This book provides a comprehensive and balanced treatment of both classical and modern methods in nonparametric inference. It begins with foundational topics such as order statistics, ranks, and confidence intervals for medians and percentiles before progressing to distribution-free tests, robust estimators, regression quantiles and U-statistics. Advanced topics include nonparametric density and regression estimation, model diagnostics, empirical likelihood, and survival analysis, includin...

This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. stu...

In A Mathematician at the Ballpark, professor Ken Ross reveals the math behind the stats. This lively and accessible book shows baseball fans how to harness the power of made predictions and better understand the game. Using real-world examples from historical and modern-day teams, Ross shows: Why on-base and slugging percentages are more important than batting averages How professional odds makers predict the length of a seven-game series How to use mathem...

Did mandatory busing programs in the 1970s increase the school achievement of disadvantaged minority youth? Does obtaining a college degree increase an individual's labor market earnings? Did the use of the butterfly ballot in some Florida counties in the 2000 presidential election cost Al Gore votes? If so, was the number of miscast votes sufficiently large to have altered the election outcome? At their core, these types of questions are simple cause-and-effect questions. Simple cause-and...

This book presents the life and personality, the scientific and philosophical work of Ludwig Boltzmann, one of the great scientists who marked the passage from 19th- to 20th-Century physics. His rich and tragic life, ending by suicide at the age of 62, is described in detail. A substantial part of the book is devoted to discussing his scientific and philosophical ideas and placing them in the context of the second half of the 19th century. The fact that Boltzmann was the man who did most t...

Strategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and adv...

Head hits cause brain damage - but not always. Should we ban sport to protect athletes? Exposure to electromagnetic fields is strongly associated with cancer development - does that mean exposure causes cancer? Should we encourage old fashioned communication instead of mobile phones to reduce cancer rates? According to popular wisdom, the Mediterranean diet keeps you healthy. Is this belief scientifically sound? Should public health bodies encourage consumption of fresh fruit and vegetable...

Classical statistical theory—hypothesis testing, estimation, and the design of experiments and sample surveys—is mainly the creation of two men: Ronald A. Fisher (1890-1962) and Jerzy Neyman (1894-1981). Their contributions sometimes complemented each other, sometimes occurred in parallel, and, particularly at later stages, often were in strong opposition. The two men would not be pleased to see their names linked in this way, since throughout most of their working lives they detested each...

Bias analysis quantifies the influence of systematic error on an epidemiology study’s estimate of association. The fundamental methods of bias analysis in epi- miology have been well described for decades, yet are seldom applied in published presentations of epidemiologic research. More recent advances in bias analysis, such as probabilistic bias analysis, appear even more rarely. We suspect that there are both supply-side and demand-side explanations for the scarcity of bias analysis. On ...

This book arose from our conviction that the NNS-DSGE approach to the analysis of aggregate market outcomes is fundamentally flawed. The practice of overcoming the SMD result by recurring to a fictitious RA leads to insurmountable methodological problems and lies at the root of DSGE models’ failure to satisfactorily explain real world features, like exchange rate and banking crises, bubbles and herding in financial markets, swings in the sentiment of consumers and entrepreneurs, asymmetrie...

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found.The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of...

Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.