Skip to main content
SpringerLink
Log in
Book cover

Asymptotic Statistics

Proceedings of the Fifth Prague Symposium, held from September 4–9, 1993

  • Conference proceedings
  • © 1994

Overview

Editors:
  1. Petr Mandl

    1. Department of Probability and Mathematical Statistics, Charles University, Praha 8, Czech Republic

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Marie Hušková

    1. Department of Probability and Mathematical Statistics, Charles University, Praha 8, Czech Republic

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Contributions to Statistics (CONTRIB.STAT.)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (42 papers)

  1. Front Matter

    Pages I-X
    Download chapter PDF

  2. Invited Papers

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. Procedures for the Detection of Multiple Changes in Series of Independent Observations

      • Jaromír Antoch, Marie Hušková
      Pages 3-20

    3. Probing for Information in Two-Stage Stochastic Programming and the Associated Consistency

      • Zvi Artstein
      Pages 21-33

    4. Outliers and Switches in Time Series

      • A. C. Atkinson, Siem Jan Koopman, Neil Shephard
      Pages 35-48

    5. Fréchet Differentiability and Robust Estimation

      • Tadeusz Bednarski
      Pages 49-58

    6. Stein Predictors and Prediction Regions

      • Rudolf Beran
      Pages 59-74

    7. Perpetuities and Random Equations

      • Paul Embrechts, Charles Goldie
      Pages 75-86

    8. On Recent Developments in the Theory of Set-Indexed Processes

      • Peter Gaenssler
      Pages 87-109

    9. Regression Rank Scores Scale Statistics and Studentization in Linear Models

      • Jana Jurečková, Pranab K. Sen
      Pages 111-121

    10. On an Argmax-Distribution Connected to the Poisson Process

      • Georg Ch. Pflug
      Pages 123-129

    11. Asymptotic Normality of Regression M-Estimators: Hadamard Differentiability Approaches

      • Jian-Jian Ren, Pranab Kumar Sen
      Pages 131-147

  3. Contributed Papers

    1. Front Matter

      Pages 149-149
      Download chapter PDF

    2. Asymptotic Theory for Regression Quantile Estimators in the Heteroscedastic Regression Model

      • Marc Aerts, Paul Janssen, NoëL Veraverbeke
      Pages 151-161

    3. Nonnegative Moving-Average Models

      • Jiří Anděl
      Pages 163-171

    4. Biased Samples from a Search and the Asymptotic Behaviour of Bayesian Models

      • J. A. Bather
      Pages 173-182

    5. A Modification of Least Squares with High Efficiency and High Breakdown Point in Linear Regression

      • Konrad Behnen
      Pages 183-194

    6. Significance of Differences of Estimates

      • Pavel Boček, Jan Ămos Víšek
      Pages 195-202

    7. Adaptiveness in Time Series Models

      • Feike C. Drost, Chris A. J. Klaassen, Bas J. M. Werker
      Pages 203-211

    8. Kernel Estimators of Integrated Squared Density Derivatives in Non-Smooth Cases

      • A. J. van Es, A. J. Hoogstrate
      Pages 213-224
Back to top

Keywords

About this book

The Prague Symposia on Asymptotic Statistics represent a twenty years' tradi­ tion of contacts between Czech mathematical statisticians and the conference partic­ ipants. Both, as the organizers hope, return from the Symposia to their work with fresh ideas and new information. The Fifth Prague Symposium was held from September 4 to September 9,1993 at the Faculty of Mathematics and Physics, Charles University. It was sponsored by the Bernoulli Society for Mathematical Statistics and Probability, the Czech Statistical the Czech Society of Actuaries, Ceska Pojistovna-Insurance and Reinsur­ Society, ance Corporation, and the IFIP WG 7.7. Asymptotic Statistics, a prolific source of methodological concepts, dominated the program of the Symposium. Special sessions were devoted to Mathematics of Insurance and Finance and to Stochastic Programming. The papers presented at the Symposium are published in two parts. Part 1 is .. Part 2 is Number 3, Volume 30 (1994) of the journal Kybernetika, this volume comprising the papers of the authors who were not able to meet the early editorial deadline. The editors of the Proceedings would like to express their sincere thanks to the authors for valuable contributions, to the reviewers for prompt and careful reading the papers, to J. Antoch for his advice with technical part of the Proceedings. Finally they also express their appreciation of the kind cooperation with the Publishing House Physica-Verlag and the journal Kybernetika in bringing out the volumes. Part of the Proceedings was typeset by AN(S-TEX, the macrosystem of the Ame­ rican Mathematical Society.

Editors and Affiliations

  • Department of Probability and Mathematical Statistics, Charles University, Praha 8, Czech Republic

    Petr Mandl, Marie Hušková

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation