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Autor(en): 
  • Piotr Kokoszka
  • Lajos Horváth
  • Inference for Functional Data with Applications 
     

    (Buch)
    Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!


    Übersicht

    Auf mobile öffnen
     
    Lieferstatus:   Auf Bestellung (Lieferzeit unbekannt)
    Veröffentlichung:  Juni 2014  
    Genre:  Schulbücher 
     
    B / Economics, finance, business & management / Mathematics and Statistics / Probability & statistics / Statistical Theory and Methods / Statistics / Statistics in Business, Management, Economics, Finance, Insurance / Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences
    ISBN:  9781489990525 
    EAN-Code: 
    9781489990525 
    Verlag:  Springer EN 
    Einband:  Kartoniert  
    Sprache:  English  
    Serie:  #200 - Springer Series in Statistics  
    Dimensionen:  H 235 mm / B 155 mm / D  
    Gewicht:  664 gr 
    Seiten:  422 
    Illustration:  XIV, 422 p. 
    Zus. Info:  EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025. 
    Bewertung: Titel bewerten / Meinung schreiben
    Inhalt:
    This book presents recently developed statistical methods and theory required for the application of the tools of functional data analysis to problems arising in geosciences, finance, economics and biology. It is concerned with inference based on second order statistics, especially those related to the functional principal component analysis. While it covers inference for independent and identically distributed functional data, its distinguishing feature is an in depth coverage of dependent functional data structures, including functional time series and spatially indexed functions. Specific inferential problems studied include two sample inference, change point analysis, tests for dependence in data and model residuals and functional prediction. All procedures are described algorithmically, illustrated on simulated and real data sets, and supported by a complete asymptotic theory.

    The book can be read at two levels. Readers interested primarily in methodology will find detailed descriptions of the methods and examples of their application. Researchers interested also in mathematical foundations will find carefully developed theory. The organization of the chapters makes it easy for the reader to choose an appropriate focus. The book introduces the requisite, and frequently used, Hilbert space formalism in a systematic manner. This will be useful to graduate or advanced undergraduate students seeking a self-contained introduction to the subject. Advanced researchers will find novel asymptotic arguments.

      



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