WileyVCH  Statistik
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Copyright © 20002016 by WileyVCH Weinheim or related companies. All rights reserved.
20 Mar 2019 08:18:05 +0100
20190320T07:18:05Z
Copyright © 20002016 by WileyVCH Weinheim or related companies. All rights reserved.
pfischer@wileyvch.de
pfischer@wileyvch.de
New Books: Statistik
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Multivariate Time Series Analysis and Applications
http://www.wileyvch.de/publish/dt/books/ISBN9781119502852
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119502852"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119502852.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field
Following the highly successful and much lauded book, Time Series AnalysisUnivariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, spacetime series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series.
With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis.
* Written by bestselling author and leading expert in the field
* Covers topics not yet explored in current multivariate books
* Features classroom tested material
* Written specifically for time series courses
Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a musthave for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering. <font color=#0000dd>[680 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119502852">mehr...</a></td></tr></table><br><br>
18 Mar 2019 08:18:10 +0100
391552893490
Wei, William W. S.
20190318T07:18:10Z

Advanced Time Series Data Analysis
http://www.wileyvch.de/publish/dt/books/ISBN9781119504719
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119504719"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119504719.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Introduces the latest developments in forecasting in advanced quantitative data analysis
This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their insample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple timeseries, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable.
Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers.
* Presents models that are all classroom tested
* Contains reallife data samples
* Contains over 350 equation specifications of various time series models
* Contains over 200 illustrative examples with special notes and comments
* Applicable for time series data of all quantitative studies
Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values. <font color=#0000dd>[544 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119504719">mehr...</a></td></tr></table><br><br>
18 Mar 2019 08:18:09 +0100
381552893489
Agung
20190318T07:18:09Z

Matrix Differential Calculus with Applications in Statistics and Econometrics
http://www.wileyvch.de/publish/dt/books/ISBN9781119541202
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119541202"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119541202.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, selfcontained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
* Fulfills the need for an updated and unified treatment of matrix differential calculus
* Contains many new examples and exercises based on questions asked of the author over the years
* Covers new developments in field and features new applications
* Written by a leading expert and pioneer of the theory
* Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology. <font color=#0000dd>[504 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119541202">mehr...</a></td></tr></table><br><br>
18 Mar 2019 08:18:08 +0100
371552893488
Magnus, Jan R.
20190318T07:18:08Z

Forecasting With The Theta Method
http://www.wileyvch.de/publish/dt/books/ISBN9781119320760
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119320760"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119320760.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">The first book to be published on the Theta method, outlining under what conditions the method outperforms other forecasting methods
This book is the first to detail the Theta method of forecasting  one of the most difficulttobeat forecasting benchmarks, which topped the biggest forecasting competition in the world in 2000: the M3 competition. Written by two of the leading experts in the forecasting field, it illuminates the exact replication of the method and under what conditions the method outperforms other forecasting methods. Recent developments such as multivariate models are also included, as are a series of practical applications in finance, economics, and healthcare. The book also offers practical tools in MS Excel and guidance, as well as provisional access, for the use of R source code and respective packages.
Forecasting with the Theta Method: Theory and Applications includes three main parts. The first part, titled Theory, Methods, Models & Applications details the new theory about the method. The second part, Applications & Performance in Forecasting Competitions, describes empirical results and simulations on the method. The last part roadmaps future research and also include contributions from another leading scholar of the method  Dr. Fotios Petropoulos.
* First ever book to be published on the Theta Method
* Explores new theory and exact conditions under which methods would outperform most forecasting benchmarks
* Clearly written with practical applications
* Employs R  open source code with all included implementations
Forecasting with the Theta Method: Theory and Applications is a valuable tool for both academics and practitioners involved in forecasting and respective software development. <font color=#0000dd>[200 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119320760">mehr...</a></td></tr></table><br><br>
18 Mar 2019 08:17:16 +0100
11552893437
Nikolopoulos, Konstantinos (Kostas) / Thomakos, Dimitrios D.
20190318T07:17:16Z

The Road to Quality Control
http://www.wileyvch.de/publish/dt/books/ISBN9781119514930
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119514930"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119514930.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Professor Woodall's essay shows that this book represents a remarkable contribution, even by today's standards, because of its contemporary thinking about the relationship between the specific topic of SQC and the broader company context of Quality Management. It also demonstrates the remarkable awareness of at least some young US engineers in the postwar period about the vital role of Statistical Quality Control in establishing and maintaining a competitive position. The book reveals that there was unsuspected knowledge extant immediately postwar, about the importance of Statistical Quality Control when appropriately applied in an industrial setting. It also helps to correct widespread historical misconceptions about who specifically was responsible for helping Japanese industry get back on its feet postwar, a task assigned to General Douglas Macarthur by President Truman and how Macarthur was indebted to Sarasohn. <font color=#0000dd>[160 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119514930">mehr...</a></td></tr></table><br><br>
4 Mar 2019 08:18:00 +0100
351551683880
Fisher, Nicholas / Tanaka, Yutaka / Woodall, William
20190304T07:18:00Z

Data Analysis and Applications 2
http://www.wileyvch.de/publish/dt/books/ISBN9781786304476
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786304476"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781786304476.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top"> <font color=#0000dd>[252 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786304476">mehr...</a></td></tr></table><br><br>
1 Mar 2019 08:18:10 +0100
251551424690
Skiadas, Christos / Bozeman, James R.
20190301T07:18:10Z

Data Analysis and Applications 1
http://www.wileyvch.de/publish/dt/books/ISBN9781786303820
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786303820"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781786303820.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top"> <font color=#0000dd>[286 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786303820">mehr...</a></td></tr></table><br><br>
1 Mar 2019 08:18:09 +0100
241551424689
Skiadas, Christos / Bozeman, James R. (eds.)
20190301T07:18:09Z

Statistik II für Dummies
http://www.wileyvch.de/publish/dt/books/ISBN9783527715558
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715558"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9783527715558.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Dieses Buch führt Sie so leicht verständlich wie möglich in Regressions und Varianzanalysen, den ChiQuadratTest und vieles mehr ein. <font color=#0000dd>[384 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715558">mehr...</a></td></tr></table><br><br>
14 Feb 2019 08:18:03 +0100
221550128684
Rumsey, Deborah J.
20190214T07:18:03Z

Time Series Analysis with Long Memory in View
http://www.wileyvch.de/publish/dt/books/ISBN9781119470403
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119470403"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119470403.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof
Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests.
Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also discusses further topics. This book:
* Offers beginningofchapter examples as well as endofchapter technical arguments and proofs
* Contains many new results on long memory processes which have not appeared in previous and existing textbooks
* Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory
* Contains 25 illustrative figures as well as lists of notations and acronyms
Time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis. <font color=#0000dd>[288 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119470403">mehr...</a></td></tr></table><br><br>
4 Feb 2019 08:17:59 +0100
281549264679
Hassler, Uwe
20190204T07:17:59Z

Student Solutions Manual to Accompany Loss Models
http://www.wileyvch.de/publish/dt/books/ISBN9781119538059
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119538059"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119538059.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Loss Models: From Data to Decisions, Fifth Edition continues to supply actuaries with a practical approach to the key concepts and techniques needed on the job. With updated material and extensive examples, the book successfully provides the essential methods for using available data to construct models for the frequency and severity of future adverse outcomes.
The book continues to equip readers with the tools needed for the construction and analysis of mathematical models that describe the process by which funds flow into and out of an insurance system. Focusing on the loss process, the authors explore key quantitative techniques including random variables, basic distributional quantities, and the recursive method, and discuss techniques for classifying and creating distributions. Parametric, nonparametric, and Bayesian estimation methods are thoroughly covered along with advice for choosing an appropriate model. Throughout the book, numerous examples showcase the realworld applications of the presented concepts, with an emphasis on calculations and spreadsheet implementation.
Loss Models: From Data to Decisions, Fifth Edition is an indispensable resource for students and aspiring actuaries who are preparing to take the SOA and CAS examinations. The book is also a valuable reference for professional actuaries, actuarial students, and anyone who works with loss and risk models. <font color=#0000dd>[240 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119538059">mehr...</a></td></tr></table><br><br>
4 Feb 2019 08:17:58 +0100
271549264678
Klugman, Stuart A. / Panjer, Harry H. / Willmot, Gordon E.
20190204T07:17:58Z

An Introduction to Categorical Data Analysis
http://www.wileyvch.de/publish/dt/books/ISBN9781119405269
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119405269"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119405269.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A valuable new edition of a standard reference
The use of statistical methods for categorical data has increased dramatically, particularly for applications in the biomedical and social sciences. An Introduction to Categorical Data Analysis, Third Edition summarizes these methods and shows readers how to use them using software. Readers will find a unified generalized linear models approach that connects logistic regression and loglinear models for discrete data with normal regression for continuous data.
Adding to the value in the new edition is:
* Illustrations of the use of R software to perform all the analyses in the book
* A new chapter on alternative methods for categorical data, including smoothing and regularization methods (such as the lasso), classification methods such as linear discriminant analysis and classification trees, and cluster analysis
* New sections in many chapters introducing the Bayesian approach for the methods of that chapter
* More than 70 analyses of data sets to illustrate application of the methods, and about 200 exercises, many containing other data sets
* An appendix showing how to use SAS, Stata, and SPSS, and an appendix with short solutions to most oddnumbered exercises
Written in an applied, nontechnical style, this book illustrates the methods using a wide variety of real data, including medical clinical trials, environmental questions, drug use by teenagers, horseshoe crab mating, basketball shooting, correlates of happiness, and much more.
An Introduction to Categorical Data Analysis, Third Edition is an invaluable tool for statisticians and biostatisticians as well as methodologists in the social and behavioral sciences, medicine and public health, marketing, education, and the biological and agricultural sciences. <font color=#0000dd>[400 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119405269">mehr...</a></td></tr></table><br><br>
23 Jan 2019 08:17:37 +0100
21548227857
Agresti, Alan
20190123T07:17:37Z

Statistical Applications for the Behavioral and Social Sciences
http://www.wileyvch.de/publish/dt/books/ISBN9781119355397
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119355397"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119355397.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An updated edition of a classic text on applying statistical analyses to the social sciences, with reviews, new chapters, an expanded set of posthoc analyses, and information on computing in Excel and SPSS
Now in its second edition,Statistical Applications for the Behavioral and Social Sciences has been revised and updated and continues to offer an essential guide to the conceptual foundations of statistical analyses (particularly inferential statistics), placing an emphasis on connecting statistical tools with appropriate research contexts. Designed to be accessible, the text contains an applicationsoriented, stepbystep presentation of the statistical theories and formulas most often used by the social sciences. The revised text also includes an entire chapter on the basic concepts in research, presenting an overall context for all the book's statistical theories and formulas.
The authors cover descriptive statistics and z scores, the theoretical underpinnings of inferential statistics, z and t tests, power analysis, one/twoway and repeatedmeasures ANOVA, linear correlation and regression, as well as chisquare and other nonparametric tests. The second edition also includes a new chapter on basic probability theory.
This important resource:
* Contains information regarding the use of statistical software packages; both Excel and SPSS
* Offers four strategically positioned and accumulating reviews, each containing a set of researchoriented diagnostic questions designed to help students determine which tests are applicable to which research scenarios
* Incorporates additional statistical information on followup analyses such as posthoc tests and effect sizes
* Includes a series of sidebar discussions dispersed throughout the text that address, among other topics, the recent and growing controversy regarding the failed reproducibility of published findings in the social sciences
* Puts renewed emphasis on presentation of data and findings using the APA format
* Includes supplementary material consisting of a set of "kickstart" quizzes designed to get students quickly back up to speed at the start of an instructional period, and a complete set of readytouse PowerPoint slides for inclass use
Written for students in areas such as psychology, sociology, criminology, political science, public health, and others, Statistical Applications for the Behavioral and Social Sciences, Second Edition continues to provide the information needed to understand the foundations of statistical analyses as relevant to the behavioral and social sciences. <font color=#0000dd>[960 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119355397">mehr...</a></td></tr></table><br><br>
21 Jan 2019 08:17:56 +0100
261548055076
Nesselroade, K. Paul / Grimm, Laurence G.
20190121T07:17:56Z

Stochastik kompakt für Dummies
http://www.wileyvch.de/publish/dt/books/ISBN9783527715749
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715749"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9783527715749.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Dieses Buch führt Sie so verständlich und übersichtlich wie möglich in Wahrscheinlichkeitsrechnung und in beschreibende und beurteilende Statistik ein. Die notwendigen Rechenverfahren werden Schritt für Schritt erklärt. <font color=#0000dd>[269 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715749">mehr...</a></td></tr></table><br><br>
17 Jan 2019 08:17:55 +0100
101547709475
Maas, Christoph
20190117T07:17:55Z

Earthquake Statistical Analysis through Multistate Modeling
http://www.wileyvch.de/publish/dt/books/ISBN9781786301505
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786301505"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781786301505.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Earthquake occurrence modeling is a rapidly developing research area. This book deals with its critical issues, ranging from theoretical advances to practical applications.
The introductory chapter outlines stateoftheart earthquake modeling approaches based on stochastic models. Chapter 2 presents seismogenesis in association with the evolving stress field. Chapters 3 to 5 present earthquake occurrence modeling by means of hidden (semi)Markov models and discuss associated characteristic measures and relative estimation aspects. Further comparisons, the most important results and our concluding remarks are provided in Chapters 6 and 7 <font color=#0000dd>[180 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786301505">mehr...</a></td></tr></table><br><br>
14 Jan 2019 08:17:54 +0100
231547450274
Votsi, Irene / Limnios, Nikolaos / Papadimitriou, Eleftheria / Tsaklidis, Georgios
20190114T07:17:54Z

Robust Statistics
http://www.wileyvch.de/publish/dt/books/ISBN9781119214687
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119214687"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119214687.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A new edition of this popular text on robust statistics, thoroughly updated to include new and improved methods and focus on implementation of methodology using the increasingly popular opensource software R.
Classical statistics fail to cope well with outliers associated with deviations from standard distributions. Robust statistical methods take into account these deviations when estimating the parameters of parametric models, thus increasing the reliability of fitted models and associated inference. This new, second edition of Robust Statistics: Theory and Methods (with R) presents a broad coverage of the theory of robust statistics that is integrated with computing methods and applications. Updated to include important new research results of the last decade and focus on the use of the popular software package R, it features indepth coverage of the key methodology, including regression, multivariate analysis, and time series modeling. The book is illustrated throughout by a range of examples and applications that are supported by a companion website featuring data sets and R code that allow the reader to reproduce the examples given in the book.
Unlike other books on the market, Robust Statistics: Theory and Methods (with R) offers the most comprehensive, definitive, and uptodate treatment of the subject. It features chapters on estimating location and scale; measuring robustness; linear regression with fixed and with random predictors; multivariate analysis; generalized linear models; time series; numerical algorithms; and asymptotic theory of Mestimates.
* Explains both the use and theoretical justification of robust methods
* Guides readers in selecting and using the most appropriate robust methods for their problems
* Features computational algorithms for the core methods
Robust statistics research results of the last decade included in this 2nd edition include: fast deterministic robust regression, finitesample robustness, robust regularized regression, robust location and scatter estimation with missing data, robust estimation with independent outliers in variables, and robust mixed linear models.
Robust Statistics aims to stimulate the use of robust methods as a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. It is an ideal resource for researchers, practitioners, and graduate students in statistics, engineering, computer science, and physical and social sciences. <font color=#0000dd>[464 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119214687">mehr...</a></td></tr></table><br><br>
27 Dec 2018 08:17:55 +0100
271545895075
Maronna, Ricardo / Martin, R. Douglas / Yohai, Victor / SalibianBarrera, Matias
20181227T07:17:55Z

Understanding Least Squares Estimation and Geomatics Data Analysis
http://www.wileyvch.de/publish/dt/books/ISBN9781119501398
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119501398"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119501398.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Provides a modern approach to least squares estimation and data analysis for undergraduate land surveying and geomatics programs
Rich in theory and concepts, this comprehensive book on least square estimation and data analysis provides examples that are designed to help students extend their knowledge to solving more practical problems. The sample problems are accompanied by suggested solutions, and are challenging, yet easy enough to manually work through using simple computing devices, and chapter objectives provide an overview of the material contained in each section.
Understanding Least Squares Estimation and Geomatics Data Analysis begins with an explanation of survey observables, observations, and their stochastic properties. It reviews matrix structure and construction and explains the needs for adjustment. Next, it discusses analysis and error propagation of survey observations, including the application of heuristic rule for covariance propagation. Then, the important elements of statistical distributions commonly used in geomatics are discussed. Main topics of the book include: concepts of datum definitions; the formulation and linearization of parametric, conditional and general model equations involving typical geomatics observables; geomatics problems; least squares adjustments of parametric, conditional and general models; confidence region estimation; problems of network design and preanalysis; threedimensional geodetic network adjustment; nuisance parameter elimination and the sequential least squares adjustment; postadjustment data analysis and reliability; the problems of datum; mathematical filtering and prediction; an introduction to least squares collocation and the kriging methods; and more.
* Contains ample concepts/theory and content, as well as practical and workable examples
* Based on the author's manual, which he developed as a complete and comprehensive book for his Adjustment of Surveying Measurements and Special Topics in Adjustments courses
* Provides geomatics undergraduates and geomatics professionals with required foundational knowledge
* An excellent companion to Precision Surveying: The Principles and Geomatics Practice
Understanding Least Squares Estimation and Geomatics Data Analysis is recommended for undergraduates studying geomatics, and will benefit many readers from a variety of geomatics backgrounds, including practicing surveyors/engineers who are interested in least squares estimation and data analysis, geomatics researchers, and software developers for geomatics. <font color=#0000dd>[720 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119501398">mehr...</a></td></tr></table><br><br>
19 Dec 2018 08:18:00 +0100
261545203880
Ogundare, John Olusegun
20181219T07:18:00Z

Handbook of Healthcare Analytics
http://www.wileyvch.de/publish/dt/books/ISBN9781119300946
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119300946"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119300946.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">How can analytics scholars and healthcare professionals access the most exciting and important healthcare topics and tools for the 21st century?
Editors Tinglong Dai and Sridhar Tayur, aided by a team of internationally acclaimed experts, have curated this timely volume to help newcomers and seasoned researchers alike to rapidly comprehend a diverse set of thrusts and tools in this rapidly growing crossdisciplinary field. The Handbook covers a wide range of macro, meso and microlevel thrustssuch as market design, competing interests, global health, personalized medicine, residential care and concierge medicine, among othersand structures what has been a highly fragmented research area into a coherent scientific discipline.
The handbook also provides an easytocomprehend introduction to five essential research toolsMarkov decision process, game theory and information economics, queueing games, econometric methods, and data scienceby illustrating their uses and applicability on examples from diverse healthcare settings, thus connecting tools with thrusts.
The primary audience of the Handbook includes analytics scholars interested in healthcare and healthcare practitioners interested in analytics. This Handbook:
* Instills analytics scholars with a way of thinking that incorporates behavioral, incentive, and policy considerations in various healthcare settings. This change in perspectivea shift in gaze away from narrow, local and oneoff operational improvement efforts that do not replicate, scale or remain sustainablecan lead to new knowledge and innovative solutions that healthcare has been seeking so desperately.
* Facilitates collaboration between healthcare experts and analytics scholar to frame and tackle their pressing concerns through appropriate modern mathematical tools designed for this very purpose.
The handbook is designed to be accessible to the independent reader, and it may be used in a variety of settings, from a short lecture series on specific topics to a semesterlong course. <font color=#0000dd>[464 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119300946">mehr...</a></td></tr></table><br><br>
19 Dec 2018 08:17:31 +0100
111545203851
Dai, Tinglong / Tayur, Sridhar (eds.)
20181219T07:17:31Z

Advances in Comparative Survey Methods
http://www.wileyvch.de/publish/dt/books/ISBN9781118884980
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118884980"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118884980.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Covers the latest methodologies and research on international comparative surveys with contributions from noted experts in the field
Advances in Comparative Survey Methodology examines the most recent advances in methodology and operations as well as the technical developments in international survey research. With contributions from a panel of international experts, the text includes information on the use of Big Data in concert with survey data, collecting biomarkers, the human subject regulatory environment, innovations in data collection methodology and sampling techniques, use of paradata across the survey lifecycle, metadata standards for dissemination, and new analytical techniques.
This important resource:
* Contains contributions from key experts in their respective fields of study from around the globe
* Highlights innovative approaches in resource poor settings, and innovative approaches to combining survey and other data
* Includes material that is organized within the total survey error framework
* Presents extensive and uptodate references throughout the book
Written for students and academic survey researchers and market researchers engaged in comparative projects, this text represents a unique collaboration that features the latest methodologies and research on global comparative surveys. <font color=#0000dd>[1136 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118884980">mehr...</a></td></tr></table><br><br>
17 Dec 2018 08:17:59 +0100
331545031079
Johnson, Timothy P. / Pennell, BethEllen / Stoop, Ineke A. L. / Dorer, Brita (eds.)
20181217T07:17:59Z

Linear Models and TimeSeries Analysis
http://www.wileyvch.de/publish/dt/books/ISBN9781119431909
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119431909"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119431909.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A comprehensive and timely edition on an emerging new trend in time series
Linear Models and TimeSeries Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copulabased structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation.
The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and TimeSeries Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work.
* Covers traditional time series analysis with new guidelines
* Provides access to cutting edge topics that are at the forefront of financial econometrics and industry
* Includes latest developments and topics such as financial returns data, notably also in a multivariate context
* Written by a leading expert in time series analysis
* Extensively classroom tested
* Includes a tutorial on SAS
* Supplemented with a companion website containing numerous Matlab programs
* Solutions to most exercises are provided in the book
Linear Models and TimeSeries Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets. <font color=#0000dd>[896 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119431909">mehr...</a></td></tr></table><br><br>
17 Dec 2018 08:17:57 +0100
321545031078
Paolella, Marc S.
20181217T07:17:57Z

INFORMS Analytics Body of Knowledge
http://www.wileyvch.de/publish/dt/books/ISBN9781119483212
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119483212"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119483212.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Standardizes the definition and framework of analytics
ABOK stands for Analytics Body of Knowledge. Based on the authors' definition of analyticswhich is "a process by which a team of people helps an organization make better decisions (the objective) through the analysis of data (the activity)" this book from Institute for Operations Research and the Management Sciences (INFORMS) represents the perspectives of some of the most respected experts on analytics. The INFORMS ABOK documents the core concepts and skills with which an analytics professional should be familiar; establishes a dynamic resource that will be used by practitioners to increase their understanding of analytics; and, presents instructors with a framework for developing academic courses and programs in analytics.
The INFORMS ABOK offers indepth insight from peerreviewed chapters that provide readers with a better understanding of the dynamic field of analytics. Chapters cover: Introduction to Analytics; Getting Started with Analytics; The Analytics Team; The Data; Solution Methodology; Model Building; Machine Learning; Deployment and Life Cycle Management; and The Blossoming Analytics Talent Pool: An Overview of the Analytics Ecosystem.
Across industries and academia, readers with various backgrounds in analytics  from novices who are interested in learning more about the basics of analytics to experienced professionals who want a different perspective on some aspect of analytics  will benefit from reading about and implementing the concepts and methods covered by the INFORMS ABOK.
If you would like to learn more about the Wiley Series in Operations Research and Management Science or if you would like to write for the series, please visit: https://www.wiley.com/WileyCDA/Section/id814058.html. <font color=#0000dd>[400 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119483212">mehr...</a></td></tr></table><br><br>
5 Dec 2018 08:18:08 +0100
311543994288
Cochran, James J. (ed.)
20181205T07:18:08Z

Mathematical Statistics
http://www.wileyvch.de/publish/dt/books/ISBN9781118771044
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118771044"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118771044.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Präsentiert eine einheitliche Herangehensweise an die parametrische Schätzung, Konfidenzintervalle, Hypothesentests und statistische Modelle, die in einzigartiger Weise auf der LikelihoodFunktion basieren.
Dieses Fachbuch beschäftigt sich mit der mathematischen Statistik für Studenten im höheren Grundstudium und zu Beginn des Hauptstudiums. Die Kapitel zu Schätzung, Konfidenzintervallen, Hypothesentests und statistischen Modellen zusammengenommen legen den Schwerpunkt auf die LikelihoodFunktion. Wichtige Aspekte statistischer Modelle, wie Suffizienz, Verteilungen in der Exponentialfamilie und Eigenschaften großer Stichproben, stehen ebenfalls im Vordergrund. Mathematical Statistics: An Introduction to Likelihood Based Inference macht komplexe Themen zugänglich und verständlich, deckt viele Themen ausführlicher ab als herkömmliche Lehrbücher zur mathematischen Statistik. Das Buch enthält unzählige Beispiele, Fallstudien, Übungen (von einfach bis schwierig) sowie viele wichtige Theoreme der mathematischen Statistik, inklusive deren Nachweise.
<font color=#0000dd>[464 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118771044">mehr...</a></td></tr></table><br><br>
5 Dec 2018 08:18:07 +0100
301543994287
Rossi, Richard J.
20181205T07:18:07Z

An Introduction to Envelopes
http://www.wileyvch.de/publish/dt/books/ISBN9781119422938
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119422938"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119422938.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Written by the leading expert in the field, this text reviews the major new developments in envelope models and methods
An Introduction to Envelopes provides an overview of the theory and methods of envelopes, a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives. The author offers a balance between foundations and methodology by integrating illustrative examples that show how envelopes can be used in practice. He discusses how to use envelopes to target selected coefficients and explores predictor envelopes and their connection with partial least squares regression. The book reveals the potential for envelope methodology to improve estimation of a multivariate mean.
The text also includes information on how envelopes can be used in generalized linear models, regressions with a matrixvalued response, and reviews work on sparse and Bayesian response envelopes. In addition, the text explores relationships between envelopes and other dimension reduction methods, including canonical correlations, reducedrank regression, supervised singular value decomposition, sufficient dimension reduction, principal components, and principal fitted components. This important resource:
* Offers a text written by the leading expert in this field
* Describes groundbreaking work that puts the focus on this burgeoning area of study
* Covers the important new developments in the field and highlights the most important directions
* Discusses the underlying mathematics and linear algebra
* Includes an online companion site with both R and Matlab support
Written for researchers and graduate students in multivariate analysis and dimension reduction, as well as practitioners interested in statistical methodology, An Introduction to Envelopes offers the first book on the theory and methods of envelopes. <font color=#0000dd>[320 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119422938">mehr...</a></td></tr></table><br><br>
4 Dec 2018 08:17:40 +0100
261543907860
Cook, R. Dennis
20181204T07:17:40Z

Mathematical Statistics with Resampling and R
http://www.wileyvch.de/publish/dt/books/ISBN9781119416548
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119416548"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119416548.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">This thoroughly updated second edition combines the latest software applications with the benefits of modern resampling techniques
Resampling helps students understand the meaning of sampling distributions, sampling variability, Pvalues, hypothesis tests, and confidence intervals. The second edition of Mathematical Statistics with Resampling and R combines modern resampling techniques and mathematical statistics. This book has been classroomtested to ensure an accessible presentation, uses the powerful and flexible computer language R for data analysis and explores the benefits of modern resampling techniques.
This book offers an introduction to permutation tests and bootstrap methods that can serve to motivate classical inference methods. The book strikes a balance between theory, computing, and applications, and the new edition explores additional topics including consulting, paired t test, ANOVA and Google Interview Questions. Throughout the book, new and updated case studies are included representing a diverse range of subjects such as flight delays, birth weights of babies, and telephone company repair times. These illustrate the relevance of the realworld applications of the material. This new edition:
* Puts the focus on statistical consulting that emphasizes giving a client an understanding of data and goes beyond typical expectations
* Presents new material on topics such as the paired t test, Fisher's Exact Test and the EM algorithm
* Offers a new section on "Google Interview Questions" that illustrates statistical thinking
* Provides a new chapter on ANOVA
* Contains more exercises and updated case studies, data sets, and R code
Written for undergraduate students in a mathematical statistics course as well as practitioners and researchers, the second edition of Mathematical Statistics with Resampling and R presents a revised and updated guide for applying the most current resampling techniques to mathematical statistics. <font color=#0000dd>[560 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119416548">mehr...</a></td></tr></table><br><br>
4 Dec 2018 08:17:39 +0100
251543907859
Chihara, Laura M. / Hesterberg, Tim C.
20181204T07:17:39Z

Nonlinear Time Series Analysis
http://www.wileyvch.de/publish/dt/books/ISBN9781119264057
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119264057"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119264057.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis
Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear statespace models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authorsnoted experts in the fieldexplore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models.
The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and nonGaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and highfrequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most realworld time series. This vital guide:
* Offers research developed by leading scholars of time series analysis
* Presents R commands making it possible to reproduce all the analyses included in the text
* Contains realworld examples throughout the book
* Recommends exercises to test understanding of material presented
* Includes an instructor solutions manual and companion website
Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models. <font color=#0000dd>[512 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119264057">mehr...</a></td></tr></table><br><br>
4 Dec 2018 08:17:35 +0100
211543907855
Tsay, Ruey S. / Chen, Rong
20181204T07:17:35Z

Strategic Analytics
http://www.wileyvch.de/publish/dt/books/ISBN9781118907184
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118907184"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118907184.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Defines common ground at the interface of strategy and management science and unites the topics with an original approach vital for strategy students, researchers and managers
Strategic Analytics: Integrating Management Science and Strategy combines strategy content with strategy process through the lenses of management science, masterfully defining the common ground that unites both fields. Each chapter starts with the perspective of a certain strategy problem, such as competition, but continues with an explanation of the strategy process using management science tools such as simulation. Facilitating the process of strategic decision making through the lens of management science, the author integrates topics that are usually in conflict for MBAs: strategy and quantitative methods. Strategic Analytics features multiple international reallife case studies and examples, business issues for further research and theory review questions and exercises at the end of each chapter.
Strategic Analytics starts by introducing readers to strategic management. It then goes on to cover: managerial capabilities for a complex world; politics, economy, society, technology, and environment; external environments known as exogenous factors (PESTE) and endogenous factors (industry); industry dynamics; industry evolution; competitive advantage; dynamic resource management; organisational design; performance measurement system; the life cycle of organisations from startups; maturity for maintaining profitability and growth; and finally, regeneration.
* Developed from the author's own Strategy Analytics course at Warwick Business School, personal experience as consultant, and in consultation with other leading scholars
* Uses management science to facilitate the process of strategic decision making
* Chapters structured with chapter objectives, summaries, short case studies, tables, student exercises, references and management science models
* Accompanied by a supporting website
Aimed at both academics and practitioners, Strategic Analytics is an ideal text for postgraduates and advanced undergraduate students of business and management. <font color=#0000dd>[392 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118907184">mehr...</a></td></tr></table><br><br>
19 Nov 2018 08:17:35 +0100
181542611855
Kunc, Martin
20181119T07:17:35Z

SPSS Data Analysis for Univariate, Bivariate, and Multivariate Statistics
http://www.wileyvch.de/publish/dt/books/ISBN9781119465812
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119465812"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119465812.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Enables readers to start doing actual data analysis fast for a truly handson learning experience
This concise and very easytouse primer introduces readers to a host of computational tools useful for making sense out of data, whether that data come from the social, behavioral, or natural sciences. The book places great emphasis on both data analysis and drawing conclusions from empirical observations. It also provides formulas where needed in many places, while always remaining focused on concepts rather than mathematical abstraction.
SPSS Data Analysis for Univariate, Bivariate, and Multivariate Statistics offers a variety of popular statistical analyses and data management tasks using SPSS that readers can immediately apply as needed for their own research, and emphasizes many helpful computational tools used in the discovery of empirical patterns. The book begins with a review of essential statistical principles before introducing readers to SPSS. The book then goes on to offer chapters on: Exploratory Data Analysis, Basic Statistics, and Visual Displays; Data Management in SPSS; Inferential Tests on Correlations, Counts, and Means; Power Analysis and Estimating Sample Size; Analysis of Variance  Fixed and Random Effects; Repeated Measures ANOVA; Simple and Multiple Linear Regression; Logistic Regression; Multivariate Analysis of Variance (MANOVA) and Discriminant Analysis; Principal Components Analysis; Exploratory Factor Analysis; and NonParametric Tests. This helpful resource allows readers to:
* Understand data analysis in practice rather than delving too deeply into abstract mathematical concepts
* Make use of computational tools used by data analysis professionals.
* Focus on realworld application to apply concepts from the book to actual research
Assuming only minimal, prior knowledge of statistics, SPSS Data Analysis for Univariate, Bivariate, and Multivariate Statistics is an excellent "howto" book for undergraduate and graduate students alike. This book is also a welcome resource for researchers and professionals who require a quick, goto source for performing essential statistical analyses and data management tasks. <font color=#0000dd>[288 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119465812">mehr...</a></td></tr></table><br><br>
12 Nov 2018 08:17:50 +0100
161542007070
Denis, Daniel J.
20181112T07:17:50Z

Introductory Quantum Mechanics with MATLAB
http://www.wileyvch.de/publish/dt/books/ISBN9783527409266
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527409266"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9783527409266.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Der überaus erfahrene Autor füllt mit diesem Lehrbuch eine Lücke. Die Konzepte der Quantentheorie werden zugänglich und praxisorientiert präsentiert. Durch MATLABCodes lassen sich die beschriebenen numerischen Verfahren einfach umsetzen.
Hochaktuelle Themen, wie Cluster, Nanokristalle, Übergänge und organische Moleküle, werden umfassend abgedeckt. DFT, Variation und verschiedene andere Methoden sowie Annäherungswellenfunktionen werden ebenfalls erläutert.
<font color=#0000dd>[224 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527409266">mehr...</a></td></tr></table><br><br>
8 Nov 2018 08:17:47 +0100
121541661467
Chelikowsky, James R.
20181108T07:17:47Z

Ensemble Classification Methods with Applications in R
http://www.wileyvch.de/publish/dt/books/ISBN9781119421092
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119421092"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119421092.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An essential guide to two burgeoning topics in machine learning  classification trees and ensemble learning
Ensemble Classification Methods with Applications in R introduces the concepts and principles of ensemble classifiers methods and includes a review of the most commonly used techniques. This important resource shows how ensemble classification has become an extension of the individual classifiers. The text puts the emphasis on two areas of machine learning: classification trees and ensemble learning. The authors explore ensemble classification methods' basic characteristics and explain the types of problems that can emerge in its application.
Written by a team of noted experts in the field, the text is divided into two main sections. The first section outlines the theoretical underpinnings of the topic and the second section is designed to include examples of practical applications. The book contains a wealth of illustrative cases of business failure prediction, zoology, ecology and others. This vital guide:
* Offers an important text that has been tested both in the classroom and at tutorials at conferences
* Contains authoritative information written by leading experts in the field
* Presents a comprehensive text that can be applied to courses in machine learning, data mining and artificial intelligence
* Combines in one volume two of the most intriguing topics in machine learning: ensemble learning and classification trees
Written for researchers from many fields such as biostatistics, economics, environment, zoology, as well as students of data mining and machine learning, Ensemble Classification Methods with Applications in R puts the focus on two topics in machine learning: classification trees and ensemble learning. <font color=#0000dd>[224 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119421092">mehr...</a></td></tr></table><br><br>
29 Oct 2018 08:18:01 +0100
331540797481
Alfaro, Esteban / Gámez, Matías / García, Noelia (eds.)
20181029T07:18:01Z

Panel Data Econometrics with R
http://www.wileyvch.de/publish/dt/books/ISBN9781118949160
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118949160"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118949160.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book's accompanying website. <font color=#0000dd>[328 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118949160">mehr...</a></td></tr></table><br><br>
29 Oct 2018 08:17:37 +0100
151540797457
Croissant, Yves / Millo, Giovanni
20181029T07:17:37Z

The Bayesian Way
http://www.wileyvch.de/publish/dt/books/ISBN9781119246879
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119246879"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119246879.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A comprehensive resource that offers an introduction to statistics with a Bayesian angle, for students of professional disciplines like engineering and economics
The Bayesian Way offers a basic introduction to statistics that emphasizes the Bayesian approach and is designed for use by those studying professional disciplines like engineering and economics. In addition to the Bayesian approach, the author includes the most common techniques of the frequentist approach. Throughout the text, the author covers statistics from a basic to a professional working level along with a practical understanding of the matter at hand.
Filled with helpful illustrations, this comprehensive text explores a wide range of topics, starting with descriptive statistics, set theory, and combinatorics. The text then goes on to review fundamental probability theory and Bayes' theorem. The first part ends in an exposition of stochastic variables, exploring discrete, continuous and mixed probability distributions. In the second part, the book looks at statistical inference. Primarily Bayesian, but with the main frequentist techniques included, it covers conjugate priors through the powerful yet simple method of hyperparameters. It then goes on to topics in hypothesis testing (including utility functions), point and interval estimates (including frequentist confidence intervals), and linear regression. This book:
* Explains basic statistics concepts in accessible terms and uses an abundance of illustrations to enhance visual understanding
* Has guides for how to calculate the different probability distributions, functions , and statistical properties, on platforms like popular pocket calculators and Mathematica / Wolfram Alpha
* Includes exampleproofs that enable the reader to follow the reasoning
* Contains assignments at different levels of difficulty from simply filling out the correct formula to the complex multistep text assignments
* Offers information on continuous, discrete and mixed probability distributions, hypothesis testing, credible and confidence intervals, and linear regression
Written for undergraduate and graduate students of subjects where Bayesian statistics are applied, including engineering, economics, and related fields, The Bayesian Way: With Applications in Engineering and Economics offers a clear understanding of Bayesian statistics that have realworld applications. <font color=#0000dd>[512 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119246879">mehr...</a></td></tr></table><br><br>
22 Oct 2018 08:18:09 +0200
301540189089
Nyberg, Svein Olav
20181022T06:18:09Z

Mathematical Modelling
http://www.wileyvch.de/publish/dt/books/ISBN9781119483953
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119483953"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119483953.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An important resource that provides an overview of mathematical modelling
Mathematical Modelling offers a comprehensive guide to both analytical and computational aspects of mathematical modelling that encompasses a wide range of subjects. The authors provide an overview of the basic concepts of mathematical modelling and review the relevant topics from differential equations and linear algebra. The text explores the various types of mathematical models, and includes a range of examples that help to describe a variety of techniques from dynamical systems theory.
The book's analytical techniques examine compartmental modelling, stability, bifurcation, discretization, and fixedpoint analysis. The theoretical analyses involve systems of ordinary differential equations for deterministic models. The text also contains information on concepts of probability and random variables as the requirements of stochastic processes. In addition, the authors describe algorithms for computer simulation of both deterministic and stochastic models, and review a number of wellknown models that illustrate their application in different fields of study. This important resource:
* Includes a broad spectrum of models that fall under deterministic and stochastic classes and discusses them in both continuous and discrete forms
* Demonstrates the wide spectrum of problems that can be addressed through mathematical modelling based on fundamental tools and techniques in applied mathematics and statistics
* Contains an appendix that reveals the overall approach that can be taken to solve exercises in different chapters
* Offers many exercises to help better understand the modelling process
Written for graduate students in applied mathematics, instructors, and professionals using mathematical modelling for research and training purposes, Mathematical Modelling: A Graduate Textbook covers a broad range of analytical and computational aspects of mathematical modelling. <font color=#0000dd>[192 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119483953">mehr...</a></td></tr></table><br><br>
22 Oct 2018 08:17:58 +0200
211540189078
Moghadas, Seyed M. / JaberiDouraki, Majid
20181022T06:17:58Z

Robustness Theory and Application
http://www.wileyvch.de/publish/dt/books/ISBN9781118669303
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118669303"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118669303.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A preeminent expert in the field explores new and exciting methodologies in the evergrowing field of robust statistics
Used to develop data analytical methods, which are resistant to outlying observations in the data, while capable of detecting outliers, robust statistics is extremely useful for solving an array of common problems, such as estimating location, scale, and regression parameters. Written by an internationally recognized expert in the field of robust statistics, this book addresses a range of wellestablished techniques while exploring, in depth, new and exciting methodologies. Local robustness and global robustness are discussed, and problems of nonidentifiability and adaptive estimation are considered. Rather than attempt an exhaustive investigation of robustness, the author provides readers with a timely review of many of the most important problems in statistical inference involving robust estimation, along with a brief look at confidence intervals for location. Throughout, the author meticulously links research in maximum likelihood estimation with the more general Mestimation methodology. Specific applications and R and some MATLAB subroutines with accompanying data setsavailable both in the text and onlineare employed wherever appropriate.
Providing invaluable insights and guidance, Robustness Theory and Application:
* Offers a balanced presentation of theory and applications within each topicspecific discussion
* Features solved examples throughout which help clarify complex and/or difficult concepts
* Meticulously links research in maximum likelihood type estimation with the more general Mestimation methodology
* Delves into new methodologies which have been developed over the past decade without stinting on coverage of "triedandtrue" methodologies
* Includes R and some MATLAB subroutines with accompanying data sets, which help illustrate the power of the methods described
Robustness Theory and Application is an important resource for all statisticians interested in the topic of robust statistics. This book encompasses both past and present research, making it a valuable supplemental text for graduatelevel courses in robustness. <font color=#0000dd>[240 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118669303">mehr...</a></td></tr></table><br><br>
8 Oct 2018 08:18:11 +0200
341538979491
Clarke, Brenton R.
20181008T06:18:11Z

An Introduction to Econometric Theory
http://www.wileyvch.de/publish/dt/books/ISBN9781119484882
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119484882"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119484882.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods
An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.
The author  a noted expert in the field  covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:
* Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance
* Offers proven classroomtested material
* Contains sets of exercises that accompany each chapter
* Includes a companion website that hosts additional materials, solution manual and lecture slides
Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics. <font color=#0000dd>[250 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119484882">mehr...</a></td></tr></table><br><br>
8 Oct 2018 08:17:37 +0200
61538979457
Davidson, James
20181008T06:17:37Z

Risk Assessment
http://www.wileyvch.de/publish/dt/books/ISBN9781119289067
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119289067"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119289067.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A guide to the methodologies, typical mathematical notation, and assumptions used in risk assessment calculations
Risk Assessment describes the methodologies, the math, and assumptions needed in risk assessment calculations and explores the various statistical analysis procedures that are used for estimating the parameters employed in risk assessment approaches. The authora noted expert in the fieldoutlines a logical stepbystep approach to assessment: Identify a hazard; Analyze the risk associated with that hazard; and Determine if the elimination, or control of the risk is warranted. The text puts the focus on assessing environmental risk and describes the basics used in hypothesis testing to determine when there are differences in environmental quality at various locations.
The author describes statistical techniques in approachable terms that are designed to be understandable to the nonstatistician. The text downplays mathematical notation while offering clear explanations for the development of equations. It highlights applications with numerous examples of problems of censored data as they influence the use of alternative tests. In addition, the text focuses on both parametric and nonparametric procedures. This important resource:
* Describes in understandable terms the methodologies, typical mathematical notation, and assumptions used in risk assessment calculations
* Explores the fundamental calculation procedures and approaches for risk characterization
* Contains a wealth of example problems of interpretations of environmental monitoring results and shows how each procedure is used
* Includes problems at the end of each chapter that stress the fundamental concepts outlined
Written for senior undergraduate and graduate students and as a course text in engineering, Risk Assessment offers a guide to the fundamental calculation procedures and methodologies for characterizing risk in clear and accessible terms. <font color=#0000dd>[336 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119289067">mehr...</a></td></tr></table><br><br>
19 Sep 2018 08:17:29 +0200
41537337849
McBean, Edward A.
20180919T06:17:29Z

Quantile Regression
http://www.wileyvch.de/publish/dt/books/ISBN9781118863596
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118863596"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118863596.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Contains an overview of several technical topics of Quantile Regression
Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same examplebased approach adopted for the first volume. The text explores topics including robustness, expectiles, mquantile, decomposition, time series, elemental sets and linear programming. Graphical representations are widely used to visually introduce several issues, and to illustrate each method. All the topics are treated theoretically and using real data examples. Designed as a practical resource, the book is thorough without getting too technical about the statistical background.
The authors cover a wide range of QR models useful in several fields. The software commands in R and Stata are available in the appendixes and featured on the accompanying website. The text:
* Provides an overview of several technical topics such as robustness of quantile regressions, bootstrap and elemental sets, treatment effect estimators
* Compares quantile regression with alternative estimators like expectiles, Mestimators and Mquantiles
* Offers a general introduction to linear programming focusing on the simplex method as solving method for the quantile regression problem
* Considers timeseries issues like nonstationarity, spurious regressions, cointegration, conditional heteroskedasticity via quantile regression
* Offers an analysis that is both theoretically and practical
* Presents real data examples and graphical representations to explain the technical issues
Written for researchers and students in the fields of statistics, economics, econometrics, social and environmental science, this text offers guide to the theory and application of quantile regression models. <font color=#0000dd>[312 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118863596">mehr...</a></td></tr></table><br><br>
17 Sep 2018 08:18:14 +0200
351537165094
Furno, Marilena / Vistocco, Domenico
20180917T06:18:14Z

Statistik für Ingenieure für Dummies
http://www.wileyvch.de/publish/dt/books/ISBN9783527715565
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715565"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9783527715565.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Dieses Buch führt Sie in statistische Fragestellungen ein, die für Ingenieure relevant sind. Das Themenspektrum reicht von Kennzahlen für den Durchschnitt über Konfidenzintervalle bis hin zu Zeitreihenanalyse. <font color=#0000dd>[337 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715565">mehr...</a></td></tr></table><br><br>
13 Sep 2018 08:17:58 +0200
181536819478
Maas, Christoph
20180913T06:17:58Z

A General Introduction to Data Analytics
http://www.wileyvch.de/publish/dt/books/ISBN9781119296249
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119296249"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119296249.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A guide to the principles and methods of data analysis that does not require knowledge of statistics or programming
A General Introduction to Data Analytics is an essential guide to understand and use data analytics. This book is written using easytounderstand terms and does not require familiarity with statistics or programming. The authorsnoted experts in the fieldhighlight an explanation of the intuition behind the basic data analytics techniques. The text also contains exercises and illustrative examples.
Thought to be easily accessible to nonexperts, the book provides motivation to the necessity of analyzing data. It explains how to visualize and summarize data, and how to find natural groups and frequent patterns in a dataset. The book also explores predictive tasks, be them classification or regression. Finally, the book discusses popular data analytic applications, like mining the web, information retrieval, social network analysis, working with text, and recommender systems. The learning resources offer:
* A guide to the reasoning behind data mining techniques
* A unique illustrative example that extends throughout all the chapters
* Exercises at the end of each chapter and larger projects at the end of each of the text's two main parts
Together with these learning resources, the book can be used in a 13week course guide, one chapter per course topic.
The book was written in a format that allows the understanding of the main data analytics concepts by nonmathematicians, nonstatisticians and noncomputer scientists interested in getting an introduction to data science. A General Introduction to Data Analytics is a basic guide to data analytics written in highly accessible terms. <font color=#0000dd>[352 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119296249">mehr...</a></td></tr></table><br><br>
28 Aug 2018 08:17:50 +0200
181535437070
Moreira, João / Carvalho, Andre / Horvath, Tomas
20180828T06:17:50Z

Fundamental Statistical Inference
http://www.wileyvch.de/publish/dt/books/ISBN9781119417866
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119417866"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119417866.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Praxisorientiertes Fachbuch der Interferenzstatistik mit den neuesten Entwicklungen aus diesem ständig wachsenden Wissensgebiet.
Dieses übersichtlich und zugängliche Fachbuch richtet sich an Studenten höherer Semester, präsentiert die Interferenzstatistik ausführlich und praxisorientiert und stellt Ergebnisableitungen sowie MATLABProgramme umfassend dar, ergänzt um Erläuterungen. Besonderes Augenmerk liegt auf einzelnen bedeutenden Aspekten, auf einer intuitiven Herangehensweise und auf Diskussionen. Der Blick auf die Interferenzstatistik ist dabei überaus modern. Inhalte neben den klassischen Themen rund um die mathematische Statistik: intuitive Präsentation von Einfach/DoppelBootstraps bei der Berechnung von Konfidenzintervallen, Schrumpfungsschätzung, Schätzung des maximalen Moments sowie eine Vielzahl vom Methoden der Punktschätzung, maximale Wahrscheinlichkeit, Anwendung von charakteristischen Funktionen und indirekte Interferenz. Zu allen Methoden gibt es praktische Beispiele. Ausführlich behandelt werden Schätzprobleme und deren Lösung in Verbindung mit der diskreten Mischung bei Normalverteilungen. Durchgängig liegt der Schwerpunkt auf nichtGaußschen Verteilungen, einschließlich der ausführlichen Behandlung der stabilen ParetoVerteilung und der schnellen Berechnung von nichtzentralen StudenttTests. Ein komplettes Kapitel widmet sich der Optimierung, darunter der Entwicklung von HessianMethoden, heuristische/genetische Algorithmen, die keine Kontinuität erfordern. Die entsprechenden MATLABCodes werden zur Verfügung gestellt. Der Fokus liegt auch auf Berechnungen, die das Thema greifbar und für die Studierenden zugänglich machen.
<font color=#0000dd>[584 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119417866">mehr...</a></td></tr></table><br><br>
28 Aug 2018 08:17:49 +0200
171535437069
Paolella, Marc S.
20180828T06:17:49Z

Analytic Methods in Systems and Software Testing
http://www.wileyvch.de/publish/dt/books/ISBN9781119271505
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119271505"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119271505.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A comprehensive treatment of systems and software testing using state of the art methods and tools
This book provides valuable insights into state of the art software testing methods and explains, with examples, the statistical and analytic methods used in this field. Numerous examples are used to provide understanding in applying these methods to realworld problems. Leading authorities in applied statistics, computer science, and software engineering present stateoftheart methods addressing challenges faced by practitioners and researchers involved in system and software testing. Methods include: machine learning, Bayesian methods, graphical models, experimental design, generalized regression, and reliability modeling.
Analytic Methods in Systems and Software Testing presents its comprehensive collection of methods in four parts: Part I: Testing Concepts and Methods; Part II: Statistical Models; Part III: Testing Infrastructures; and Part IV: Testing Applications. It seeks to maintain a focus on analytic methods, while at the same time offering a contextual landscape of modern engineering, in order to introduce related statistical and probabilistic models used in this domain. This makes the book an incredibly useful tool, offering interesting insights on challenges in the field for researchers and practitioners alike.
* Compiles cuttingedge methods and examples of analytical approaches to systems and software testing from leading authorities in applied statistics, computer science, and software engineering
* Combines methods and examples focused on the analytic aspects of systems and software testing
* Covers logistic regression, machine learning, Bayesian methods, graphical models, experimental design, generalized regression, and reliability models
* Written by leading researchers and practitioners in the field, from diverse backgrounds including research, business, government, and consulting
* Stimulates research at the theoretical and practical level
Analytic Methods in Systems and Software Testing is an excellent advanced reference directed toward industrial and academic readers whose work in systems and software development approaches or surpasses existing frontiers of testing and validation procedures. It will also be valuable to postgraduate students in computer science and mathematics. <font color=#0000dd>[568 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119271505">mehr...</a></td></tr></table><br><br>
28 Aug 2018 08:17:32 +0200
61535437052
Kenett, Ron S. / Ruggeri, Fabrizio / Faltin, Frederick W. (eds.)
20180828T06:17:32Z

Robust Nonlinear Regression
http://www.wileyvch.de/publish/dt/books/ISBN9781118738061
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118738061"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118738061.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">The first book to discuss robust aspects of nonlinear regressionwith applications using R software
Robust Nonlinear Regression: with Applications using R covers a variety of theories and applications of nonlinear robust regression. It discusses both parts of the classic and robust aspects of nonlinear regression and focuses on outlier effects. It develops new methods in robust nonlinear regression and implements a set of objects and functions in Slanguage under SPLUS and R software. The software covers a wide range of robust nonlinear fitting and inferences, and is designed to provide facilities for computer users to define their own nonlinear models as an object, and fit models using classic and robust methods as well as detect outliers. The implemented objects and functions can be applied by practitioners as well as researchers.
The book offers comprehensive coverage of the subject in 9 chapters: Theories of Nonlinear Regression and Inference; Introduction to R; Optimization; Theories of Robust Nonlinear Methods; Robust and Classical Nonlinear Regression with Autocorrelated and Heteroscedastic errors; Outlier Detection; R Packages in Nonlinear Regression; A New R Package in Robust Nonlinear Regression; and Object Sets.
* The first comprehensive coverage of this field covers a variety of both theoretical and applied topics surrounding robust nonlinear regression
* Addresses some commonly mishandled aspects of modeling
* R packages for both classical and robust nonlinear regression are presented in detail in the book and on an accompanying website
Robust Nonlinear Regression: with Applications using R is an ideal text for statisticians, biostatisticians, and statistical consultants, as well as advanced level students of statistics. <font color=#0000dd>[264 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118738061">mehr...</a></td></tr></table><br><br>
13 Aug 2018 08:17:52 +0200
281534141072
Riazoshams, Hossein / Midi, Habshah / Ghilagaber, Gebrenegus
20180813T06:17:52Z

Machine Learning
http://www.wileyvch.de/publish/dt/books/ISBN9781119439196
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119439196"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119439196.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">AN INTRODUCTION TO MACHINE LEARNING THAT INCLUDES THE FUNDAMENTAL TECHNIQUES, METHODS, AND APPLICATIONS
Machine Learning: a Concise Introduction offers a comprehensive introduction to the core concepts, approaches, and applications of machine learning. The authoran expert in the fieldpresents fundamental ideas, terminology, and techniques for solving applied problems in classification, regression, clustering, density estimation, and dimension reduction. The design principles behind the techniques are emphasized, including the biasvariance tradeoff and its influence on the design of ensemble methods. Understanding these principles leads to more flexible and successful applications. Machine Learning: a Concise Introduction also includes methods for optimization, risk estimation, and model selection essential elements of most applied projects. This important resource:
* Illustrates many classification methods with a single, running example, highlighting similarities and differences between methods
* Presents R source code which shows how to apply and interpret many of the techniques covered
* Includes many thoughtful exercises as an integral part of the text, with an appendix of selected solutions
* Contains useful information for effectively communicating with clients
A volume in the popular Wiley Series in Probability and Statistics, Machine Learning: a Concise Introduction offers the practical information needed for an understanding of the methods and application of machine learning.
STEVEN W. KNOX holds a Ph.D. in Mathematics from the University of Illinois and an M.S. in Statistics from Carnegie Mellon University. He has over twenty years' experience in using Machine Learning, Statistics, and Mathematics to solve realworld problems. He currently serves as Technical Director of Mathematics Research and Senior Advocate for Data Science at the National Security Agency. <font color=#0000dd>[352 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119439196">mehr...</a></td></tr></table><br><br>
16 Jul 2018 08:17:53 +0200
21531721873
Knox, Steven W.
20180716T06:17:53Z

Statistical Inference for Piecewisedeterministic Markov Processes
http://www.wileyvch.de/publish/dt/books/ISBN9781786303028
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786303028"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781786303028.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Piecewisedeterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial.
Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewisedeterministic Markov processes offers a detailed and comprehensive survey of stateoftheart results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewisedeterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps. <font color=#0000dd>[300 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781786303028">mehr...</a></td></tr></table><br><br>
11 Jul 2018 08:17:56 +0200
101531289876
Azais, Romain / Bouguet, Florian
20180711T06:17:56Z

Probability, Decisions and Games
http://www.wileyvch.de/publish/dt/books/ISBN9781119302605
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119302605"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119302605.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">INTRODUCES THE FUNDAMENTALS OF PROBABILITY, STATISTICS, DECISION THEORY, AND GAME THEORY, AND FEATURES INTERESTING EXAMPLES OF GAMES OF CHANCE AND STRATEGY TO MOTIVATE AND ILLUSTRATE ABSTRACT MATHEMATICAL CONCEPTS
Covering both random and strategic games, Probability, Decisions and Games features a variety of gaming and gambling examples to build a better understanding of basic concepts of probability, statistics, decision theory, and game theory. The authors present fundamental concepts such as random variables, rational choice theory, mathematical expectation and variance, fair games, combinatorial calculus, conditional probability, Bayes Theorem, Bernoulli trials, zerosum games and Nash equilibria, as well as their application in games such as Roulette, Craps, Lotto, Blackjack, Poker, RockPaperScissors, the Game of Chicken and TicTacToe. Computer simulations, implemented using the popular R computing environment, are used to provide intuition on key concepts and verify complex calculations.
The book starts by introducing simple concepts that are carefully motivated by the same historical examples that drove their original development of the field of probability, and then applies those concepts to popular contemporary games. The first two chapters of Probability, Decisions and Games: A Gentle Introduction using R feature an introductory discussion of probability and rational choice theory in finite and discrete spaces that builds upon the simple games discussed in the famous correspondence between Blaise Pascal and Pierre de Fermat. Subsequent chapters utilize popular casino games such as Roulette and Blackjack to expand on these concepts illustrate modern applications of these methodologies. Finally, the book concludes with discussions on game theory using a number of strategic games. This book:
* Features introductory coverage of probability, statistics, decision theory and game theory, and has been classtested at University of California, Santa Cruz for the past six years
* Illustrates basic concepts in probability through interesting and fun examples using a number of popular casino games: roulette, lotto, craps, blackjack, and poker
* Introduces key ideas in game theory using classic games such as RockPaperScissors, Chess, and TicTacToe.
* Features computer simulations using R throughout in order to illustrate complex concepts and help readers verify complex calculations
* Contains exercises and approaches games and gambling at a level that is accessible for readers with minimal experience
* Adopts a unique approach by motivating complex concepts using first simple games and then moving on to more complex, wellknown games that illustrate how these concepts work together
Probability, Decisions and Games: A Gentle Introduction using R is a unique and helpful textbook for undergraduate courses on statistical reasoning, introduction to probability, statistical literacy, and quantitative reasoning for students from a variety of disciplines.
ABEL RODRÍGUEZ, PhD, is Professor in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz (UCSC), CA, USA. The author of 40 journal articles, his research interests include Bayesian nonparametric methods, machine learning, spatial temporal models, network models, and extreme value theory.
BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA.
BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA.INTRODUCES THE FUNDAMENTALS OF PROBABILITY, STATISTICS, DECISION THEORY, AND GAME THEORY, AND FEATURES INTERESTING EXAMPLES OF GAMES OF CHANCE AND STRATEGY TO MOTIVATE AND ILLUSTRATE ABSTRACT MATHEMATICAL CONCEPTS Covering both random and strategic games, Probability, Decisions and Games features a variety of gaming and gambling examples to build a better understanding of basic concepts of probability, statistics, decision theory, and game theory. The authors present fundamental concepts such as random variables, rational choice theory, mathematical expectation and variance, fair games, combinatorial calculus, conditional probability, Bayes Theorem, Bernoulli trials, zerosum games and Nash equilibria, as well as their application in games such as Roulette, Craps, Lotto, Blackjack, Poker, RockPaperScissors, the Game of Chicken and TicTacToe. Computer simulations, implemented using the popular R computing environment, are used to provide intuition on key concepts and verify complex calculations. The book starts by introducing simple concepts that are carefully motivated by the same historical examples that drove their original development of the field of probability, and then applies those concepts to popular contemporary games. The first two chapters of Probability, Decisions and Games: A Gentle Introduction using R feature an introductory discussion of probability and rational choice theory in finite and discrete spaces that builds upon the simple games discussed in the famous correspondence between Blaise Pascal and Pierre de Fermat. Subsequent chapters utilize popular casino games such as Roulette and Blackjack to expand on these concepts illustrate modern applications of these methodologies. Finally, the book concludes with discussions on game theory using a number of strategic games. This book: * Features introductory coverage of probability, statistics, decision theory and game theory, and has been classtested at University of California, Santa Cruz for the past six years * Illustrates basic concepts in probability through interesting and fun examples using a number of popular casino games: roulette, lotto, craps, blackjack, and poker * Introduces key ideas in game theory using classic games such as RockPaperScissors, Chess, and TicTacToe. * Features computer simulations using R throughout in order to illustrate complex concepts and help readers verify complex calculations * Contains exercises and approaches games and gambling at a level that is accessible for readers with minimal experience * Adopts a unique approach by motivating complex concepts using first simple games and then moving on to more complex, wellknown games that illustrate how these concepts work together Probability, Decisions and Games: A Gentle Introduction using R is a unique and helpful textbook for undergraduate courses on statistical reasoning, introduction to probability, statistical literacy, and quantitative reasoning for students from a variety of disciplines. ABEL RODRÍGUEZ, PhD, is Professor in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz (UCSC), CA, USA. The author of 40 journal articles, his research interests include Bayesian nonparametric methods, machine learning, spatial temporal models, network models, and extreme value theory. BRUNO MENDES, PhD, is Lecturer in the Department of Applied Mathematics and Statistics at the University of California, Santa Cruz, CA, USA. <font color=#0000dd>[240 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119302605">mehr...</a></td></tr></table><br><br>
9 Jul 2018 08:17:50 +0200
221531117070
Rodríguez, Abel / Mendes, Bruno
20180709T06:17:50Z

R in Projekten anwenden für Dummies
http://www.wileyvch.de/publish/dt/books/ISBN9783527715374
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715374"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9783527715374.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Mit diesem Buch lernen Sie den Umgang mit R, RStudio und den zahlreichen zusätzlichen RPaketen. Und das an Projekten aus der Praxis. <font color=#0000dd>[357 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9783527715374">mehr...</a></td></tr></table><br><br>
5 Jul 2018 08:17:55 +0200
101530771475
Schmuller, Joseph
20180705T06:17:55Z

Nonparametric Finance
http://www.wileyvch.de/publish/dt/books/ISBN9781119409106
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119409106"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119409106.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An Introduction to Machine Learning in Finance, With Mathematical Background, Data Visualization, and R
Nonparametric function estimation is an important part of machine learning, which is becoming increasingly important in quantitative finance. Nonparametric Finance provides graduate students and finance professionals with a foundation in nonparametric function
estimation and the underlying mathematics. Combining practical applications, mathematically rigorous presentation, and statistical data analysis into a single volume, this book presents detailed instruction in discrete chapters that allow readers to dip in as needed without reading from beginning to end.
Coverage includes statistical finance, risk management, portfolio management, and securities pricing to provide a practical knowledge base, and the introductory chapter introduces basic finance concepts for readers with a strictly mathematical background. Economic significance
is emphasized over statistical significance throughout, and R code is provided to help readers reproduce the research, computations, and figures being discussed. Strong graphical content clarifies the methods and demonstrates essential visualization techniques, while deep mathematical and statistical insight backs up practical applications.
Written for the leading edge of finance, Nonparametric Finance:
* Introduces basic statistical finance concepts, including univariate and multivariate data analysis, time series analysis, and prediction
* Provides risk management guidance through volatility prediction, quantiles, and valueatrisk
* Examines portfolio theory, performance measurement, Markowitz portfolios, dynamic portfolio selection, and more
* Discusses fundamental theorems of asset pricing, BlackScholes pricing and hedging, quadratic pricing and hedging, option portfolios, interest rate derivatives, and other asset pricing principles
* Provides supplementary R code and numerous graphics to reinforce complex content
Nonparametric function estimation has received little attention in the context of risk management and option pricing, despite its useful applications and benefits. This book provides the essential background and practical knowledge needed to take full advantage of these littleused methods, and turn them into realworld advantage.
Jussi Klemelä, PhD, is Adjunct Professor at the University of Oulu. His research interests include nonparametric function estimation, density estimation, and data visualization. He is the author of Smoothing of Multivariate Data: Density Estimation and Visualization and Multivariate Nonparametric Regression and Visualization: With R and Applications to Finance. <font color=#0000dd>[704 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119409106">mehr...</a></td></tr></table><br><br>
2 Jul 2018 08:17:51 +0200
291530512271
Klemelä, Jussi
20180702T06:17:51Z

Experimentation, Validation, and Uncertainty Analysis for Engineers
http://www.wileyvch.de/publish/dt/books/ISBN9781119417514
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119417514"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119417514.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Helps engineers and scientists assess and manage uncertainty at all stages of experimentation and validation of simulations
Fully updated from its previous edition, Experimentation, Validation, and Uncertainty Analysis for Engineers, Fourth Edition includes expanded coverage and new examples of applying the Monte Carlo Method (MCM) in performing uncertainty analyses. Presenting the current, internationally accepted methodology from ISO, ANSI, and ASME standards for propagating uncertainties using both the MCM and the Taylor Series Method (TSM), it provides a logical approach to experimentation and validation through the application of uncertainty analysis in the planning, design, construction, debugging, execution, data analysis, and reporting phases of experimental and validation programs. It also illustrates how to use a spreadsheet approach to apply the MCM and the TSM, based on the authors' experience in applying uncertainty analysis in complex, largescale testing of real engineering systems.
Experimentation, Validation, and Uncertainty Analysis for Engineers, Fourth Edition includes examples throughout, contains end of chapter problems, and is accompanied by the authors' website www.uncertaintyanalysis.com.
* Guides readers through all aspects of experimentation, validation, and uncertainty analysis
* Emphasizes the use of the Monte Carlo Method in performing uncertainty analysis
* Includes complete new examples throughout
* Features workable problems at the end of chapters
Experimentation, Validation, and Uncertainty Analysis for Engineers, Fourth Edition is an ideal text and guide for researchers, engineers, and graduate and senior undergraduate students in engineering and science disciplines. Knowledge of the material in this Fourth Edition is a must for those involved in executing or managing experimental programs or validating models and simulations. <font color=#0000dd>[384 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119417514">mehr...</a></td></tr></table><br><br>
25 Jun 2018 08:18:09 +0200
431529907489
Coleman, Hugh W. / Steele, W. Glenn
20180625T06:18:09Z

A Practical Approach to Using Statistics in Health Research
http://www.wileyvch.de/publish/dt/books/ISBN9781119383574
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119383574"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119383574.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">A handson guide to using statistics in health research, from planning, through analysis, and on to reporting
A Practical Approach to Using Statistics in Health Research offers an easy to use, stepbystep guide for using statistics in health research. The authors use their experience of statistics and health research to explain how statistics fit in to all stages of the research process. They explain how to determine necessary sample sizes, interpret whether there are statistically significant difference in outcomes between groups, and use measured effect sizes to decide whether any changes are large enough to be relevant to professional practice.
The text walks you through how to identify the main outcome measure for your study and the factor which you think may influence that outcome and then determine what type of data will be used to record both of these. It then describes how this information is used to select the most appropriate methods to report and analyze your data. A stepbystep guide on how to use a range of common statistical procedures are then presented in separate chapters. To help you make sure that you are using statistics robustly, the authors also explore topics such as multiple testing and how to check whether measured data follows a normal distribution. Videos showing how to use computer packages to carry out all the various methods mentioned in the book are available on our companion web site. This book:
* Covers statistical aspects of all the stages of health research from planning to final reporting
* Explains how to report statistical planning, how analyses were performed, and the results and conclusion
* Puts the spotlight on consideration of clinical significance and not just statistical significance
* Explains the importance of reporting 95% confidence intervals for effect size
* Includes a systematic guide for selection of statistical tests and uses example data sets and videos to help you understand exactly how to use statistics
Written as an introductory guide to statistics for healthcare professionals, students and lecturers in the fields of pharmacy, nursing, medicine, dentistry, physiotherapy, and occupational therapy, A Practical Approach to Using Statistics in Health Research:From Planning to Reporting is a handy reference that focuses on the application of statistical methods within the health research context. <font color=#0000dd>[240 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119383574">mehr...</a></td></tr></table><br><br>
11 Jun 2018 08:17:38 +0200
141528697858
Mackridge, Adam / Rowe, Philip
20180611T06:17:38Z

Profit From Your Forecasting Software
http://www.wileyvch.de/publish/dt/books/ISBN9781119414575
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119414575"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119414575.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">Go beyond technique to master the difficult judgement calls of forecasting
A variety of software can be used effectively to achieve accurate forecasting, but no software can replace the essential human component. You may be new to forecasting, or you may have mastered the statistical theory behind the software's predictions, and even more advanced "power user" techniques for the software itselfbut your forecasts will never reach peak accuracy unless you master the complex judgement calls that the software cannot make. Profit From Your Forecasting Software addresses the issues that arise regularly, and shows you how to make the correct decisions to get the most out of your software.
Taking a nonmathematical approach to the various forecasting models, the discussion covers common everyday decisions such as model choice, forecast adjustment, product hierarchies, safety stock levels, model fit, testing, and much more. Clear explanations help you better understand seasonal indices, smoothing coefficients, mean absolute percentage error, and rsquared, and an exploration of psychological biases provides insight into the decision to override the software's forecast. With a focus on choice, interpretation, and judgement, this book goes beyond the technical manuals to help you truly grasp the more intangible skills that lead to better accuracy.
* Explore the advantages and disadvantages of alternative forecasting methods in different situations
* Master the interpretation and evaluation of your software's output
* Learn the subconscious biases that could affect your judgement toward intervention
* Find expert guidance on testing, planning, and configuration to help you get the most out of your software
Relevant to sales forecasters, demand planners, and analysts across industries, Profit From Your Forecasting Software is the much soughtafter "missing piece" in forecasting reference. <font color=#0000dd>[240 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119414575">mehr...</a></td></tr></table><br><br>
4 Jun 2018 08:17:43 +0200
141528093063
Goodwin, Paul
20180604T06:17:43Z

Fundamentals of Queueing Theory
http://www.wileyvch.de/publish/dt/books/ISBN9781118943526
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118943526"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781118943526.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">The definitive guide to queueing theory and its practical applicationsfeatures numerous realworld examples of scientific, engineering, and business applications
Thoroughly updated and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fifth Edition presents the statistical principles and processes involved in the analysis of the probabilistic nature of queues. Rather than focus narrowly on a particular application area, the authors illustrate the theory in practice across a range of fields, from computer science and various engineering disciplines to business and operations research. Critically, the text also provides a numerical approach to understanding and making estimations with queueing theory and provides comprehensive coverage of both simple and advanced queueing models. As with all preceding editions, this latest update of the classic text features a unique blend of the theoretical and timely realworld applications. The introductory section has been reorganized with expanded coverage of qualitative/nonmathematical approaches to queueing theory, including a highlevel description of queues in everyday life. New sections on nonstationary fluid queues, fairness in queueing, and Little's Law have been added, as has expanded coverage of stochastic processes, including the Poisson process and Markov chains.
* Each chapter provides a selfcontained presentation of key concepts and formulas, to allow readers to focus independently on topics relevant to their interests
* A summary table at the end of the book outlines the queues that have been discussed and the types of results that have been obtained for each queue
* Examples from a range of disciplines highlight practical issues often encountered when applying the theory to realworld problems
* A companion website features QtsPlus, an Excelbased software platform that provides computerbased solutions for most queueing models presented in the book.
Featuring chapterend exercises and problemsall of which have been classroomtested and refined by the authors in advanced undergraduate and graduatelevel coursesFundamentals of Queueing Theory, Fifth Edition is an ideal textbook for courses in applied mathematics, queueing theory, probability and statistics, and stochastic processes. This book is also a valuable reference for practitioners in applied mathematics, operations research, engineering, and industrial engineering. <font color=#0000dd>[576 Seiten, Hardcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781118943526">mehr...</a></td></tr></table><br><br>
29 May 2018 08:17:46 +0200
251527574666
Shortle, John F. / Thompson, James M. / Gross, Donald / Harris, Carl M.
20180529T06:17:46Z

A Guide to Business Statistics
http://www.wileyvch.de/publish/dt/books/ISBN9781119138358
<table border="0" cellpadding="0" cellspacing="0"><tr><td valign="top"><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119138358"><img src="http://www.wileyvch.de/books/rsssrv/var/www/html/books/rss/cover_80/9781119138358.jpg" border="0" align="top"> </a></td> <td valign="top"><img src="http://www.wileyvch.de/books/rss/rsstrack.gif?Section=ST00" width="1" height="1" border="0" align="top"> </td> <td valign="top">An accessible text that explains fundamental concepts in business statistics that are often obscured by formulae and mathematical notation
A Guide to Business Statistics offers a practical approach to statistics that covers the fundamental concepts in business and economics. The book maintains the level of rigor of a more conventional textbook in business statistics but uses a more stream­lined and intuitive approach. In short, A Guide to Business Statistics provides clarity to the typical statistics textbook cluttered with notation and formulae.
The authoran expert in the fieldoffers concise and straightforward explanations to the core principles and techniques in business statistics. The concepts are intro­duced through examples, and the text is designed to be accessible to readers with a variety of backgrounds. To enhance learning, most of the mathematical formulae and notation appears in technical appendices at the end of each chapter. This important resource:
* Offers a comprehensive guide to understanding business statistics targeting business and economics students and professionals
* Introduces the concepts and techniques through concise and intuitive examples
* Focuses on understanding by moving distracting formulae and mathematical notation to appendices
* Offers intuition, insights, humor, and practical advice for students of business statistics
* Features coverage of sampling techniques, descriptive statistics, probability, sampling distributions, confidence intervals, hypothesis tests, and regression
Written for undergraduate business students, business and economics majors, teachers, and practitioners, A Guide to Business Statistics offers an accessible guide to the key concepts and fundamental principles in statistics.
DAVID M. McEVOY, PhD, is an Associate Professor in the Economics Department at Appalachian State University in Boone NC. He has published over 20 peerreviewed articles and is coeditor of two books. Dr. McEvoy is an awardwinning educator who has taught undergraduate courses in business statistics for over 10 years.
DAVID M. McEVOY, PhD, is an Associate Professor in the Economics Department at Appalachian State University in Boone NC. He has published over 20 peerreviewed articles and is coeditor of two books. Dr. McEvoy is an awardwinning educator who has taught undergraduate courses in business statistics for over 10 years.An accessible text that explains fundamental concepts in business statistics that are often obscured by formulae and mathematical notation A Guide to Business Statistics offers a practical approach to statistics that covers the fundamental concepts in business and economics. The book maintains the level of rigor of a more conventional textbook in business statistics but uses a more streamlined and intuitive approach. In short, A Guide to Business Statistics provides clarity to the typical statistics textbook cluttered with notation and formulae. The authoran expert in the fieldoffers concise and straightforward explanations to the core principles and techniques in business statistics. The concepts are introduced through examples, and the text is designed to be accessible to readers with a variety of backgrounds. To enhance learning, most of the mathematical formulae and notation appears in technical appendices at the end of each chapter. This important resource: * Offers a comprehensive guide to understanding business statistics targeting business and economics students and professionals * Introduces the concepts and techniques through concise and intuitive examples * Focuses on understanding by moving distracting formulae and mathematical notation to appendices * Offers intuition, insights, humor, and practical advice for students of business statistics * Features coverage of sampling techniques, descriptive statistics, probability, sampling distributions, confidence intervals, hypothesis tests, and regression Written for undergraduate business students, business and economics majors, teachers, and practitioners, A Guide to Business Statistics offers an accessible guide to the key concepts and fundamental principles in statistics. DAVID M. McEVOY, PhD, is an Associate Professor in the Economics Department at Appalachian State University in Boone NC. He has published over 20 peerreviewed articles and is coeditor of two books. Dr. McEvoy is an awardwinning educator who has taught undergraduate courses in business statistics for over 10 years. <font color=#0000dd>[208 Seiten, Softcover]</font><br><br><a href="http://www.wileyvch.de/publish/dt/books/ISBN9781119138358">mehr...</a></td></tr></table><br><br>
29 May 2018 08:17:45 +0200
241527574665
McEvoy, David M.
20180529T06:17:45Z