Nonparametric and Semiparametric Models - Axel Werwatz

. .

Résumé :
The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The aim of this monograph is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques. The necessary mathematical treatment is easily understandable and a wide variety of interactive smoothing examples are given. ...

Biographie:
Wolfgang Karl H?rdle is the Ladislaus von Bortkiewicz Professor of Statistics at the Humboldt-Universit?t zu Berlin, Germany. He is also a Professor at the Faculty of Mathematics and Physics at the Charles University in Prague, Czech Republic. He teaches quantitative finance and semi-parametric statistics. His research focuses on modern machine learning, multivariate statistics in finance and computational statistics. He is an elected member of the ISI (International Statistical Institute) and the director of the Institute of Digital Assets, Academy of Economic Sciences, Bucharest, Romania. L?opold Simar is an Emeritus Professor of Statistics at UCLouvain, Louvain-la-Neuve, Belgium. He has taught mathematical statistics, multivariate analysis, bootstrap methods in statistics and econometrics at several European universities. His research focuses on non-parametric and semi-parametric methods and bootstrap techniques in statistics and econometrics. He is an elected member of the ISI and the past president of the Belgian Statistical Society and is a regular Visiting Professor at the Sapienza University of Rome, Italy and at the Toulouse School of Economics, France. Matthias R. Fengler is a Professor of Econometrics at the School of Economics and Political Science at the University of St. Gallen, Switzerland. His area of specialization is Financial Econometrics and he works in asset pricing, volatility modeling, risk-management, and the analysis of financial text data. In collaboration with colleagues from both academia and industry, he initiated the University of St. Gallen's Impact Award-winning project Monitoring Consumption Switzerland, which analyzes and explores private debit and credit card expenditures and payment behavior in Switzerland....

Sommaire:
The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlying structure. The aim of this monograph is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques. The necessary mathematical treatment is easily understandable and a wide variety of interactive smoothing examples are given. ...