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Autor Härdle, Wolfgang Karl |
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Título : Applied Multivariate Statistical Analysis Tipo de documento: documento electrónico Autores: Härdle, Wolfgang Karl ; SpringerLink (Online service) ; Simar, Léopold Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2012 Número de páginas: XVII, 516 p. 424 illus., 28 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-17229-8 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Statistical Theory and Clasificación: 51 Matemáticas Resumen: Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets Nota de contenido: I. Descriptive Techniques: Comparison of Batches -- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III. Multivariate Techniques: Regression Models -- Decomposition of Data Matrices by Factors -- Principal Components Analysis.- Factor Analysis -- Cluster Analysis.- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV. Appendix -- Bibliography -- Index En línea: http://dx.doi.org/10.1007/978-3-642-17229-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32908 Applied Multivariate Statistical Analysis [documento electrónico] / Härdle, Wolfgang Karl ; SpringerLink (Online service) ; Simar, Léopold . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2012 . - XVII, 516 p. 424 illus., 28 illus. in color : online resource.
ISBN : 978-3-642-17229-8
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Statistical Theory and Clasificación: 51 Matemáticas Resumen: Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets Nota de contenido: I. Descriptive Techniques: Comparison of Batches -- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III. Multivariate Techniques: Regression Models -- Decomposition of Data Matrices by Factors -- Principal Components Analysis.- Factor Analysis -- Cluster Analysis.- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV. Appendix -- Bibliography -- Index En línea: http://dx.doi.org/10.1007/978-3-642-17229-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32908 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Copula Theory and Its Applications / SpringerLink (Online service) ; Jaworski, Piotr ; Durante, Fabrizio ; Härdle, Wolfgang Karl ; Rychlik, Tomasz (2010)
Título : Copula Theory and Its Applications : Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Jaworski, Piotr ; Durante, Fabrizio ; Härdle, Wolfgang Karl ; Rychlik, Tomasz Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2010 Colección: Lecture Notes in Statistics, ISSN 0930-0325 num. 198 Número de páginas: XVIII, 327 p. 25 illus Il.: online resource ISBN/ISSN/DL: 978-3-642-12465-5 Idioma : Inglés (eng) Palabras clave: Mathematics Business Management science mathematics Finance Probabilities Statistics Probability Theory and Stochastic Processes Finance, general Statistical Methods for Business/Economics/Mathematical Finance/Insurance Management, Clasificación: 51 Matemáticas Resumen: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw Nota de contenido: Surveys -- Copula Theory: An Introduction -- Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes -- Copula Estimation -- Pair-Copula Constructions of Multivariate Copulas -- Risk Aggregation -- Extreme-Value Copulas -- Construction and Sampling of Nested Archimedean Copulas -- Tail Behaviour of Copulas -- Copulae in Reliability Theory (Order Statistics, Coherent Systems) -- Copula-Based Measures of Multivariate Association -- Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing -- Contributed Papers -- A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets -- Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data -- Testing Under the Extended Koziol-Green Model -- Parameter Estimation and Application of the Multivariate Skew t-Copula -- On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas -- Relationships Between Archimedean Copulas and Morgenstern Utility Functions En línea: http://dx.doi.org/10.1007/978-3-642-12465-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33759 Copula Theory and Its Applications : Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 [documento electrónico] / SpringerLink (Online service) ; Jaworski, Piotr ; Durante, Fabrizio ; Härdle, Wolfgang Karl ; Rychlik, Tomasz . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2010 . - XVIII, 327 p. 25 illus : online resource. - (Lecture Notes in Statistics, ISSN 0930-0325; 198) .
ISBN : 978-3-642-12465-5
Idioma : Inglés (eng)
Palabras clave: Mathematics Business Management science mathematics Finance Probabilities Statistics Probability Theory and Stochastic Processes Finance, general Statistical Methods for Business/Economics/Mathematical Finance/Insurance Management, Clasificación: 51 Matemáticas Resumen: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw Nota de contenido: Surveys -- Copula Theory: An Introduction -- Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes -- Copula Estimation -- Pair-Copula Constructions of Multivariate Copulas -- Risk Aggregation -- Extreme-Value Copulas -- Construction and Sampling of Nested Archimedean Copulas -- Tail Behaviour of Copulas -- Copulae in Reliability Theory (Order Statistics, Coherent Systems) -- Copula-Based Measures of Multivariate Association -- Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing -- Contributed Papers -- A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets -- Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data -- Testing Under the Extended Koziol-Green Model -- Parameter Estimation and Application of the Multivariate Skew t-Copula -- On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas -- Relationships Between Archimedean Copulas and Morgenstern Utility Functions En línea: http://dx.doi.org/10.1007/978-3-642-12465-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33759 Ejemplares
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Título : Copulae in Mathematical and Quantitative Finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012 Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Jaworski, Piotr ; Durante, Fabrizio ; Härdle, Wolfgang Karl Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2013 Otro editor: Imprint: Springer Colección: Lecture Notes in Statistics, ISSN 0930-0325 num. 213 Número de páginas: XII, 294 p. 38 illus., 24 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-35407-6 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical Probabilities Macroeconomics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Probability Theory and Stochastic Processes Macroeconomics/Monetary Economics//Financial Economics Clasificación: 51 Matemáticas Resumen: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The book includes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow. Nota de contenido: A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi -- Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber -- Copulas in Machine Learning by Gal Elidan -- An Overview of the Goodness-of-fit Test problem for Copulas by Jean-David Fermanian -- Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová -- Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig -- The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski -- Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer -- Toward a Copula Theory for Multivariate Regular Variation by Haijun Li -- CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst -- Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos -- Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X -- K. Song, Mingyao Li and Peng Zhang -- APPENDIX A: Gaussian-Hermite Quadrature -- APPENDIX B: AREs of GEE and VGLM for binary -- Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin En línea: http://dx.doi.org/10.1007/978-3-642-35407-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32562 Copulae in Mathematical and Quantitative Finance : Proceedings of the Workshop Held in Cracow, 10-11 July 2012 [documento electrónico] / SpringerLink (Online service) ; Jaworski, Piotr ; Durante, Fabrizio ; Härdle, Wolfgang Karl . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013 . - XII, 294 p. 38 illus., 24 illus. in color : online resource. - (Lecture Notes in Statistics, ISSN 0930-0325; 213) .
ISBN : 978-3-642-35407-6
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical Probabilities Macroeconomics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Probability Theory and Stochastic Processes Macroeconomics/Monetary Economics//Financial Economics Clasificación: 51 Matemáticas Resumen: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further developed and promoted, a goal this book pursues. The book includes surveys that provide an up-to-date account of essential aspects of copula models in quantitative finance, as well as the extended versions of talks selected from papers presented at the workshop in Cracow. Nota de contenido: A Convolution-based Autoregressive Process by Umberto Cherubini and Fabio Gobbi -- Selection of Vine Copulas by Claudia Czado, Eike Christian Brechmann and Lutz Gruber -- Copulas in Machine Learning by Gal Elidan -- An Overview of the Goodness-of-fit Test problem for Copulas by Jean-David Fermanian -- Assessing and Modeling Asymmetry in Bivariate Continuous data by Christian Genest and Johanna G. Nešehová -- Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series by Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig -- The Limiting Properties of Copulas under Univariate Conditioning by Piotr Jaworski -- Singular Mixture Copulas by Dominic Lauterbach and Dietmar Pfeifer -- Toward a Copula Theory for Multivariate Regular Variation by Haijun Li -- CIID Frailty Models and Implied Copulas by Jan-Frederik Mai, Matthias Scherer and Rudi Zagst -- Copula-based Models for Multivariate Discrete Response Data by Aristidis K. Nikoloulopoulos -- Vector Generalized Linear Models: A Gaussian Copula Approach by Peter X -- K. Song, Mingyao Li and Peng Zhang -- APPENDIX A: Gaussian-Hermite Quadrature -- APPENDIX B: AREs of GEE and VGLM for binary -- Application of Bernstein Copulas to the Pricing of Multi-asset Derivatives by Bertrand Tavin En línea: http://dx.doi.org/10.1007/978-3-642-35407-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32562 Ejemplares
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Título : Handbook of Computational Finance Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Duan, Jin-Chuan ; Härdle, Wolfgang Karl ; Gentle, James E Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2012 Otro editor: Imprint: Springer Colección: Springer Handbooks of Computational Statistics Número de páginas: XI, 804 p. 189 illus., 7 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-17254-0 Idioma : Inglés (eng) Palabras clave: Statistics Finance Computer mathematics for Business/Economics/Mathematical Finance/Insurance Computational Mathematics and Numerical Analysis Finance, general Clasificación: 51 Matemáticas Resumen: Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools Nota de contenido: Introduction -- Pricing Models -- Statistical Inference in Financial Models -- Computational Methods -- Software Tools -- Possible further Topics: Realized Volatility/High Frequency Data.-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate Derivatives En línea: http://dx.doi.org/10.1007/978-3-642-17254-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32909 Handbook of Computational Finance [documento electrónico] / SpringerLink (Online service) ; Duan, Jin-Chuan ; Härdle, Wolfgang Karl ; Gentle, James E . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012 . - XI, 804 p. 189 illus., 7 illus. in color : online resource. - (Springer Handbooks of Computational Statistics) .
ISBN : 978-3-642-17254-0
Idioma : Inglés (eng)
Palabras clave: Statistics Finance Computer mathematics for Business/Economics/Mathematical Finance/Insurance Computational Mathematics and Numerical Analysis Finance, general Clasificación: 51 Matemáticas Resumen: Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools Nota de contenido: Introduction -- Pricing Models -- Statistical Inference in Financial Models -- Computational Methods -- Software Tools -- Possible further Topics: Realized Volatility/High Frequency Data.-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate Derivatives En línea: http://dx.doi.org/10.1007/978-3-642-17254-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32909 Ejemplares
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Título : Handbook of Computational Statistics : Concepts and Methods Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Gentle, James E ; Härdle, Wolfgang Karl ; Mori, Yuichi Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2012 Otro editor: Imprint: Springer Colección: Springer Handbooks of Computational Statistics Número de páginas: XII, 1192 p. 297 illus., 96 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-21551-3 Idioma : Inglés (eng) Palabras clave: Statistics and Computing/Statistics Programs Statistics, general Statistical Theory Methods Clasificación: 51 Matemáticas Resumen: The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications Nota de contenido: Part I Computational Statistics -- Part II Statistical Computing -- Part III Statistical Methodology -- Part IV Selected Applications En línea: http://dx.doi.org/10.1007/978-3-642-21551-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32916 Handbook of Computational Statistics : Concepts and Methods [documento electrónico] / SpringerLink (Online service) ; Gentle, James E ; Härdle, Wolfgang Karl ; Mori, Yuichi . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012 . - XII, 1192 p. 297 illus., 96 illus. in color : online resource. - (Springer Handbooks of Computational Statistics) .
ISBN : 978-3-642-21551-3
Idioma : Inglés (eng)
Palabras clave: Statistics and Computing/Statistics Programs Statistics, general Statistical Theory Methods Clasificación: 51 Matemáticas Resumen: The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications Nota de contenido: Part I Computational Statistics -- Part II Statistical Computing -- Part III Statistical Methodology -- Part IV Selected Applications En línea: http://dx.doi.org/10.1007/978-3-642-21551-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32916 Ejemplares
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