-PARAMETRIC BAYES ESTIMATORS
• ON ESTIMATING IN MODELS WITH INFINITELY MANY PARAMETERS
• INFERENCE FOR STOCHASTIC PROCESSES (Session 2)
• INVITED PAPERS
• SEMMARTINGALE CONVERGENCE THEORY AND CONDITIONAL INFERENCE FOR STOCHASTIC PROCESSES
• THE FOUNDATIONS OF FINITE SAMPLE ESTIMATION IN STOCHASTIC PROCESSES - II
• CONTRIBUTED PAPERS
• SOME USES OF MAXIMUM-ENTROPY METHODS FOR ILL-POSED PROBLEMS IN SIGNAL AND CRISTALLOGRAPHY THEORIES
• On Asymptotic Efficiency of the Cox Estimator
• ASYMPTOTIC PROPERTIBS OP THE MAXIMUM LIKBLIHOOD ESTIMATOR, ITO-VENTZSL'S FORMULA FOR SEMIMARTINGALES AND ITS APPLICATION TO THE RECURSIVE ESTIMATION IN A GENERAL SCHEME OP STATISTICAL MODELS
• MAXIMUM ENTROPY SELECTION OF SOLUTIONS TO ILL-POSED MARTINGALE PROBLEMS
• ASYMPTOTIC INFERENCE FOR THE GALTON-WATSON PROCESS WITHOUT RESTRICTION TO THE SUPER-CRITICAL CASE
• CROSS-VALIDATION (Session 3)
• INVITED PAPERS
• ON RESAMPLING METHODS FOR CONFIDENCE LIMITS
• THE INTERPLAY BETWEEN CROSS-VALIDATION AND SMOOTHING METHODS
• BOOTSTRAP OF THE MEAN IN THE INFINITE VARIANCE CASE
• AUTOMATIC CURVE SMOOTHING
• NON-PARAMETRIC SMOOTHING OF THE BOOTSTRAP
• DATA ANALYSIS (projection pursuit, curve estimation . . .) (Session 4)
• INVITED PAPERS
• ON CONSTRUCTING A GENERAL THEORY OP AUTOMATIC CLASSIFICATION
• DATA ANALYSIS : GEOMETRIC AND ALGEBRAIC STRUCTURES
• CONTRIBUTED PAPERS
• GENERALIZED CANONICAL ANALYSIS
• DETECTING OUTLIERS AND CLUSTERS IN MULTIVARIATE DATA BASED ON PROJECTION PURSUIT
• THE INVERSE PROBLEM OP THE PRINCIPAL COMPONENT ANALYSIS
• DESIGN OF EXPERIMENTS (nearest neighbour designs . . .) (Session 5)
• INVITED PAPERS
• NUMERICAL METHODS OF OPTIMAL DESIGN CONSTRUCTION
• ORDERING EXPERIMENTAL DESIGNS
• OBSERVATION AND EXPERIMENTAL DESIGN FOR AUTOCORRELATED PROCESSES
• CONTRIBUTED PAPERS
• THE DESIGN OF EXPERIMENTS FOR MODEL SELECTION
• THE DESIGN AND ANALYSIS OF FIELD TRIALS IN THE PRESENCE OF FERTILITY EFFECTS
• ON THE EXISTENCE OF MULTIFACTOR DESIGNS WITH GIVEN MARGINAIS
• LOCAL ASYMPTOTIC NORMALITY IN GAUSSIAN MODEL OF VARIANCE COMPONENTS
• ASYMPTOTIC METHODS IN STATISTICS (second order asymptotics, saddle points methods e etc.)(Session 6)
• INVITED PAPERS
• DIFFERENTIAL GEOMETRICAL METHOD IN ASYMPTOTICS OF STATISTICAL INFERENCE
• LIKELIHOOD, ANCILLARITY AND STRINGS
• ON ASYMPTOTICALLY COMPLETE CLASSES OF TESTS
• TAIL PROBABILITY APPROXIMATIONS
• ON SECOND ORDER ADMISSIBILITY IN SIMULTANEOUS ESTIMATION
• Bounds for the asymptotic efficiency of estimators based on functional contractions; applications to the problem of estimation in the presence of random nuisance parameters
• CONTRIBUTED PAPERS
• ON CHI-SQUARED GOODNESS-OF-FIT TESTS FOR LOCATION-SCALE MODELS
• SOME PROBLEMS IN STATISTICS
• ADAPTIVE PROCEDURES FOR DETECTION OF CHANGE
• ON LOCAL AND NON-LOCAL MEASURES OF EFFICIENCY
• MAXIMAL DEVIATIONS OP GAUSSIAN PROCESSES AND EMPIRICAL DENSITY FUNCTIONS
• CHI-SQUARED TEST STATISTICS BASED ON SUBSAMPLES
• ON HODGES-LEHMANN INDICES OP NONPARAMETRIC TESTS
• DIFFERENTIAL GEOMETRY AND STATISTICAL INFERENCE
• LARGE SAMPLE PROPERTIES FOR GENERALIZATIONS OF THE TRIMMED MEAN
• MULTIVARIATE ANALYSIS (large number of parameters . . .) (Session 7)
• INVITED PAPERS
• DISCRIMINANT ANALYSIS FOR SPECIAL PARAMETER STRUCTURES
• ASYMPTOTICS OF INCREASING DIMENSIONALITY IN CLASSIFICATION
• EXTENSIONS AND ASYMPTOTIC STUDIES OF MULTIVARIATE ANALYSES
• ESTIMATION OF SYMMETRIC FUNCTIONS OF PARAMETERS AND ESTIMATION OF (»VARIANCE MATRIX
• CONTRIBUTED PAPERS
• INTRODUCTION IN GENERAL STATISTICAL ANALYSIS
• ESTIMATION AND TESTING OP HYPOTHESES IN MULTIVARIATE GENERAL GAUSS-MARKOFF MODEL
• SYMMETRY GROUPS AND INVARIANT STATISTICAL TESTS FOR FAMILIES OF MULTIVARIATE GAUSSIAN DISTRIBUTIONS
• PRESCRIBED CONDITIONAL INTERACTION MODELS FOR BINARY CONTINGENCY TABLES
• QUADRATIC INVARIANT ESTIMATORS WITH MAXIMALLY BOUNDED MEAN SQUARE ERROR
• TIME SERIES (long range dependence, non-linear processes, estimation of spectra) >(Session 8)
• INVITED PAPERS
• NON-GAUSSIAN SEQUENCES AND DECONVOLUTION
• NON-LINEAR TIME SERIES MODELS OF REGULARLY SAMPLED DATA: A REVIEW
• ROBUST SPECTRAL ESTIMATION
• CONTRIBUTED PAPERS
• ON MARGINAL DISTRIBUTIONS OF THRESHOLD MODELS
• ON THE BOUNDARY OF THE CENTRAL LIMIT THEOREM FOR STATIONARY p-MIXING SEQUENCES
• DETECTION OF PARAMETER CHANGES AT UNKNOWN TIMES IN LINEAR REGRESSION MODELS
• SOME ASPECTS OF DIRECTIONALITY IN TIME SERIES ANALYSIS
• THE ALGORITHM OF MAXIMUM MUTUAL INFORMATION FOR MODEL FITTING AND SPECTRUM ESTIMATION
• BOUNDARY CROSSING PROBLEMS AND SEQUENTIAL ANALYSIS (Session 11)
• INVITED PAPERS
• OPTIMAL SEQUENTIAL TESTS FOR RELATIVE ENTROPY COST FUNCTIONS
• ASYMPTOTIC EXPANSIONS IN SOME PROBLEMS OF SEQUENTIAL TESTING
• CONTRIBUTED PAPERS
• ASYMPTOTIC METHODS FOR BOUNDARY CROSSINGS OF VECTOR PROCESSES
• FIRST PASSAGE DENSITIES OF GAUSSIAN AND POINT PROCESSES TO GENERAL BOUNDARIES WITH SPECIAL REFERENCE TO KOLMOGOROV-SMIRNOV TESTS WHEN PARAMETERS ARE ESTIMATED
• CONVERSE RESULTS FOR EXISTENCE OF MOMENTS FOR STOPPED RANDOM WALKS
• MATHEMATICAL PROGRAMMING IN SEQUENTIAL TESTING THEORY
• EXTREME VALUES AND APPLICATIONS ( strength of materials) (Session 12)
• INVITED PAPERS
• THEORY OP EXTREMES AND ITS APPLICATIONS TO MECHANICS OP SOLIDS AND STRUCTURES
• EXTREMES, LOADS, AND STRENGTHS
• STATISTICAL MODELS FOR COMPOSITE MATERIALS
• CONTRIBUTED PAPERS
• THE DISTRIBUTION OF BUNDLE STRENGTH UNDER GENERAL ASSUMPTIONS
• AN ESTIMATE OP THE HATE OP CONVERGENCE IN THE LAW OP LARGE NUMBERS FOR SUMS OP ORDER STATISTICS AND THEIR APPLICATIONS
• THE INDEX OF THE OUTSTANDING OBSERVATION AMONG N INDEPENDENT ONES
• RAIN FLOW CYCLE DISTRIBUTIONS FOR FATIGUE LIFE PREDICTION UNDER GAUSSIAN LOAD PROCESSES
• HIGH-LEVEL EXCURSIONS OP GAUSSIAN FIELDS: A GEOMETRICAL APPROACH BASED ON CONVEXITY
• EPIDEMIOLOGY (mainly observational studies) (Session 13)
• INVITED PAPERS
• EPIDEMIC PREDICTION AND PUBLIC HEALTH CONTROL, WITH SPECIAL REFERENCE TO INFLUENZA AND AIDS
• MATHEMATICAL MODELS FOR CHRONIC DISEASE EPIDEMIOLOGY
• GLOBAL FORECAST AND CONTROL OF FAST-SPREADING EPIDEMIC PROCESS
• CONTRIBUTED PAPERS
• A STATISTICAL ANALYSIS OF THE SEASONALITY IN SUDDEN INFANT DEATH SYNDROME (SIDS)
• EPIDEMIOLOGICAL MODELS FOR SEXUALLY TRANSMITTED INFECTIONS
• RESULTS AM) PERSPECTIVES OP THE MATHEMATICAL FORECASTING OF INFLUENZA EPIDEMICS IN USSR
• THE GENERALIZED DISCRETE-TIME EPIDEMIC MODEL WITH IMMUNITY
• GEOLOGY AND GEOPHYSICS (Session 14)
• INVITED PAPERS
• STOCHASTIC KODEL OF MIESRAL CRYSTALLIZATION PROCESS FROM MAGMATIC MELT
• APPLICATIONS OP STOCHASTIC GEOMETRY IN GEOLOGY
• CLASSIFICATION AND PARTITIONING OF IGNEOUS ROCKS
• CONTRIBUTED PAPERS
• APPLICATION OP FUZZY SETS THEORY TO THE SOLUTION OP PATTERN RECOGNITION PROBLEMS IN OIL AND GAS GEOLOGY
• THE APPLICATION OP MULTIDIMENSIONAL RANDOM FUNCTIONS FOR STRUCTURAL MODELLING OF THE PLATFORM COVER
• PREDICTION OF ROCK TYPES IN OIL WELLS FROM LOG DATA
• ON TESTS FOR OUTLYING OBSERVATIONS
• THE IDEAS OP PERCOLATION THEORY IN GEOPHYSICS AND FAILURE THEORY
• HYDROLOGY AND METEOROLOGY (Session 15)
• INVITED PAPERS
• SOME STOCHASTIC MODELS OF RAINFALL WITH PARTICULAR REFERENCE TO HYDROLOGICAL APPLICATIONS
• CANONICAL CORRELATIONS FOR RANDOM PROCESSES AND THEIR METEOROLOGICAL APPLICATIONS
• STATISTICAL DECISIONS AND PROBLEMS OF THE OPTIMUM USE OF METEOROLOGICAL INFORMATION
• CONTRIBUTED PAPERS
• APPLICATION OF DATA ANALYSIS METHODS FOR THE EVALUATIONS OF EFFICIENCY OF WEATHER MODIFICATIONS EXPERIMENTS
• PREDICTOR-COUNTING CONFIDENCE INTERVALS FOR THE VALUE OF EFFECT IN RANDOMIZED RAINFALL ENHANCEMENT EXPERIMENTS
• ON BEHAVIOUR OF SEA SURFACE TEMPERATURE ANOMALIES
• THE SAMPLING VARIABILITY OF THE AUTOREGRESSIVE SPECTRAL ESTIMATES FOR TWO-VARIATE HYDROMETEOROLOGICAL PROCESSES
• ON THE FORECASTING OF THE FLUCTUATIONS IN LEVELS OF CLOSED LAKES
• BIOLOGICAL MODELS AND GENETICS (Session 16)
• INVITED PAPERS
• THE EQUILIBRIUM LAWS AMD DYNAMIC PROCESSES IN POPULATION GENETICS
• COMMUNITY SIZE AND AGE AT INFECTION: HOW ARE THEY RELATED?
• BRANCHING PROCESSES AND NEUTRAL MUTATIONS
• CONTRIBUTED PAPERS
• LIMIT THEOREM FOR SOME STATISTICS OP MULTITYPE GALTON-WATSON PROCESS
• THE REGULARITY OP METAPHASE CHROMOSOMES ORGANIZATION IN CEREALS
• THE GENEALOGY OP THE INFINITE ALLELES MODEL
• THE RELATIONSHIP BETWEEN THE STOCHASTIC AND DETERMINISTIC VERSION OF A MODEL FOR THE GROWTH OF A PLANT CELL POPULATION
• GENE ACTION FOR AGRONOMIC CHARACTERS IN WINTER WHEAT
• TOTAL PROGENY OF A CRITICAL BRANCHING PROCESS
• LIMIT THEOREMS POE A CRITICAL BRANCHING CRUMP-MODE-JAGERS PROCESSES
• THE BEHAVIOUR OF THE PRAY-EDITOR SYSTEM IN THE NEIGHBOURHOOD OF STATISTIC EQUILIBRIUM
• BELLMAN-HARRIS BRANCHING PROCESSES AND DISTRIBUTIONS OP MARKS IN PROLIFERATING CELL POPULATIONS
• STOCHASTIC SIMULATION (Session 18)
• INVITED PAPERS
• METHODS IN QUANTUM MONTE CARLO
• THE MONTE-CARLO METHOD AND ASYNCHRONIC CALCULATIONS
• INCREASING THE EFFICIENCY OF STATISTICAL SAMPLING WITH THE AID OF INFINITE-DIMENSIONAL UNIFORMLY DISTRIBUTED SEQUENCES
• CONTROLLED UNBIASED ESTIMATORS FOR CERTAIN FUNCTIONAL INTEGRALS
• KAC'S MODEL FOR A GAS OF N PARTICLES AND MONTE-CARLO SIMULATION IN RAREFIED GAS DYNAMICS
• STATISTICAL COMPUTING (Session 21)
• INVITED PAPERS
• MATHEMATICAL PROGRAMMING IN STATISTICS : an overview
• MODEL SEARCH IN LARGE MODEL FAMILIES
• PROGRAMMING LANGUAGES AND OPPORTUNITIS THEY OFFER TO THE STATISTICAL COMMUNITY
• CONTRIBUTED PAPERS
• STATISTICAL SOFTWARE FOR MICRO-COMPUTERS
• DATA CLASSIFICATION BY COMPARING OP COMPUTER IMPLEMENTATIONS OP STATISTICAL ALGORITHMS
• TIME DISCRETE APPROXIMATION OF ITO PROCESSES
• FAST ALGORITHM OF PEAK LOCATION IN SPECTRUM
• EMPIRICAL PROCESSES (Session 23)
• INVITED PAPERS
• APPROXIMATIONS OF WEIGHTED EMPIRICAL PROCESSES WITH APPLICATIONS TO EXTREME, TRIMMED AND SELF-NORMALIZED SUMS
• MINIMIZATION OF EXPECTED RISK BASED ON EMPIRICAL DATA
• CONTRIBUTED PAPERS
• RATES OP CONVERGENCE IN THE INVARIANCE PRINCIPLE FOR EMPIRICAL MEASURES
• ALMOST SURE BEHAVIOUR OF WEIGHTED EMPIRICAL PROCESSES IN THE TAILS
• CONVERGENCE OF THE EMPIRICAL CHARACTERISTIC FUNCTIONAL
• SAMPLE APPROXIMATION OF THE DISTRIBUTION BY MEANS OF k POINTS: A CONSISTENCY RESULT FOR SEPARABLE METRIC SPACES
• AUTHOR INDEX