Bücher der Reihe Springer Series in Statistics

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments.

Survival analysis arises in many fields of study including medicine, biology, engineering, public health, epidemiology, and economics. It presents a balance between theory and applications, and for each class of models discussed, detailed examples and analyses from case studies are presented whenever possible.

A book in the "Springer Series" in Statistics.

This book presents the latest statistical methods required for applying functional data analysis to problems arising in geosciences, finance, economics and biology. It describes all procedures algorithmically, supported by a complete asymptotic theory.

This textbook for graduate students in statistics, data science, and public health deals with the practical challenges that come with big, complex, and dynamic data.

The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications.

In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making.

This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones.

All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers.

A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrology, atmospheric sciences, and geography.

Since Efron's profound paper on the bootstrap, an enormous amount of effort has been spent on the development of bootstrap, jacknife, and other resampling methods.

Efforts to visualize multivariate densities necessarily involve the use of cross-sections, or, equivalently, conditional densities. All statistical researchers seeking more flexible models than those provided by classical models will find conditionally specified distributions of interest.

It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers.

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Here is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. It details techniques for handling data and offers a thorough understanding of their mathematical basis.

This textbook for courses on function data analysis and shape data analysis describes how to define, compare, and mathematically represent shapes, with a focus on statistical modeling and inference.

This valuable compendium of statistical methods features a unique combination of methodology, theory, algorithms and applications. It covers recently developed approaches to handling large and complex data sets, including the Lasso and boosting methods.

This book provides a unified review of analytical methods for neural data that have become essential for contemporary researchers. Illustrated with more than 100 examples drawn from the literature, ranging from electrophysiology to neuroimaging to behavior.

This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists.

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice.

This brilliant volume is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels.

This detailed description of the fundamental developments in statistical theory around 1950 points out the centrally important interplay between increasingly refined mathematical techniques and the concomitant developments in methodological concepts.

The resampling methods replace theoreti cal derivations required in applying traditional methods (such as substitu tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples.

Kosorok's brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods.

Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.

Now available in paperback, this book covers some recent developments in statistical inference. It provides methods applicable in problems involving nuisance parameters such as those encountered in comparing two exponential distributions or in ANOVA without the assumption of equal error variances.

This book summarizes current knowledge of the theory of estimation for semiparametric models with missing data, applying modern methods to missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.

This book introduces basic concepts, main results and widely-applied mathematical tools in the spectral analysis of large dimensional random matrices. This updated edition includes two new chapters and summaries from the field of random matrix theory.

This text emphasizes the main ideas underlying a variety of nonparametric and semiparametric methods. This edition contains over one hundred pages of new material as well as empirical examples to illustrate the methods presented.