Analytical Methods in Statistics: AMISTAT, Prague, November 2015

(Springer Proceedings in Mathematics & Statistics) 1st ed. 2017 Edition 

by Jaromír Antoch (Editor), Jana Jurečková (Editor), Matúš Maciak (Editor), Michal Pešta (Editor) 

This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.