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This book presents key modeling and prediction techniques, along with relevant applications. Topics include linear regression, classification, resampling methods, shrinkage approaches, tree-based methods, support vector machines, and clustering.

Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included - this is a modern method missing in many other books

Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.

This book offers a comprehensive guide to large sample techniques in statistics. With a focus on developing analytical skills and understanding motivation, Large Sample Techniques for Statistics begins with fundamental techniques, and connects theory and applications in engaging ways.The first five chapters review some of the basic techniques, such as the fundamental epsilon-delta arguments, Taylor expansion, different types of convergence, and inequalities. The next five chapters discuss limit theorems in specific situations of observational data. Each of the first ten chapters contains at least one section of case study. The last six chapters are devoted to special areas of applications. This new edition introduces a final chapter dedicated to random matrix theory, as well as expanded treatment of inequalities and mixed effects models. The book's case studies and applications-oriented chapters demonstrate how to use methods developed from large sample theory in real world situations. The book is supplemented by a large number of exercises, giving readers opportunity to practice what they have learned. Appendices provide context for matrix algebra and mathematical statistics. The Second Edition seeks to address new challenges in data science.This text is intended for a wide audience, ranging from senior undergraduate students to researchers with doctorates. A first course in mathematical statistics and a course in calculus are prerequisites..

Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space models.

This is the first book on multivariate analysis to look at large data sets which describes the state of the art in analyzing such data. Material such as database management systems is included that has never appeared in statistics books before.

In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability.

This book considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.

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The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics.

This updated new edition includes a wealth of additional material. As well as its integration of mathematical theory and numerical algorithm development, it features new chapters on topics such as the calculus of variations, integration, and block relaxation.

Based on the author's extensive experience in both statistics and education, this book imparts the basics of designing and carrying out Bayesian analyses, and interpreting and communicating the results. Demonstrates applications to real-world data.

This book presents numerous exercises with solutions to help the reader better understand different aspects of modern statistics. It features applications with R and Matlab code that show how to practically use the methods.

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation.

Through its scope and depth of coverage, this book addresses the needs of the vibrant and rapidly growing engineering fields, bioengineering and biomedical engineering, while implementing software familiar to engineers.

With new chapters on asymptotic and numerical methods, as well as an appendix on the finer points of the mathematical theory, this second edition emphasizes mathematical modeling, computational techniques, and examples from the biological sciences

This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.

This textbook provides a wide-ranging introduction to the use and theory of linear models for analyzing data. The authors emphasis is on providing a unified treatment of linear models, including analysis of variance models and regression models, based on projections, orthogonality, and other vector space ideas.

This book focuses on tools and techniques for building valid regression models using real-world data. A key theme throughout the book is that it only makes sense to base inferences or conclusions on valid models.

Develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and also demonstrates that applications of real interest can be addressed almost immediately.

The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.

This book covers the basic results and methods in probability theory. This new edition offers updated content, 100 additional problems for solution, and a new chapter glimpsing further topics such as stable distributions, domains of attraction and martingales.