{"title":"Lecture Notes In Statistics","description":"\u003cp\u003eDive into the world of statistical analysis with the 'Lecture Notes in Statistics' series. Ideal for students and researchers, this collection provides in-depth insights into diverse statistical methods and applications.\u003c\/p\u003e","products":[{"product_id":"optimal-experimental-design-book-jess-lpez-fidalgo-9783031359170","title":"Optimal Experimental Design","description":"This textbook provides a concise introduction to optimal experimental design and efficiently prepares the reader for research in the area. It presents the common concepts and techniques for linear and nonlinear models as well as Bayesian optimal designs. The last two chapters are devoted to particular themes of interest, including recent developments and hot topics in optimal experimental design, and real-world applications. Numerous examples and exercises are included, some of them with solutions or hints, as well as references to the existing software for computing designs. The book is primarily intended for graduate students and young researchers in statistics and applied mathematics who are new to the field of optimal experimental design. Given the applications and the way concepts and results are introduced, parts of the text will also appeal to engineers and other applied researchers.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ GARDNERS","offer_id":49745904992529,"sku":"NGR9783031359170","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ NEW \/ INGRAM","offer_id":51061886419217,"sku":"NIN9783031359170","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52120202936593,"sku":"NLS9783031359170","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/3031359178.jpg?v=1751415342"},{"product_id":"bayesian-learning-for-neural-networks-book-radford-m-neal-9780387947242","title":"Bayesian Learning for Neural Networks","description":"Artificial \"neural networks\" are widely used as flexible models for classification and regression applications, but questions remain about how the power of these models can be safely exploited when training data is limited. This book demonstrates how Bayesian methods allow complex neural network models to be used without fear of the \"overfitting\" that can occur with traditional training methods. Insight into the nature of these complex Bayesian models is provided by a theoretical investigation of the priors over functions that underlie them. A practical implementation of Bayesian neural network learning using Markov chain Monte Carlo methods is also described, and software for it is freely available over the Internet. Presupposing only basic knowledge of probability and statistics, this book should be of interest to researchers in statistics, engineering, and artificial intelligence.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50074620363025,"sku":"CIN0387947248G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52126190207249,"sku":"NLS9780387947242","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387947248.jpg?v=1751196523"},{"product_id":"selecting-models-from-data-book-p-cheeseman-9780387942810","title":"Selecting Models from Data","description":"This volume is a selection of papers presented at the Fourth International Workshop on Artificial Intelligence and Statistics held in January 1993. These biennial workshops have succeeded in bringing together researchers from Artificial Intelligence and from Statistics to discuss problems of mutual interest. The exchange has broadened research in both fields and has strongly encour­ aged interdisciplinary work. The theme ofthe 1993 AI and Statistics workshop was: \"Selecting Models from Data\". The papers in this volume attest to the diversity of approaches to model selection and to the ubiquity of the problem. Both statistics and artificial intelligence have independently developed approaches to model selection and the corresponding algorithms to implement them. But as these papers make clear, there is a high degree of overlap between the different approaches. In particular, there is agreement that the fundamental problem is the avoidence of \"overfitting\"-Le., where a model fits the given data very closely, but is a poor predictor for new data; in other words, the model has partly fitted the \"noise\" in the original data.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50076740911377,"sku":"CIN0387942815G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52617427484945,"sku":"NLS9780387942810","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387942815.jpg?v=1750942004"},{"product_id":"robust-bayesian-analysis-book-david-rios-insua-9780387988665","title":"Robust Bayesian Analysis","description":"Robust Bayesian analysis aims at overcoming the traditional objection to Bayesian analysis of its dependence on subjective inputs, mainly the prior and the loss. Its purpose is the determination of the impact of the inputs to a Bayesian analysis (the prior, the loss and the model) on its output when the inputs range in certain classes. If the impact is considerable, there is sensitivity and we should attempt to further refine the information the incumbent classes available, perhaps through additional constraints on and\/ or obtaining additional data; if the impact is not important, robustness holds and no further analysis and refinement would be required. Robust Bayesian analysis has been widely accepted by Bayesian statisticians; for a while it was even a main research topic in the field. However, to a great extent, their impact is yet to be seen in applied settings. This volume, therefore, presents an overview of the current state of robust Bayesian methods and their applications and identifies topics of further in­ terest in the area. The papers in the volume are divided into nine parts covering the main aspects of the field. The first one provides an overview of Bayesian robustness at a non-technical level. The paper in Part II con­ cerns foundational aspects and describes decision-theoretical axiomatisa­ tions leading to the robust Bayesian paradigm, motivating reasons for which robust analysis is practically unavoidable within Bayesian analysis.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50351048229137,"sku":"CIN0387988661G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52662969598225,"sku":"NLS9780387988665","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387988661.jpg?v=1750845053"},{"product_id":"linear-mixed-models-in-practice-book-geert-verbeke-9780387982229","title":"Linear Mixed Models in Practice","description":"The dissemination of the MIXED procedure in SAS has provided a whole class of statistical models for routine use. We believe that both the ideas be­ hind the techniques and their implementation in SAS are not at all straight­ forward and users from various applied backgrounds, including the phar­ maceutical industry, have experienced difficulties in using the procedure effectively. Courses and consultancy on PROC MIXED have been in great demand in recent years, illustrating the clear need for resource material to aid the user. This book is intended as a contribution to bridging this gap. We hope the book will be of value to a wide audience, including applied statisticians and many biomedical researchers, particularly in the pharma­ ceutical industry, medical and public health research organizations, con­ tract research organizations, and academic departments. This implies that our book is explanatory rather than research oriented and that it empha­ sizes practice rather than mathematical rigor. In this respect, clear guidance and advice on practical issues are the main focus of the text. Nevertheless, this does not imply that more advanced topics have been avoided. Sections containing material of a deeper level have been sign posted by means of an asterisk.","brand":"WoB","offers":[{"title":"US \/ WELL_READ \/ SBYB","offer_id":50351644213521,"sku":"CIN0387982221A","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52616825340177,"sku":"NLS9780387982229","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387982221.jpg?v=1750696335"},{"product_id":"multivariate-reduced-rank-regression-book-raja-velu-9780387986012","title":"Multivariate Reduced-Rank Regression","description":"In the area of multivariate analysis, there are two broad themes that have emerged over time. The analysis typically involves exploring the variations in a set of interrelated variables or investigating the simultaneous relation­ ships between two or more sets of variables. 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This feature is attractive because regression methods, whether they are in the context of a single response variable or in the context of several response variables, are popular statistical tools. The technique of reduced­ rank regression and its encompassing features are the primary focus of this book. The book develops the method of reduced-rank regression starting from the classical multivariate linear regression model.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50351705784593,"sku":"CIN0387986014G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387986014.jpg?v=1750975321"},{"product_id":"understanding-randomness-book-salsburg-9780367580377","title":"Understanding Randomness","description":"This concise, easy-to-follow book stimulates interest and develops proficiency in statistical analysis. 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Moreover, it is importantfor industrial and mathematical training courses and society or association seminars, aswell as an invaluable workbook for statisticians, biostatisticians, biometricians, socialscientists concerned with improving their data analysis techniques-or anyone dealingwith evaluation of experimental data!","brand":"WoB","offers":[{"title":"US \/ NEW \/ INGRAM","offer_id":51001600082193,"sku":"NIN9780367580377","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52135370686737,"sku":"NLS9780367580377","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0367580373.jpg?v=1751357481"},{"product_id":"spatial-statistics-and-computational-methods-book-jesper-mller-9780387001364","title":"Spatial Statistics and Computational Methods","description":"Also, these two areas are mutually reinforcing, because MCMC methods are often necessary for the practical implementation of spatial statistical inference, while new spatial stochastic models in turn motivate the development of improved MCMC algorithms.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51001958072593,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":51001960530193,"sku":"NIN9780387001364","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0387001360.jpg?v=1750844999"},{"product_id":"weak-dependence-with-examples-and-applications-book-paul-doukhan-9780387699516","title":"Weak Dependence: With Examples and Applications","description":"Time series and random ?elds are main topics in modern statistical techniques. 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However, a counterexample of a really simple non-mixing process was exhibited by Andrews (1984) [2]. The notion of weak dependence discussed here takes real account of the available models, which are discussed extensively. Our idea is that robustness of the limit theorems with respect to the model should be taken into account. 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It includes a presentation of LeCam's basic results as well as new developments in the field. The book consists of four chapters written by different authors. Chapters I, III and IV have been prepared in Bayreuth with the support of the Deutsche Forschungsgemeinschaft (DFG); Chapter II is part of its author's Habilitationsschrift, 1982 (Dortmund). For the reader's convenience, the chapters have been unified in presentation, without neglecting differences in the individual styles of writing. The authors are grateful to Dr. C. Becker for carefully reviewing the manuscript. Furthermore, acknowledgements are gratefully extended to the DFG for partly subsidizing Dr. Becker and the second author by a grant. Some special words of thanks are due to Mrs. Witzigmann, who typed the final manuscript and its predecessors with patience and skill. Universitat Bayreuth und A. Janssen Universitat Dortmund, H. Milbrodt Dezember 1984 H. Strasser CONTENTS Preface Introduction L~its of Triangular Arrays of 14 I. EXEeriments (H. Milbrodt and H. Strasser) 1. Basic Concepts 14 19 2. Gaussian Exper~ents 3. Introduction to Poisson Experiments 25 4. Convergence of Poisson Experiments 32 5. Convergence of Triangular Arrays 38 6. 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The statistical properties of the generalized inverse Gaussian distribution were at that time virtually unde- veloped, but it turned out that the distribution has some nice properties, and models many sets of data satisfactorily. This work contains an account of the statistical properties of the distribu- tion as far as they are developed at present. The work was done at the Department of Theoretical Statistics, Aarhus University, mostly in 1979, and was partial fulfilment to- wards my M.Sc. degree. I wish to convey my warm thanks to Ole Barn- dorff-Nielsen and Preben BI sild for their advice and for comments on earlier versions of the manuscript and to Jette Hamborg for her skilful typing.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52138230546705,"sku":"NLS9780387906652","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387906652.jpg?v=1757561567"},{"product_id":"stochastic-models-of-air-pollutant-concentration-book-jan-grandell-9780387961972","title":"Stochastic Models of Air Pollutant Concentration","description":"About fifteen years ago Henning Rodhe and I disscussed the calculation of residence times, or lifetimes, of certain air pollutants for the first time. He was interested in pollutants which were mainly removed from the atmosphere by precipitation scavenging. His idea was to base the calculation on statistical models for the variation of the precipitation i tensity and not only on the average precipitation intensity. In order to illustrate the importance of taking the variation into account we considered a simple model - here called the Markov model - for the precipitation intensity and computed the distribution of the residence time of an aerosol particle. Our expression for the average residence time - here formula (13- was rather much used by meteorologists. Certainly we were pleased, but while our ambition had been to provide an illustration, our work was merely understood as a proposal for a realistic model. Therefore we found it natural to search for more general models. The mathematical problems involved were the origin of my interest in this field. A brief outline of the background, purpose and content of this paper is given in section 1. It is a pleasure to thank Gunnar Englund, Georg Lindgren, Henning Rodhe and Michael Stein for their substantial help in the pre- paration of this paper and Iren Patricius for her assistance in typing.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52138596761873,"sku":"NLS9780387961972","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387961972.jpg?v=1757563826"},{"product_id":"block-designs-a-randomization-approach-book-tadeusz-calinski-9780387954707","title":"Block Designs: A Randomization Approach","description":"The book is composed of two volumes, each consisting of five chapters. In Vol- ume I, following some statistical motivation based on a randomization model, a general theory of the analysis of experiments in block designs has been de- veloped. In the present Volume I, the primary aim is to present methods of that satisfy the statistical requirements described in constructing block designs Volume I, particularly those considered in Chapters 3 and 4, and also to give some catalogues of plans of the designs. Thus, the constructional aspects are of predominant interest in Volume I, with a general consideration given in Chapter 6. The main design investigations are systematized by separating the material into two contents, depending on whether the designs provide unit efficiency fac- tors for some contrasts of treatment parameters (Chapter 7) or not (Chapter 8). This distinction in classifying block designs may be essential from a prac- tical point of view. In general, classification of block designs, whether proper or not, is based here on efficiency balance (EB) in the sense of the new termi- nology proposed in Section 4. 4 (see, in particular, Definition 4. 4. 2). Most of the attention is given to connected proper designs because of their statistical advantages as described in Volume I, particularly in Chapter 3. When all con- trasts are of equal importance, either the class of (v - 1; 0; O)-EB designs, i. e.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52139029823761,"sku":"NLS9780387954707","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387954707.jpg?v=1757566569"},{"product_id":"semiparametric-methods-in-econometrics-book-joel-l-horowitz-9780387984773","title":"Semiparametric Methods in Econometrics","description":"Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called semiparametric. During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52139134779665,"sku":"NLS9780387984773","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387984773.jpg?v=1757567252"},{"product_id":"indirect-estimators-in-u-s-federal-programs-book-wesley-l-schaible-9780387946160","title":"Indirect Estimators in U.S. Federal Programs","description":"In 1991, a subcommittee of the Federal Committee on Statistical Methodology met to document the use of indirect estimators - that is, estimators which use data drawn from a domain or time different from the domain or time for which an estimate is required. This volume comprises the eight reports which describe the use of indirect estimators and they are based on case studies from a variety of federal programs. 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The book will be useful for official, social and medical statisticians and others who are involved in releasing personal or business data for statistical use. Operations researchers may be interested in the optimization problems involved, particularly for the challenges they present. Leon Willenborg has worked at the Department of Statistical Methods at Statistics Netherlands since 1983, first as a researcher and since 1989 as a senior researcher. Since 1989 his main field of research and consultancy has been statistical disclosure control. From 1996-1998 he was the project coordinator of the EU co-funded SDC project.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52139520098577,"sku":"NLS9780387951218","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387951218.jpg?v=1757569457"},{"product_id":"stochastic-processes-and-orthogonal-polynomials-book-wim-schoutens-9780387950150","title":"Stochastic Processes and Orthogonal Polynomials","description":"A reference for researchers in probability, statistics and special functions. 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The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52140508872977,"sku":"NLS9780387944463","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387944463.jpg?v=1757574925"},{"product_id":"asymptotic-efficiency-of-statistical-estimators-concepts-and-higher-order-asympt-book-masafumi-akahira-9780387905761","title":"Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency","description":"This monograph is a collection of results recently obtained by the authors. Most of these have been published, while others are awaitlng publication. Our investigation has two main purposes. Firstly, we discuss higher order asymptotic efficiency of estimators in regular situa­ tions. In these situations it is known that the maximum likelihood estimator (MLE) is asymptotically efficient in some (not always specified) sense. However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. It is required to make finer distinctions among the estimators, by considering higher order terms in the expansions of their asymptotic distributions. Secondly, we discuss asymptotically efficient estimators in non­ regular situations. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n \/ , as in the regular cases. It is necessary to redefine the concept of asympto­ tic efficiency, together with the concept of the maximum order of consistency. Under the new definition as asymptotically efficient estimator may not always exist. We have not attempted to tell the whole story in a systematic way. The field of asymptotic theory in statistical estimation is relatively uncultivated. So, we have tried to focus attention on such aspects of our recent results which throw light on the area.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52140570771729,"sku":"NLS9780387905761","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387905761.jpg?v=1757575060"}],"url":"https:\/\/www.worldofbooks.com\/collections\/lecture-notes-in-statistics-book-series.oembed?page=7","provider":"World of Books ","version":"1.0","type":"link"}