Statistical Modeling and Computation - Couverture rigide

Chan, Joshua C. C.; Kroese, Dirk P.

Couverture rigide

ISBN 10 : 107164131X ISBN 13 : 9781071641316

Editeur : Springer-Verlag New York Inc., 2025

Synopsis

It also offers an integrated treatment of mathematical statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications.

The 2nd edition changes the programming language used in the text from MATLAB to Julia.

A propos du livre

À propos de l?auteur

Joshua C. C. Chan is Professor of Economics, and holds the endowed Olson Chair at Purdue University. He is an elected fellow at the International Association for Applied Econometrics and served as Chair for the Economics, Finance and Business Section of the International Society for Bayesian Analysis from 2020-2022. His research focuses on building new high-dimensional time-series models and developing efficient estimation methods for these models. He has published over 50 papers in peer-reviewed journals, including some top-field journals such as Journal of Econometrics, Journal of the American Statistical Association and Journal of Business and Economic Statistics.

Dirk Kroese is Professor of Mathematics and Statistics at the University of Queensland. He is known for his significant contributions to the fields of applied probability, mathematical statistics, machine learning, and Monte Carlo methods. He has published over 140 articles and 7 books. He is a pioneer of the well-known Cross-Entropy (CE) method, which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance. In addition to his scholarly contributions, Dirk Kroese is recognized for his role as an educator and mentor, having supervised and inspired numerous students and researchers.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 107164131X
• ISBN 13: 9781071641316
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 513
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne